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~isPartOf:"International journal of financial engineering"
~isPartOf:"The journal of derivatives : JOD"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
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International journal of financial engineering
The journal of derivatives : JOD
International journal of theoretical and applied finance
69
Journal of banking & finance
51
The journal of futures markets
51
Review of derivatives research
33
International review of economics & finance : IREF
30
Applied mathematical finance
28
Quantitative finance
28
European journal of operational research : EJOR
26
Finance research letters
24
Journal of financial economics
24
The journal of credit risk : published quarterly by Incisive Media
22
The journal of fixed income
21
The North American journal of economics and finance : a journal of financial economics studies
20
International review of financial analysis
19
Energy economics
18
Journal of mathematical finance
18
The European journal of finance
17
Finance and stochastics
16
The journal of computational finance
16
Journal of economic dynamics & control
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Risks : open access journal
15
Journal of risk management in financial institutions
14
NBER working paper series
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Journal of financial markets
13
SpringerLink / Bücher
13
Finance and economics discussion series
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
NBER Working Paper
12
Research paper series / Swiss Finance Institute
12
Finanzmarkt und Portfolio-Management
11
Review of quantitative finance and accounting
11
Working paper / National Bureau of Economic Research, Inc.
11
Insurance / Mathematics & economics
10
Journal of empirical finance
10
The journal of financial market infrastructures
10
Applied economics letters
9
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ECONIS (ZBW)
38
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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
Static models of central counterparty risk
Ghamami, Samim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011333478
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
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:
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
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7
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:
8
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
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9
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
Saved in:
10
An arbitrage-free real-world model for fractional option prices
Fink, Holger Maria
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 95-121
Persistent link: https://www.econbiz.de/10012612945
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