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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial engineering"
~subject:"Hedging"
~subject:"Option trading"
~subject:"Risiko"
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International journal of financial engineering
Journal of financial engineering
The journal of futures markets
124
International journal of theoretical and applied finance
53
Energy economics
50
Journal of banking & finance
42
Applied mathematical finance
30
Finance research letters
30
International review of financial analysis
29
Quantitative finance
29
Review of derivatives research
28
International review of economics & finance : IREF
26
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25
The North American journal of economics and finance : a journal of financial economics studies
23
The European journal of finance
21
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Risks : open access journal
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NBER working paper series
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Finanzmarkt und Portfolio-Management
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Journal of mathematical finance
14
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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The journal of derivatives : JOD
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The journal of finance : the journal of the American Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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Review of quantitative finance and accounting
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Annals of finance
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Applied financial economics
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Economic modelling
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Computational economics
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Journal of financial markets
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of fixed income
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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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
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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
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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
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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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