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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial engineering"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Option trading"
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Option trading
Derivat
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International journal of financial engineering
Journal of financial engineering
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
25
International journal of theoretical and applied finance
22
Review of derivatives research
17
Applied mathematical finance
16
Quantitative finance
15
Finance research letters
14
Journal of banking & finance
14
International review of economics & finance : IREF
13
Journal of financial economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Finanzmarkt und Portfolio-Management
8
International review of financial analysis
8
Journal of economic dynamics & control
8
Journal of financial markets
8
Journal of mathematical finance
8
The European journal of finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
Economic modelling
6
Applied economics letters
5
Computational economics
5
Energy economics
5
Global finance journal
5
Journal of econometrics
5
Review of quantitative finance and accounting
5
The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of finance : the journal of the American Finance Association
5
wi - Wirtschaft
5
Always learning
4
Annals of finance
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Applied financial economics
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Cogent economics & finance
4
Finance and stochastics
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Journal of derivatives & hedge funds
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
2
Are options on index futures profitable for risk averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
-
2010
Persistent link: https://www.econbiz.de/10008656711
Saved in:
3
The economics of options-implied inflation probability density functions
Kitsul, Yuriy
;
Wright, Jonathan H.
-
2012
Persistent link: https://www.econbiz.de/10009569513
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
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:
9
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:
10
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
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