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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial engineering"
~subject:"Option trading"
~subject:"Risiko"
~subject:"Unvollkommener Markt"
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Option trading
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80
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50
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50
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Joshi, Mark S.
2
Matsumoto, Koichi
2
Muroi, Yoshifumi
2
Suda, Shintaro
2
Tang, Robert
2
Arai, Takuji
1
Backhaus, Jochen
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International journal of financial engineering
Journal of economic dynamics & control
Journal of financial engineering
The journal of futures markets
40
International journal of theoretical and applied finance
34
Applied mathematical finance
27
Review of derivatives research
23
International review of economics & finance : IREF
21
Journal of banking & finance
21
Quantitative finance
21
Finance research letters
20
Energy economics
18
European journal of operational research : EJOR
15
Journal of financial economics
15
The North American journal of economics and finance : a journal of financial economics studies
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
The journal of derivatives : JOD
13
Annals of finance
11
Finanzmarkt und Portfolio-Management
11
International review of financial analysis
11
Risks : open access journal
11
The European journal of finance
11
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10
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
10
Finance and stochastics
9
Journal of financial markets
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
NBER Working Paper
7
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6
Applied economics letters
6
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6
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6
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6
Global finance journal
6
Insurance / Mathematics & economics
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Journal of derivatives & hedge funds
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Journal of econometrics
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Mathematics and financial economics
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
35
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1
Dynamic hedging of synthetic CDO tranches with spread risk and default contagion
Frey, Rüdiger
;
Backhaus, Jochen
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 710-724
Persistent link: https://www.econbiz.de/10003966525
Saved in:
2
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:
3
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:
4
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:
5
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:
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
Saved in:
7
Price impacts of imperfect collateralization
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
Saved in:
8
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
Saved in:
9
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:
10
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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