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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of econometrics"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
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Markov-Kette
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38
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International journal of financial engineering
Journal of econometrics
The journal of futures markets
40
International journal of theoretical and applied finance
38
Review of derivatives research
25
International review of economics & finance : IREF
24
Applied mathematical finance
20
Quantitative finance
20
Journal of banking & finance
19
Energy economics
18
European journal of operational research : EJOR
18
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The North American journal of economics and finance : a journal of financial economics studies
15
Journal of financial economics
13
The journal of derivatives : JOD
13
International review of financial analysis
12
The European journal of finance
12
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11
Finanzmarkt und Portfolio-Management
11
Journal of economic dynamics & control
11
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11
Risks : open access journal
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
NBER working paper series
9
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9
Annals of finance
8
Insurance / Mathematics & economics
8
Journal of financial markets
8
Mathematics and financial economics
8
Computational economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
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7
Review of quantitative finance and accounting
7
The journal of computational finance
7
Applied economics
6
Applied economics letters
6
Journal of derivatives & hedge funds
6
Swiss journal of economics and statistics
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The journal of asset management
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
25
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1
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
2
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
3
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
4
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
5
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
Saved in:
6
Trading VIX futures under mean reversion with regime switching
Li, Jiao
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011588132
Saved in:
7
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:
8
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:
9
Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
10
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
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