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~isPartOf:"International journal of financial engineering"
~isPartOf:"Quantitative finance"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
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Markov-Kette
Option trading
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Derivat
94
Derivative
94
Option pricing theory
67
Optionspreistheorie
67
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33
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International journal of financial engineering
Quantitative finance
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
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
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
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Swiss journal of economics and statistics
6
The journal of asset management
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ECONIS (ZBW)
42
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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
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:
3
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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4
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:
5
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
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6
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
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7
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
8
Weather derivatives for managing weather and climate risk in agriculture
Gyamerah, Samuel Asante
;
Ngare, Philip
;
Ikpe, Dennis
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012603781
Saved in:
9
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
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10
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
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