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~isPartOf:"International journal of financial engineering"
~isPartOf:"The journal of derivatives : JOD"
~subject:"Incomplete market"
~subject:"Option trading"
~subject:"Risiko"
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Incomplete market
Option trading
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International journal of financial engineering
The journal of derivatives : JOD
The journal of futures markets
40
International journal of theoretical and applied finance
34
Applied mathematical finance
26
Review of derivatives research
23
International review of economics & finance : IREF
21
Journal of banking & finance
21
Energy economics
19
Finance research letters
19
Quantitative finance
19
European journal of operational research : EJOR
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of financial economics
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Annals of finance
11
Finanzmarkt und Portfolio-Management
11
International review of financial analysis
11
Journal of economic dynamics & control
11
Risks : open access journal
11
The European journal of finance
11
Journal of mathematical finance
10
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
10
Finance and stochastics
9
Journal of financial markets
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
NBER Working Paper
7
Applied economics
6
Applied economics letters
6
Computational economics
6
Discussion paper / Tinbergen Institute
6
Economic modelling
6
Insurance / Mathematics & economics
6
Journal of derivatives & hedge funds
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Journal of econometrics
6
Mathematics and financial economics
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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1
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:
2
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
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
Hedging and pricing illiquid options with market impacts
Saito, Taiga
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011778270
Saved in:
5
Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
6
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
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7
Mean-variance hedging with model risk
Matsumoto, Koichi
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011807096
Saved in:
8
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
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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