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~isPartOf:"International journal of financial engineering"
~isPartOf:"The European journal of finance"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
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Markov-Kette
Option trading
Risiko
Derivat
93
Derivative
93
Option pricing theory
43
Optionspreistheorie
43
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26
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Romagnoli, Silvia
2
Abad Díaz, David
1
Ap Gwilym, Owain
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Bajo, Emanuele
1
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International journal of financial engineering
The European journal of 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
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
Finance and stochastics
11
Finanzmarkt und Portfolio-Management
11
Journal of economic dynamics & control
11
Journal of mathematical finance
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Risks : open access journal
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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
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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
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Review of quantitative finance and accounting
7
The journal of computational finance
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Applied economics
6
Applied economics letters
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Economic modelling
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Journal of derivatives & hedge funds
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Swiss journal of economics and statistics
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ECONIS (ZBW)
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1
Analysing bank-issued option pricing
Abad Díaz, David
;
Nieto Domenech, Belen
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009155464
Saved in:
2
Multivariate digital options with memory
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 649-660
Persistent link: https://www.econbiz.de/10009509839
Saved in:
3
A generalized approach to optimal hedging with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
Saved in:
4
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:
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
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
A study on the efficiency of the market for Dutch long-term call options
Roon, Frans de
;
Veld, Chris H.
;
Wei, Jun
- In:
The European journal of finance
4
(
1998
)
2
,
pp. 93-111
Persistent link: https://www.econbiz.de/10001439497
Saved in:
9
Dervatives markets and systemic risks : some reflections
Boissieu, Christian de
- In:
The European journal of finance
1
(
1995
)
1
,
pp. 57-68
Persistent link: https://www.econbiz.de/10001192800
Saved in:
10
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
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