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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of derivatives & hedge funds"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
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Markov-Kette
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Alghalith, Moawia
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Arai, Takuji
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International journal of financial engineering
Journal of derivatives & hedge funds
The journal of futures markets
42
International journal of theoretical and applied finance
38
International review of economics & finance : IREF
25
Review of derivatives research
25
Quantitative finance
23
Applied mathematical finance
21
Finance research letters
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19
European journal of operational research : EJOR
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The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
14
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13
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12
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11
Finanzmarkt und Portfolio-Management
11
Journal of economic dynamics & control
11
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9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
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9
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The journal of computational finance
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ECONIS (ZBW)
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1
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:
2
Crooked volatility smiles : evidence from leveraged and inverse ETF options
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
;
Yan, Mike
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 278-294
Persistent link: https://www.econbiz.de/10010259400
Saved in:
3
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:
4
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:
5
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
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6
Risk aversion, bank funding risk and futures hedging
Raju, Sudhakar
- In:
Journal of derivatives & hedge funds
20
(
2014
)
4
,
pp. 241-255
Persistent link: https://www.econbiz.de/10010462898
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7
Improved lower bounds of call options written on defaultable assets
Orosi, Greg
- In:
Journal of derivatives & hedge funds
20
(
2014
)
3
,
pp. 127-130
Persistent link: https://www.econbiz.de/10010462983
Saved in:
8
Option pricing : very simple formulas
Alghalith, Moawia
- In:
Journal of derivatives & hedge funds
20
(
2014
)
2
,
pp. 71-73
Persistent link: https://www.econbiz.de/10010463001
Saved in:
9
Evaluation of the effectiveness of methods of the imperfect hedging of financial options on the Russian forward market
Nazarova, Varvara
- In:
Journal of derivatives & hedge funds
20
(
2014
)
1
,
pp. 28-51
Persistent link: https://www.econbiz.de/10010463008
Saved in:
10
Trading in option contracts before large price changes : a comparative study of US and UK markets
Galariotis, Emilios
;
Rong, Wu
;
Spyrou, Spyros I.
- In:
Journal of derivatives & hedge funds
20
(
2014
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10010463014
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