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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of financial engineering"
~subject:"Option trading"
~subject:"Risiko"
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Option trading
Risiko
Derivat
116
Derivative
116
Option pricing theory
37
Optionspreistheorie
37
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Bakshi, Gurdip S.
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1
Arnold, Marc
1
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International journal of financial engineering
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
Journal of economic dynamics & control
10
The European journal of finance
10
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9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
Journal of financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
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7
NBER Working Paper
7
Applied economics
6
Applied economics letters
6
Computational economics
6
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6
Finance and stochastics
6
Journal of derivatives & hedge funds
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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Bank- und finanzwirtschaftliche Forschungen
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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
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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
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:
5
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:
6
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:
7
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:
8
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:
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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