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~isPartOf:"Quantitative finance"
~subject:"Option trading"
~subject:"Rohstoffderivat"
~subject:"Unvollkommener Markt"
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Option trading
Rohstoffderivat
Unvollkommener Markt
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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Alexander, Carol
1
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Quantitative finance
The journal of futures markets
51
Energy economics
35
International journal of theoretical and applied finance
35
Journal of banking & finance
25
International review of economics & finance : IREF
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
International review of financial analysis
16
Finance and stochastics
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Finance research letters
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Applied economics
11
Review of derivatives research
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
The review of financial studies
11
Economic modelling
10
Working paper / National Bureau of Economic Research, Inc.
10
Applied mathematical finance
9
Journal of economic dynamics & control
9
European journal of operational research : EJOR
8
Journal of financial economics
8
Journal of financial markets
8
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6
Discussion paper / Centre for Economic Policy Research
6
International Journal of Energy Economics and Policy : IJEEP
6
Journal of commodity markets
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
The journal of computational finance
6
The journal of finance : the journal of the American Finance Association
6
Applied economics letters
5
Computational economics
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
European review of agricultural economics : ERAE
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ECONIS (ZBW)
16
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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:
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