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~isPartOf:"Quantitative finance"
~subject:"Currency derivative"
~subject:"Option trading"
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Currency derivative
Option trading
Hedging
42
Option pricing theory
27
Optionspreistheorie
27
Derivat
17
Derivative
17
Portfolio selection
15
Portfolio-Management
15
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12
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Wan, Justin W. L.
2
Akahori, J.
1
Alexander, Carol
1
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1
Chan, Tat Lung
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Chen, Yangang
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Dupire, Bruno
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Glau, Kathrin
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1
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Polak, Pawel
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Sepp, A.
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Quantitative finance
The journal of futures markets
65
International journal of theoretical and applied finance
23
Journal of banking & finance
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Finance and stochastics
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
International review of economics & finance : IREF
11
Review of derivatives research
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Journal of international money and finance
10
Journal of multinational financial management
9
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
8
Finance research letters
7
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7
Computational economics
6
Global finance journal
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NBER working paper series
6
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6
The European journal of finance
6
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5
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5
Finanzmarkt und Portfolio-Management
5
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5
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wi - Wirtschaft
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Advances in futures and options research : a research annual
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1
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:
2
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:
3
Dynamic currency
hedging
with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
Saved in:
4
Valuation and
hedging
of cryptocurrency inverse options
Lucic, V.
;
Sepp, A.
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 851-869
Persistent link: https://www.econbiz.de/10015050801
Saved in:
5
Efficient pricing and
hedging
of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
6
Simulated Greeks for American options
Letourneau, Pascal
;
Stentoft, Lars
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 653-676
Persistent link: https://www.econbiz.de/10014304303
Saved in:
7
Static replication of barrier-type options via integral equations
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 281-294
Persistent link: https://www.econbiz.de/10012424590
Saved in:
8
Deep neural network framework based on backward stochastic differential equations for pricing and
hedging
American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
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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