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~isPartOf:"International journal of financial engineering"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"The journal of derivatives : JOD"
~subject:"Incomplete market"
~subject:"Option trading"
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Incomplete market
Option trading
Derivat
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Arai, Takuji
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Balbás de la Corte, Alejandro
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International journal of financial engineering
Mathematics and financial economics
The journal of derivatives : JOD
International journal of theoretical and applied finance
30
The journal of futures markets
25
Applied mathematical finance
22
Review of derivatives research
18
Journal of banking & finance
17
Quantitative finance
17
Finance research letters
14
International review of economics & finance : IREF
13
The North American journal of economics and finance : a journal of financial economics studies
13
European journal of operational research : EJOR
12
Journal of financial economics
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Annals of finance
9
Journal of economic dynamics & control
9
Journal of financial markets
9
Journal of mathematical finance
9
The European journal of finance
9
Finanzmarkt und Portfolio-Management
8
International review of financial analysis
8
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7
Finance and stochastics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
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6
Global finance journal
6
The journal of computational finance
6
Applied economics letters
5
Computational economics
5
Discussion paper / Center for Economic Research, Tilburg University
5
Economic theory : official journal of the Society for the Advancement of Economic Theory
5
Journal of derivatives & hedge funds
5
Journal of econometrics
5
Journal of risk and financial management : JRFM
5
Review of quantitative finance and accounting
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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wi - Wirtschaft
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1
Risk minimization and optimal derivative design in a principal agent game
Horst, Ulrich
;
Moreno-Bromberg, Santiago
- In:
Mathematics and financial economics
2
(
2008
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10003880875
Saved in:
2
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:
3
Note on multidimensional Breeden-Litzenberger representation for state price densities
Talponen, Jarno
;
Viitasaari, Lauri
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 153-157
Persistent link: https://www.econbiz.de/10010341767
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
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
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6
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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7
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
Saved in:
8
Bias correction for bond option greeks via jackknife
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012612919
Saved in:
9
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
10
Pricing and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
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