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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial engineering"
~subject:"Option trading"
~subject:"Risiko"
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Option trading
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International journal of financial engineering
Journal of financial engineering
The journal of futures markets
45
International journal of theoretical and applied finance
44
Review of derivatives research
29
Applied mathematical finance
27
International review of economics & finance : IREF
26
Journal of banking & finance
24
Finance research letters
23
Quantitative finance
23
Journal of financial economics
20
Energy economics
19
International review of financial analysis
18
European journal of operational research : EJOR
17
The North American journal of economics and finance : a journal of financial economics studies
17
The journal of derivatives : JOD
15
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13
Journal of mathematical finance
13
Finanzmarkt und Portfolio-Management
12
Journal of financial markets
12
Risks : open access journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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The journal of computational finance
11
Finance and stochastics
9
Insurance / Mathematics & economics
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8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Annals of finance
7
Applied economics
7
Global finance journal
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Journal of derivatives & hedge funds
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Journal of econometrics
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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
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
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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
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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
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8
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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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
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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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