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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial engineering"
~subject:"Börse"
~subject:"Option trading"
~subject:"Risiko"
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Börse
Option trading
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International journal of financial engineering
Journal of financial engineering
The journal of futures markets
43
International journal of theoretical and applied finance
26
International review of economics & finance : IREF
22
Review of derivatives research
22
Applied mathematical finance
21
Quantitative finance
21
Finance research letters
19
Journal of banking & finance
19
Energy economics
16
Journal of financial economics
15
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
12
International review of financial analysis
11
Risks : open access journal
11
The European journal of finance
11
Journal of economic dynamics & control
10
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
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9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Bank- und finanzwirtschaftliche Forschungen
8
Journal of financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
NBER Working Paper
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Annals of finance
7
Journal of derivatives & hedge funds
7
Journal of risk and financial management : JRFM
7
The journal of business : B
7
The journal of finance : the journal of the American Finance Association
7
Applied economics
6
Applied economics letters
6
Computational economics
6
Economic modelling
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Finance and stochastics
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Journal of econometrics
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Swiss journal of economics and statistics
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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
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
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5
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:
6
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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7
A note on discounting and funding value adjustments for derivatives
Han, Meng
;
He, Yeqi
;
Zhang, Hu
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010508101
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8
Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks
Brigo, Damiano
;
Pallavicini, Andrea
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-60
Persistent link: https://www.econbiz.de/10010508128
Saved in:
9
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:
10
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
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