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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial engineering"
~subject:"Kreditsicherung"
~subject:"Option trading"
~subject:"Risiko"
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Kreditsicherung
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Derivative
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29
Optionspreistheorie
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International journal of financial engineering
Journal of financial engineering
The journal of futures markets
41
International journal of theoretical and applied finance
33
Review of derivatives research
25
Quantitative finance
24
International review of economics & finance : IREF
22
Journal of banking & finance
22
Applied mathematical finance
21
Finance research letters
20
Journal of financial economics
17
Energy economics
16
European journal of operational research : EJOR
15
The North American journal of economics and finance : a journal of financial economics studies
15
The journal of derivatives : JOD
13
Finanzmarkt und Portfolio-Management
11
International review of financial analysis
11
Journal of economic dynamics & control
11
Risks : open access journal
11
Journal of securities operations & custody
10
The European journal of finance
10
Journal of mathematical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
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
Journal of financial markets
8
The journal of credit risk : published quarterly by Incisive Media
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Annals of finance
7
Economic modelling
7
Finance and stochastics
7
NBER Working Paper
7
The journal of finance : the journal of the American Finance Association
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Applied economics
6
Applied economics letters
6
Computational economics
6
Financial stability review : FSR
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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
Saved in:
5
Price impacts of imperfect collateralization
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
Saved in:
6
The changing landscape for derivatives
Hull, John
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-8
Persistent link: https://www.econbiz.de/10010508029
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7
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:
8
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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9
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:
10
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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