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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial engineering"
~subject:"Option trading"
~subject:"Risiko"
~subject:"Unvollkommener Markt"
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Option trading
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Derivat
41
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Option pricing theory
29
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29
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Matsumoto, Koichi
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Dileep N.
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International journal of financial engineering
Journal of financial engineering
The journal of futures markets
40
International journal of theoretical and applied finance
34
Applied mathematical finance
27
Review of derivatives research
23
International review of economics & finance : IREF
21
Journal of banking & finance
21
Quantitative finance
21
Finance research letters
20
Energy economics
18
European journal of operational research : EJOR
15
Journal of financial economics
15
The North American journal of economics and finance : a journal of financial economics studies
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
The journal of derivatives : JOD
13
Annals of finance
11
Finanzmarkt und Portfolio-Management
11
International review of financial analysis
11
Journal of economic dynamics & control
11
Risks : open access journal
11
The European journal of finance
11
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10
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
10
Finance and stochastics
9
Journal of financial markets
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
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6
Applied economics letters
6
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6
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6
Global finance journal
6
Insurance / Mathematics & economics
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Journal of derivatives & hedge funds
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Journal of econometrics
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Mathematics and financial economics
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Research paper series / Swiss Finance Institute
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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
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
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
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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