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~isPartOf:"International journal of financial engineering"
~subject:"Black-Scholes-Modell"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
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Aghili, A.
1
Arai, Takuji
1
Burro, Giacomo
1
Dileep N.
1
Engelmann, Bernd
1
Funahashi, Hideharu
1
Giribone, Pier Giuseppe
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Guo, Shimin
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International journal of financial engineering
International journal of theoretical and applied finance
45
The journal of futures markets
42
Quantitative finance
26
International review of economics & finance : IREF
25
Review of derivatives research
25
Applied mathematical finance
23
Finance research letters
21
Journal of banking & finance
21
Energy economics
18
European journal of operational research : EJOR
18
Journal of mathematical finance
16
International review of financial analysis
15
Journal of financial economics
15
The North American journal of economics and finance : a journal of financial economics studies
15
Finanzmarkt und Portfolio-Management
14
Risks : open access journal
14
The journal of derivatives : JOD
14
Finance and stochastics
13
The European journal of finance
13
Journal of economic dynamics & control
11
The journal of computational finance
10
Computational economics
9
Journal of financial markets
9
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
Review of quantitative finance and accounting
9
Working paper / National Bureau of Economic Research, Inc.
9
Annals of finance
8
Insurance / Mathematics & economics
8
Journal of econometrics
8
Mathematics and financial economics
8
The journal of finance : the journal of the American Finance Association
8
Applied economics
7
Applied economics letters
7
Journal of derivatives & hedge funds
7
NBER Working Paper
7
Bank- und finanzwirtschaftliche Forschungen
6
Economic modelling
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ECONIS (ZBW)
21
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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
Saved in:
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
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:
6
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:
7
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
Saved in:
8
Fractional Black-Scholes equation
Aghili, A.
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673108
Saved in:
9
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
Saved in:
10
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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