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~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~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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Applied economics letters
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
37
Quantitative finance
31
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
Journal of banking & finance
16
The journal of computational finance
16
The journal of futures markets
15
Energy economics
13
Computational economics
12
Applied economics
10
Finance and stochastics
10
International review of financial analysis
10
Journal of econometrics
10
Journal of economic dynamics & control
10
Insurance / Mathematics & economics
9
The European journal of finance
9
Economics letters
7
Journal of empirical finance
7
Pacific-Basin finance journal
7
Research in international business and finance
7
Annals of finance
6
Global finance journal
6
Mathematics and financial economics
6
Theoretical economics letters
6
Asia-Pacific financial markets
5
Economic modelling
5
International journal of bonds and derivatives
5
Journal of financial markets
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
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)
20
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1
The pricing of jump propagation : evidence from spot and options markets
Du, Du
;
Luo, Dan
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2360-2387
Persistent link: https://www.econbiz.de/10012039789
Saved in:
2
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
3
Financial derivatives and default dependence : a time-varying copula approach
Zhang, Xuan
;
Liu, Ding
;
Zhao, Yang
;
Zhang, Zhekai
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 958-963
Persistent link: https://www.econbiz.de/10012589711
Saved in:
4
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
5
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
6
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
7
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:
8
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:
9
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:
10
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
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