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Hedging
118
Option pricing theory
117
Optionspreistheorie
117
Volatility
70
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70
Portfolio selection
57
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57
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50
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258
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Wang, Xingchun
7
Lee, Hangsuck
5
Bouri, Elie
3
Chen, Jun-Home
3
Gupta, Rangan
3
Ha, Hongjun
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Kim, Hwa-sung
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Kong, Byungdoo
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Finance research letters
The journal of futures markets
566
International journal of theoretical and applied finance
522
Insurance / Mathematics & economics
344
Journal of banking & finance
326
IMF Staff Country Reports
283
Mathematical finance : an international journal of mathematics, statistics and financial theory
283
Applied mathematical finance
268
Finance and stochastics
268
The journal of computational finance
262
NBER working paper series
255
The journal of risk and insurance : the journal of the American Risk and Insurance Association
248
Quantitative finance
239
The journal of derivatives : the official publication of the International Association of Financial Engineers
231
European journal of operational research : EJOR
221
Working paper / National Bureau of Economic Research, Inc.
219
Risks : open access journal
216
Energy economics
207
IMF Working Papers
187
Journal of economic dynamics & control
186
Review of derivatives research
185
Computational economics
183
NBER Working Paper
166
Journal of financial economics
155
International review of financial analysis
146
The European journal of finance
135
The North American journal of economics and finance : a journal of financial economics studies
133
International journal of financial engineering
132
International review of economics & finance : IREF
128
Research paper series / Swiss Finance Institute
128
Journal of mathematical finance
126
Journal of risk and financial management : JRFM
124
Economic modelling
117
Applied economics
116
The journal of finance : the journal of the American Finance Association
114
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
112
Working paper
108
The review of financial studies
107
Journal of financial and quantitative analysis : JFQA
98
Asia-Pacific financial markets
95
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ECONIS (ZBW)
258
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1
Bequest motive and incentive to retire : consumption, investment, retirement, and life insurance strategies
Lim, Byung Hwa
;
Kwak, Minsuk
- In:
Finance research letters
16
(
2016
),
pp. 19-27
Persistent link: https://www.econbiz.de/10011655064
Saved in:
2
Optimal lifetime income annuity without bequest : single and annual premiums
Mills, Ebenezer Atta
;
Anyomi, Siegfried Kafui
- In:
Finance research letters
53
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472368
Saved in:
3
The GMWB guarantee embedded in life insurance contracts : fair value pricing problem
Mrad, Fatma
;
Hamdi, Haykel
;
Naoui, Kamel
;
Abid, Ilyes
- In:
Finance research letters
51
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014304840
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
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:
6
Comments on "
Hedging
errors with Leland's option model in the presence of transaction costs"
Leland, Hayne Ellis
- In:
Finance research letters
4
(
2007
)
3
,
pp. 200-202
Persistent link: https://www.econbiz.de/10003702460
Saved in:
7
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:
8
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:
9
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:
10
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
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