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~subject:"Anlageverhalten"
~subject:"Derivative"
~subject:"Risikomanagement"
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Anlageverhalten
Derivative
Risikomanagement
Option trading
56
Optionsgeschäft
56
Option pricing theory
51
Optionspreistheorie
51
Stochastic process
22
Stochastischer Prozess
22
Volatility
22
Volatilität
22
Derivat
13
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11
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8
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8
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American options
4
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Akahori, J.
1
Alexander, Carol
1
Barsotti, F.
1
Bollinger, Thomas R.
1
Bouchouev, Ilia
1
Cufaro Petroni, Nicola
1
Ewald, Christian
1
Favreau, Charles
1
Germano, G.
1
Glau, Kathrin
1
Hagan, Patrick S.
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Hoencamp, J. H.
1
Imamura, Y.
1
Imeraj, Arben
1
Jain, Surbhi
1
Johnson, Brett
1
Kandhai, B. D.
1
Kane, Hayden
1
Kim, Kyoung-Kuk
1
Lesniewski, Andrew
1
Lim, Dong-Young
1
Marazzina, D.
1
Melick, William Robert
1
Orłowski, Piotr
1
Pachón, Ricardo
1
Phelan, C. E.
1
Pötz, Christian
1
Sabino, Piergiacomo
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1
Skoufis, G. E.
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Thomas, Charles P.
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Woodward, Diana E.
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Quantitative finance
The journal of futures markets
37
International journal of theoretical and applied finance
24
Journal of banking & finance
23
Review of derivatives research
21
Wiley trading series
17
Applied mathematical finance
16
The North American journal of economics and finance : a journal of financial economics studies
15
International journal of financial engineering
14
International review of economics & finance : IREF
14
Journal of financial economics
14
Finance research letters
13
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Journal of financial markets
11
The European journal of finance
11
Bloomberg financial series
10
International review of financial analysis
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Review of quantitative finance and accounting
7
Risks : open access journal
7
Always learning
6
Economic modelling
6
Global finance journal
6
Investment management and financial innovations
6
Journal of risk and financial management : JRFM
6
Pacific-Basin finance journal
6
Applied economics letters
5
Cogent economics & finance
5
Computational economics
5
Energy economics
5
Journal of econometrics
5
LSF research working paper series
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NBER working paper series
5
Research paper series / Swiss Finance Institute
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SpringerLink / Bücher
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Swiss Finance Institute Research Paper
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The journal of computational finance
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ECONIS (ZBW)
14
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1
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10
of
14
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date (oldest first)
1
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
2
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
3
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
4
Hedging error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
Saved in:
5
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
6
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
7
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
8
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
9
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
10
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
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