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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial economics"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
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Markov-Kette
Option trading
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Derivat
106
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Option pricing theory
32
Optionspreistheorie
32
Börsentermingeschäft
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International journal of financial engineering
Journal of financial economics
The journal of futures markets
42
International journal of theoretical and applied finance
38
Review of derivatives research
25
International review of economics & finance : IREF
24
Quantitative finance
23
Applied mathematical finance
21
Finance research letters
19
Journal of banking & finance
19
European journal of operational research : EJOR
18
Energy economics
17
The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
14
The journal of derivatives : JOD
13
The European journal of finance
12
Finance and stochastics
11
Finanzmarkt und Portfolio-Management
11
Journal of economic dynamics & control
11
Journal of mathematical finance
11
Risks : open access journal
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9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
Annals of finance
8
Insurance / Mathematics & economics
8
Journal of financial markets
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8
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7
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7
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7
The journal of computational finance
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ECONIS (ZBW)
34
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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
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:
3
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:
4
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:
5
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:
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
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
Saved in:
8
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
9
Hedging options
Chen, Nai-fu
;
Johnson, Herb
- In:
Journal of financial economics
14
(
1985
)
2
,
pp. 317-321
Persistent link: https://www.econbiz.de/10001999356
Saved in:
10
The adaptive mesh model : a new approach to efficient option pricing
Figlewski, Stephen
;
Gao, Bin
- In:
Journal of financial economics
53
(
1999
)
3
,
pp. 313-351
Persistent link: https://www.econbiz.de/10001394622
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