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~isPartOf:"Quantitative finance"
~subject:"Option trading"
~subject:"Rohstoffderivat"
~subject:"Theory"
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Option trading
Rohstoffderivat
Theory
Hedging
41
Option pricing theory
26
Optionspreistheorie
26
Derivat
16
Derivative
16
Portfolio selection
15
Portfolio-Management
15
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11
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11
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7
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6
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4
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Delta hedging
3
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3
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3
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Wan, Justin W. L.
2
Akahori, J.
1
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1
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1
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1
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1
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1
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1
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1
Dindo, Pietro
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Quantitative finance
The journal of futures markets
171
International journal of theoretical and applied finance
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Journal of banking & finance
60
Finance and stochastics
59
Energy economics
58
International review of economics & finance : IREF
46
Finance research letters
39
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35
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
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20
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19
Risks : open access journal
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18
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18
Economics letters
18
The journal of corporate finance : contracting, governance and organization
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Dresden discussion paper series in economics
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ECONIS (ZBW)
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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
Weighted variance swaps hedge against impermanent loss
Fukasawa, Masaaki
;
Maire, Basile
;
Wunsch, Marcus
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 901-911
Persistent link: https://www.econbiz.de/10014304393
Saved in:
4
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:
5
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:
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:
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