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~accessRights:"restricted"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial engineering"
~subject:"Option trading"
~subject:"Risiko"
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Option trading
Risiko
Derivat
44
Derivative
44
Option pricing theory
32
Optionspreistheorie
32
Stochastic process
17
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17
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Muroi, Yoshifumi
2
Suda, Shintaro
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1
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Dileep N.
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International journal of financial engineering
Journal of economic dynamics & control
Journal of financial engineering
International review of economics & finance : IREF
17
Finance research letters
16
Review of derivatives research
15
Quantitative finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
Energy economics
13
The journal of derivatives : JOD
13
International journal of theoretical and applied finance
12
European journal of operational research : EJOR
9
Applied mathematical finance
8
International review of financial analysis
8
Journal of banking & finance
8
Journal of financial economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The journal of futures markets
8
Journal of mathematical finance
6
Applied economics letters
5
The European journal of finance
5
Annals of finance
4
Pacific-Basin finance journal
4
SpringerLink / Bücher
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The journal of asset management
4
The journal of computational finance
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Working paper / National Bureau of Economic Research, Inc.
4
Applied economics
3
Asia-Pacific financial markets
3
Computational economics
3
Discussion paper / Centre for Economic Policy Research
3
Economic modelling
3
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
3
Global finance journal
3
International Journal of Financial Markets and Derivatives : IJFMD
3
Journal of econometrics
3
Journal of financial markets
3
Journal of financial stability
3
Mathematics and financial economics
3
Mudra : journal of finance and accounting
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Research in international business and finance
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ECONIS (ZBW)
19
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1
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
2
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
Saved in:
3
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:
4
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
5
Weather derivatives for managing weather and climate risk in agriculture
Gyamerah, Samuel Asante
;
Ngare, Philip
;
Ikpe, Dennis
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012603781
Saved in:
6
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
Saved in:
7
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
Saved in:
8
Mean-variance hedging with model risk
Matsumoto, Koichi
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011807096
Saved in:
9
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:
10
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
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