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~isPartOf:"International journal of financial engineering"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial engineering"
~subject:"Option trading"
~subject:"Risiko"
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Option trading
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Option pricing theory
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Brigo, Damiano
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International journal of financial engineering
International journal of theoretical and applied finance
Journal of financial engineering
The journal of futures markets
40
Review of derivatives research
22
Applied mathematical finance
21
International review of economics & finance : IREF
21
Quantitative finance
21
Finance research letters
19
Journal of banking & finance
18
Energy economics
16
Journal of financial economics
15
The North American journal of economics and finance : a journal of financial economics studies
15
European journal of operational research : EJOR
14
The journal of derivatives : JOD
13
Finanzmarkt und Portfolio-Management
11
International review of financial analysis
11
Risks : open access journal
11
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10
The European journal of finance
10
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9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
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9
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9
Journal of financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Annals of finance
7
NBER Working Paper
7
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6
Applied economics letters
6
Computational economics
6
Economic modelling
6
Finance and stochastics
6
Journal of derivatives & hedge funds
6
Journal of econometrics
6
The journal of asset management
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Bank- und finanzwirtschaftliche Forschungen
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Global finance journal
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ECONIS (ZBW)
48
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1
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
Saved in:
2
Hedging swing options
Rodrı́guez, Jesús F.
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 295-312
Persistent link: https://www.econbiz.de/10008992161
Saved in:
3
Perturbation stable conditional analytic Monte-Carlo pricing scheme for auto-callable products
Fries, Christian P.
;
Joshi, Mark S.
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 197-219
Persistent link: https://www.econbiz.de/10008992179
Saved in:
4
Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
5
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
6
Optimal derivative liquidation timing under path-dependent risk penalties
Leung, Tim
;
Shirai, Yoshihiro
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010528389
Saved in:
7
Pricing interest rate derivatives with model risk
Hosokawa, Satoshi
;
Matsumoto, Koichi
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010528390
Saved in:
8
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
9
Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
Saved in:
10
Expansion formulas for bivariate payoffs with application to best-of options on equity and inflation
Gobet, Emmanuel
;
Hok, Julien
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010363919
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