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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial engineering"
~subject:"Option trading"
~subject:"Risiko"
~subject:"Volatilität"
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Option trading
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Derivat
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International journal of financial engineering
Journal of financial engineering
The journal of futures markets
84
International journal of theoretical and applied finance
54
Energy economics
47
Journal of banking & finance
40
Finance research letters
37
Applied mathematical finance
35
International review of economics & finance : IREF
35
Quantitative finance
34
Review of derivatives research
31
International review of financial analysis
29
The North American journal of economics and finance : a journal of financial economics studies
23
The European journal of finance
22
European journal of operational research : EJOR
20
Journal of economic dynamics & control
19
Risks : open access journal
19
Journal of financial economics
18
Applied financial economics
17
Applied economics
16
Finanzmarkt und Portfolio-Management
16
The journal of derivatives : JOD
16
Applied economics letters
15
Journal of econometrics
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Research in international business and finance
15
Journal of mathematical finance
14
Working paper / National Bureau of Economic Research, Inc.
13
Journal of financial markets
12
Journal of risk and financial management : JRFM
12
NBER working paper series
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Economic modelling
11
Journal of empirical finance
11
Journal of international financial markets, institutions & money
11
Finance and stochastics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Review of quantitative finance and accounting
10
The journal of computational finance
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Global finance journal
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ECONIS (ZBW)
29
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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
Saved in:
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
Equity-credit modeling under affine jump-diffusion models with jump-to-default
Chung, Tsz Kin
;
Kwok, Yue-Kuen
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010508080
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
Saved in:
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
Saved in:
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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