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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of financial engineering"
~subject:"Option trading"
~subject:"Risiko"
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Option trading
Risiko
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155
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Option pricing theory
58
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58
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Bakshi, Gurdip S.
2
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Joshi, Mark S.
2
Matsumoto, Koichi
2
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2
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International journal of financial engineering
Journal of economic dynamics & control
Journal of financial economics
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
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
The European journal of finance
10
Journal of mathematical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
9
Journal of financial markets
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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7
NBER Working Paper
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6
Applied economics letters
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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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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
Saved in:
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
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
5
The option to stock volume ratio and future returns
Johnson, Travis L.
;
So, Eric
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 262-286
Persistent link: https://www.econbiz.de/10009666658
Saved in:
6
Pinning in the S&P 500 futures
Golez, Benjamin
;
Jackwerth, Jens Carsten
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 566-585
Persistent link: https://www.econbiz.de/10009710162
Saved in:
7
Growth options, macroeconomic conditions, and the cross section of credit risk
Arnold, Marc
;
Wagner, Alexander F.
;
Westermann, Ramona
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 350-385
Persistent link: https://www.econbiz.de/10009719728
Saved in:
8
The economics of options-implied inflation probability density functions
Kitsul, Yuriy
;
Wright, Jonathan H.
- In:
Journal of financial economics
110
(
2013
)
3
,
pp. 696-711
Persistent link: https://www.econbiz.de/10010255707
Saved in:
9
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:
10
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
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