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~isPartOf:"The journal of derivatives : JOD"
~subject:"Option trading"
~subject:"Optionsgeschäft"
~subject:"Portfolio-Management"
~subject:"Rohstoffderivat"
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Option trading
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20
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13
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The journal of derivatives : JOD
Energy economics
53
The journal of futures markets
51
International journal of theoretical and applied finance
43
Journal of banking & finance
37
International review of financial analysis
29
European journal of operational research : EJOR
26
Finance research letters
25
International review of economics & finance : IREF
25
Quantitative finance
25
Applied mathematical finance
24
Review of derivatives research
24
Economic modelling
20
The European journal of finance
20
International journal of financial engineering
18
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of financial economics
17
SpringerLink / Bücher
16
Journal of economic dynamics & control
15
Applied economics
14
Risks : open access journal
14
Finance and stochastics
13
Journal of risk and financial management : JRFM
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Applied economics letters
12
Journal of mathematical finance
12
Research in international business and finance
12
Bank- und finanzwirtschaftliche Forschungen
11
Annals of finance
10
Journal of commodity markets
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
The journal of asset management
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The journal of finance : the journal of the American Finance Association
10
Working paper
10
Advances in futures and options research : a research annual
9
Asia-Pacific financial markets
9
Computational economics
9
Journal of derivatives & hedge funds
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ECONIS (ZBW)
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Equity portfolio trading with volatility and dividend derivatives
Tunaru, Radu
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013174821
Saved in:
2
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
3
Practical application of derivatives in asset management
Scott, Cathy
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 6-7
Persistent link: https://www.econbiz.de/10014231041
Saved in:
4
Application of credit derivatives in portfolio management
Kackar, Sameer
;
Rogal, Kelly
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 81-96
Persistent link: https://www.econbiz.de/10014231050
Saved in:
5
The time dimension of volatility : implications for option strategy design
Hill, Joanne M.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 97-109
Persistent link: https://www.econbiz.de/10014231053
Saved in:
6
Simplified option price derivations
Shimko, David C.
- In:
The journal of derivatives : JOD
29
(
2022
)
5
,
pp. 9-19
Persistent link: https://www.econbiz.de/10014231070
Saved in:
7
Bias correction for bond option greeks via jackknife
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012612919
Saved in:
8
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
9
Pricing and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
10
An arbitrage-free real-world model for fractional option prices
Fink, Holger Maria
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 95-121
Persistent link: https://www.econbiz.de/10012612945
Saved in:
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