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~isPartOf:"International journal of financial engineering"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
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Markov-Kette
Option trading
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75
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46
Optionspreistheorie
46
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34
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34
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Arai, Takuji
2
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1
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Dileep N.
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El Karoui, Nicole
1
Emmerling, Thomas J.
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International journal of financial engineering
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
42
International journal of theoretical and applied finance
38
Review of derivatives research
25
International review of economics & finance : IREF
24
Quantitative finance
23
Applied mathematical finance
21
Finance research letters
19
Journal of banking & finance
19
European journal of operational research : EJOR
18
Energy economics
17
Journal of financial economics
15
The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
14
The journal of derivatives : JOD
13
The European journal of finance
12
Finance and stochastics
11
Finanzmarkt und Portfolio-Management
11
Journal of economic dynamics & control
11
Journal of mathematical finance
11
Risks : open access journal
11
Management science : journal of the Institute for Operations Research and the Management Sciences
9
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
Annals of finance
8
Insurance / Mathematics & economics
8
Journal of financial markets
8
Mathematics and financial economics
8
Computational economics
7
Journal of econometrics
7
NBER Working Paper
7
Review of quantitative finance and accounting
7
The journal of computational finance
7
Applied economics
6
Applied economics letters
6
Economic modelling
6
Journal of derivatives & hedge funds
6
Swiss journal of economics and statistics
6
The journal of asset management
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ECONIS (ZBW)
28
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1
Time-changed Markov processes in unified credit-equity modeling
Mendoza-Arriaga, Rafael
;
Carr, Peter
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 527-569
Persistent link: https://www.econbiz.de/10008666998
Saved in:
2
Cash subadditive risk measures and interest rate ambiguity
El Karoui, Nicole
;
Ravanelli, Claudia
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 561-590
Persistent link: https://www.econbiz.de/10003937131
Saved in:
3
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:
4
Game call options revisited
Yam, Sheung Chi Phillip
;
Yung, S. P.
;
Zhou, Wei
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 173-206
Persistent link: https://www.econbiz.de/10010256173
Saved in:
5
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:
6
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
7
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
8
Perpetual cancellable American call option
Emmerling, Thomas J.
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 645-666
Persistent link: https://www.econbiz.de/10009614942
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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