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~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"The journal of asset management"
~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
The journal of asset management
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
37
Quantitative finance
28
Review of derivatives research
23
Applied mathematical finance
22
International journal of financial engineering
21
The journal of derivatives : JOD
20
European journal of operational research : EJOR
19
Journal of mathematical finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
17
International review of economics & finance : IREF
16
Journal of banking & finance
16
The journal of computational finance
16
The journal of futures markets
14
Computational economics
12
Energy economics
12
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10
Finance and stochastics
10
Journal of econometrics
10
Journal of economic dynamics & control
10
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9
International review of financial analysis
9
The European journal of finance
9
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
6
Theoretical economics letters
6
Asia-Pacific financial markets
5
Global finance journal
5
International journal of bonds and derivatives
5
Journal of financial markets
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Economic modelling
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ECONIS (ZBW)
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1
Closed-form interpolation-based formulas for European call options written on defaultable assets
Orosi, Greg
- In:
The journal of asset management
16
(
2015
)
4
,
pp. 236-242
Persistent link: https://www.econbiz.de/10011413347
Saved in:
2
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:
3
Option spread trades : returns on directional and volatility trades
McKeon, Ryan
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 422-433
Persistent link: https://www.econbiz.de/10011666251
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
Pricing options of security portfolio in cyclical economic environment
Mao, Hong
;
Wen, Zhongkai
- In:
The journal of asset management
20
(
2019
)
5
,
pp. 384-394
Persistent link: https://www.econbiz.de/10012117594
Saved in:
6
A risk control tool for foreign financial activities : a new derivatives pricing model
Jiang, I-Ming
;
Lo, Chia Chun
;
Karathanasopoulos, Andreas
; …
- In:
The journal of asset management
18
(
2017
)
4
,
pp. 269-294
Persistent link: https://www.econbiz.de/10011741589
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
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:
10
Valuing vulnerable options with two underlying assets
Wang, Xingchun
- In:
Applied economics letters
27
(
2020
)
21
,
pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
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