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~isPartOf:"Quantitative finance"
~subject:"Option trading"
~subject:"Volatility"
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Option trading
Volatility
Swap
8
Credit risk
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Derivat
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Derivative
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Kreditrisiko
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Theorie
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Theory
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Option pricing theory
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Hagan, Patrick S.
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Quantitative finance
International journal of theoretical and applied finance
22
Applied mathematical finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Research paper series / Swiss Finance Institute
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The journal of computational finance
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Computational economics
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European journal of operational research : EJOR
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International review of financial analysis
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Journal of banking & finance
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Journal of econometrics
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The journal of futures markets
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Applied economics
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Energy economics
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Journal of economic dynamics & control
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Review of derivatives research
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Swiss Finance Institute Research Paper
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BIZ-Quartalsbericht
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Borsa Istanbul Review
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Danmarks Nationalbank working papers
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Finance research letters
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Global finance journal
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International journal of bonds and derivatives
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International journal of financial engineering
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International review of economics & finance : IREF
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Journal of corporate treasury management : the official publication of the Finance and Treasury Association
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial economics
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ECONIS (ZBW)
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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:
2
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:
3
Variance swaps valuation under non-affine GARCH models and their diffusion limits
Badescu, Alexandru
;
Chen, Yuyu
;
Couch, Matthew
;
Cui, Zhenyu
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 227-246
Persistent link: https://www.econbiz.de/10012194650
Saved in:
4
On the American swaption in the linear-rational framework
Filipović, Damir
;
Kitapbayev, Yerkin
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1865-1876
Persistent link: https://www.econbiz.de/10012262857
Saved in:
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