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~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Derivative"
~type_genre:"Aufsatz in Zeitschrift"
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Derivative
Börsenkurs
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Wang, Xingchun
4
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Applied economics letters
Journal of economic dynamics & control
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
37
Quantitative finance
29
Review of derivatives research
23
Applied mathematical finance
22
International journal of financial engineering
22
The journal of derivatives : JOD
20
European journal of operational research : EJOR
19
Finance research letters
19
Journal of mathematical finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
International review of economics & finance : IREF
17
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16
The journal of computational finance
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15
Computational economics
12
Energy economics
12
Applied economics
10
Finance and stochastics
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International review of financial analysis
10
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10
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The European journal of finance
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Economics letters
7
Journal of empirical finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Pacific-Basin finance journal
7
Research in international business and finance
7
Annals of finance
6
Mathematics and financial economics
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Theoretical economics letters
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Asia-Pacific financial markets
5
Economic modelling
5
Global finance journal
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International journal of bonds and derivatives
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Journal of financial markets
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The journal of asset management
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
23
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1
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
2
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
3
Irreversible investment, ambiguity and equity default swaps
Tang, Xiaolin
;
Yang, Zhaojun
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1301-1305
Persistent link: https://www.econbiz.de/10012135390
Saved in:
4
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
5
Pure jump models for pricing and hedging VIX derivatives
Li, Jing
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 28-55
Persistent link: https://www.econbiz.de/10011740472
Saved in:
6
Intraday hedging with financial options : the case of electricity
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1448-1454
Persistent link: https://www.econbiz.de/10011853065
Saved in:
7
Option moneyness and price disagreements
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 192-196
Persistent link: https://www.econbiz.de/10011853836
Saved in:
8
Equal risk pricing under convex trading constraints
Guo, Ivan
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 136-151
Persistent link: https://www.econbiz.de/10011817212
Saved in:
9
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
10
Evaluation of counterparty risk for derivatives with early-exercise features
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011973914
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