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~isPartOf:"The journal of computational finance"
~source:"econis"
~subject:"Hedge fund"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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14
Option pricing theory
9
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6
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4
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Option trading
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Tankov, Peter
2
Warin, Xavier
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Caflisch, Russel
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Gierjatowicz, Patrick
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Hainaut, Donatien
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Klabjan, Diego
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The journal of computational finance
International journal of theoretical and applied finance
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of banking & finance
35
Finance and stochastics
30
Applied mathematical finance
29
The journal of futures markets
28
Quantitative finance
27
Insurance / Mathematics & economics
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Journal of economic dynamics & control
17
Journal of financial economics
17
Review of derivatives research
16
The European journal of finance
16
Research paper series / Swiss Finance Institute
15
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
14
Risks : open access journal
13
Finance research letters
12
European journal of operational research : EJOR
11
International review of economics & finance : IREF
11
International review of financial analysis
11
NBER working paper series
11
Energy economics
10
Hedge funds : structure, strategies, and performance
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Swiss Finance Institute Research Paper
10
Applied economics
9
Journal of financial and quantitative analysis : JFQA
9
Mathematical methods of operations research
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Risk and decision analysis
9
Computational economics
8
Discussion paper / B
8
Journal of derivatives & hedge funds
8
Journal of empirical finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
The review of financial studies
8
Working paper / Centre for Financial Research
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CoFE discussion papers
7
International journal of financial engineering
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ECONIS (ZBW)
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1
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
2
Neural networks for option pricing and hedging : a literature review
Ruf, Johannes
;
Wang, Weiguan
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012421955
Saved in:
3
Variance optimal hedging with application to electricity markets
Warin, Xavier
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10012162373
Saved in:
4
Hedging of options in the presence of jump clustering
Hainaut, Donatien
;
Moraux, Franck
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
Saved in:
5
Portfolio optimization for American options
Zeng, Yaxiong
;
Klabjan, Diego
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 37-64
Persistent link: https://www.econbiz.de/10011988191
Saved in:
6
Numerical methods for the quadratic hedging problem in Markov models with jumps
De Franco, Carmine
;
Tankov, Peter
;
Warin, Xavier
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011442638
Saved in:
7
Pricing and hedging American-style options: a simple simulation-based approach
Wang, Yang
;
Caflisch, Russel
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 95-125
Persistent link: https://www.econbiz.de/10003996081
Saved in:
8
Pricing and hedging gap risk
Tankov, Peter
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10003971913
Saved in:
9
Pricing and hedging more general double-barrier options
Kolkiewicz, Adam W.
- In:
The journal of computational finance
5
(
2002
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001695274
Saved in:
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