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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial engineering"
~subject:"Option trading"
~subject:"Risiko"
~subject:"Yield curve"
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Option trading
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International journal of financial engineering
Journal of financial engineering
International journal of theoretical and applied finance
50
The journal of futures markets
48
Applied mathematical finance
31
Journal of banking & finance
31
Review of derivatives research
31
Quantitative finance
27
International review of economics & finance : IREF
23
Journal of financial economics
20
Finance research letters
19
Energy economics
18
European journal of operational research : EJOR
17
International review of financial analysis
16
NBER working paper series
15
The European journal of finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
Finanzmarkt und Portfolio-Management
14
Risks : open access journal
14
The journal of derivatives : JOD
14
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14
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Mathematical finance : an international journal of mathematics, statistics and financial theory
13
NBER Working Paper
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Swiss journal of economics and statistics
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The journal of computational finance
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13
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Journal of economic dynamics & control
10
Journal of financial and quantitative analysis : JFQA
10
Journal of financial markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
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9
Finance and stochastics
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Global finance journal
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8
Applied economics letters
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Bank- und finanzwirtschaftliche Forschungen
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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
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
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
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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
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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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