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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial engineering"
~subject:"Option trading"
~subject:"Risiko"
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Option trading
Risiko
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65
Option pricing theory
44
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International journal of financial engineering
Journal of econometrics
Journal of financial engineering
The journal of futures markets
40
International journal of theoretical and applied finance
26
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
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11
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10
The European journal of finance
10
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Management science : journal of the Institute for Operations Research and the Management Sciences
9
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Journal of financial markets
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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6
Applied economics letters
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Global finance journal
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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
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2
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:
3
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
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4
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
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5
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
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6
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
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7
Pricings and hedgings of the perpetual Russian options
Li, Weiping
;
Chen, Su
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010508090
Saved in:
8
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
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9
Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks
Brigo, Damiano
;
Pallavicini, Andrea
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-60
Persistent link: https://www.econbiz.de/10010508128
Saved in:
10
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
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