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~isPartOf:"Quantitative finance"
~subject:"Option trading"
~subject:"Risiko"
~subject:"Rohstoffderivat"
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Option trading
Risiko
Rohstoffderivat
Hedging
41
Option pricing theory
26
Optionspreistheorie
26
Derivat
16
Derivative
16
Portfolio selection
15
Portfolio-Management
15
Experiment
11
Optionsgeschäft
11
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Delta hedging
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Delage, Erick
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1
Alexander, Carol
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Quantitative finance
The journal of futures markets
65
Energy economics
44
International review of economics & finance : IREF
30
Journal of banking & finance
30
Finance research letters
29
International journal of theoretical and applied finance
24
Finance and stochastics
22
International review of financial analysis
21
Insurance / Mathematics & economics
18
Applied economics
16
Economic modelling
15
Risks : open access journal
15
Journal of financial economics
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Review of derivatives research
14
The European journal of finance
14
The North American journal of economics and finance : a journal of financial economics studies
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The review of financial studies
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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10
Journal of economic dynamics & control
9
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9
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9
American journal of agricultural economics
8
Research paper series / Swiss Finance Institute
8
Applied financial economics
7
Discussion paper / Centre for Economic Policy Research
7
Discussion paper / The Pensions Institute, Cass Business School, City University
7
European journal of operational research : EJOR
7
International journal of financial engineering
7
Journal of commodity markets
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Journal of empirical finance
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Journal of financial markets
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Journal of risk
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Journal of risk and financial management : JRFM
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The energy journal
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ECONIS (ZBW)
19
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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
Deep reinforcement learning for option pricing and
hedging
under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
3
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:
4
Equal risk pricing and
hedging
of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
5
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
1
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