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~isPartOf:"International journal of financial engineering"
~isPartOf:"The journal of asset management"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
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Markov-Kette
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International journal of financial engineering
The journal of asset management
The journal of futures markets
42
International journal of theoretical and applied finance
38
International review of economics & finance : IREF
25
Review of derivatives research
25
Quantitative finance
23
Applied mathematical finance
21
Finance research letters
19
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19
European journal of operational research : EJOR
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The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
14
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13
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12
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11
Finanzmarkt und Portfolio-Management
11
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11
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9
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9
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ECONIS (ZBW)
25
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1
On the risk-return profile of leveraged and inverse ETFs
Giese, Guido
- In:
The journal of asset management
11
(
2010/11
)
4
,
pp. 219-228
Persistent link: https://www.econbiz.de/10008728712
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
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:
4
Risk parity in US futures markets : invited editorial
Scherer, Bernd
- In:
The journal of asset management
13
(
2012
)
3
,
pp. 155-161
Persistent link: https://www.econbiz.de/10009568278
Saved in:
5
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:
6
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:
7
Closed-form interpolation-based formulas for European call options written on defaultable assets
Orosi, Greg
- In:
The journal of asset management
16
(
2015
)
4
,
pp. 236-242
Persistent link: https://www.econbiz.de/10011413347
Saved in:
8
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:
9
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:
10
Trading VIX futures under mean reversion with regime switching
Li, Jiao
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011588132
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