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Hedging
116
Option pricing theory
115
Optionspreistheorie
115
Volatility
70
Volatilität
70
Portfolio selection
55
Portfolio-Management
55
Option trading
49
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241
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Wang, Xingchun
7
Lee, Hangsuck
5
Bouri, Elie
3
Chen, Jun-Home
3
Goodell, John W.
3
Gupta, Rangan
3
Ha, Hongjun
3
Kim, Hwa-sung
3
Kong, Byungdoo
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Ku, Hyejin
3
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3
Lian, Yu-Min
3
Madan, Dilip B.
3
Nakagawa, Kei
3
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3
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3
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2
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2
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Finance research letters
The journal of futures markets
584
International journal of theoretical and applied finance
539
Journal of banking & finance
342
Finance and stochastics
304
Mathematical finance : an international journal of mathematics, statistics and financial theory
302
Applied mathematical finance
274
The journal of computational finance
263
Quantitative finance
229
The journal of derivatives : the official publication of the International Association of Financial Engineers
229
NBER working paper series
204
Insurance / Mathematics & economics
198
European journal of operational research : EJOR
187
Journal of economic dynamics & control
187
Review of derivatives research
184
Working paper / National Bureau of Economic Research, Inc.
183
Energy economics
182
Journal of financial economics
180
IMF Working Papers
164
The journal of finance : the journal of the American Finance Association
152
International review of financial analysis
148
The review of financial studies
148
International review of economics & finance : IREF
147
NBER Working Paper
144
Research paper series / Swiss Finance Institute
138
The North American journal of economics and finance : a journal of financial economics studies
132
The European journal of finance
130
Risks : open access journal
129
Computational economics
125
Applied economics
124
International journal of financial engineering
124
Europäische Hochschulschriften / 5
120
Journal of mathematical finance
120
Journal of financial and quantitative analysis : JFQA
118
Economic modelling
116
Discussion paper / Centre for Economic Policy Research
111
Discussion paper / Tinbergen Institute
106
Management science : journal of the Institute for Operations Research and the Management Sciences
105
Working paper
99
Asia-Pacific financial markets
96
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ECONIS (ZBW)
241
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1
Hedging
errors with Leland's option model in the presence of transaction costs
Zhao, Yonggan
;
Ziemba, William T.
- In:
Finance research letters
4
(
2007
)
1
,
pp. 49-58
Persistent link: https://www.econbiz.de/10003442070
Saved in:
2
Comments on and corrigendum to "
Hedging
errors with Leland's option model in the presence of transaction costs"
Zhao, Yonggan
;
Ziemba, William T.
- In:
Finance research letters
4
(
2007
)
3
,
pp. 196-199
Persistent link: https://www.econbiz.de/10003702449
Saved in:
3
Analyzing commodity futures and stock market indices :
hedging
strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Saved in:
4
Attainability of European path-independent claims in incomplete markets
Branger, Nicole
;
Esser, Angelika
;
Schlag, Christian
- In:
Finance research letters
1
(
2004
)
3
,
pp. 190-195
Persistent link: https://www.econbiz.de/10003307291
Saved in:
5
Simulated testing of nonparametric measure changes for
hedging
European options
Smith, Godfrey
- In:
Finance research letters
10
(
2013
)
2
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009774425
Saved in:
6
Quadratic
hedging
strategies for volatility swaps
Wang, Xingchun
;
Fu, Jianping
;
Wang, Guanying
;
Wang, Yongjin
- In:
Finance research letters
15
(
2015
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
Saved in:
7
Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
8
The pricing and static
hedging
of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
9
A practical framework for estimating transaction costs and developing optimal trading strategies to achieve best execution
Kissell, Robert
;
Glantz, Morton
;
Malamut, Roberto
- In:
Finance research letters
1
(
2004
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10003307249
Saved in:
10
Rational expectations equilibrium with transaction costs in financial markets
Chong, Zhiwei
- In:
Finance research letters
9
(
2012
)
2
,
pp. 73-80
Persistent link: https://www.econbiz.de/10009615898
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