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~isPartOf:"Computational economics"
~subject:"Option trading"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Option trading
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Aufsatz in Zeitschrift
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Bekiros, Stelios
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Computational economics
International journal of theoretical and applied finance
40
The journal of futures markets
39
Journal of banking & finance
30
Finanzmarkt und Portfolio-Management
25
Quantitative finance
24
European journal of operational research : EJOR
22
Applied mathematical finance
21
Review of derivatives research
21
Finance research letters
19
International journal of financial engineering
18
The North American journal of economics and finance : a journal of financial economics studies
18
International review of financial analysis
17
The European journal of finance
17
The journal of derivatives : JOD
17
International review of economics & finance : IREF
16
Journal of economic dynamics & control
15
Journal of financial economics
15
Energy economics
13
Finance and stochastics
13
Journal of mathematical finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Risks : open access journal
11
The journal of asset management
11
Economic modelling
10
Journal of risk and financial management : JRFM
10
The journal of computational finance
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Advances in futures and options research : a research annual
9
Swiss journal of economics and statistics
9
The journal of finance : the journal of the American Finance Association
9
The journal of fixed income
9
Annals of finance
8
Asia-Pacific financial markets
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Journal of financial and quantitative analysis : JFQA
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Journal of financial markets
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ECONIS (ZBW)
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1
Hedging international foreign exchange risks via option based portfolio insurance
Yin, Libo
;
Han, Liyan
- In:
Computational economics
45
(
2015
)
1
,
pp. 151-181
Persistent link: https://www.econbiz.de/10010511321
Saved in:
2
Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model
Ritter, Matthias
;
Mußhoff, Oliver
;
Odening, Martin
- In:
Computational economics
44
(
2014
)
1
,
pp. 67-86
Persistent link: https://www.econbiz.de/10010396231
Saved in:
3
Utility-based pricing, timing and hedging of an American call option under an incomplete market with partial information
Song, Dandan
;
Yang, Zhaojun
- In:
Computational economics
44
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010396234
Saved in:
4
Kelly-based options trading strategies on settlement date via supervised learning algorithms
Wu, Mu-En
;
Syu, Jia-Hao
;
Chen, Chien-Ming
- In:
Computational economics
59
(
2022
)
4
,
pp. 1627-1644
Persistent link: https://www.econbiz.de/10013262110
Saved in:
5
About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
Saved in:
6
Bitcoin as hedge or safe haven : evidence from stock, currency, bond and derivatives markets
Kang, Sang Hoon
;
Yoon, Seong-min
;
Bekiros, Stelios
; …
- In:
Computational economics
56
(
2020
)
2
,
pp. 529-545
Persistent link: https://www.econbiz.de/10012272046
Saved in:
7
Exploring option pricing and hedging via volatility asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
8
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
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