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~isPartOf:"International journal of financial engineering"
~subject:"Interest rate derivative"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
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Interest rate derivative
Markov-Kette
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Derivat
31
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Option pricing theory
24
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Arai, Takuji
1
Burro, Giacomo
1
Dileep N.
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Engelmann, Bernd
1
Fuji, Masaaki
1
Funahashi, Hideharu
1
Giribone, Pier Giuseppe
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International journal of financial engineering
The journal of futures markets
54
International journal of theoretical and applied finance
48
Applied mathematical finance
28
Quantitative finance
28
Review of derivatives research
26
International review of economics & finance : IREF
24
Journal of banking & finance
23
European journal of operational research : EJOR
20
Finance research letters
20
Energy economics
17
International review of financial analysis
17
Journal of financial economics
17
The North American journal of economics and finance : a journal of financial economics studies
16
The European journal of finance
15
The journal of computational finance
15
Journal of mathematical finance
14
Finance and stochastics
13
The journal of derivatives : JOD
13
Finanzmarkt und Portfolio-Management
12
Journal of economic dynamics & control
12
Risks : open access journal
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Annals of finance
8
Applied economics
8
Insurance / Mathematics & economics
8
Journal of financial markets
8
Mathematics and financial economics
8
Swiss journal of economics and statistics
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Computational economics
7
Journal of econometrics
7
Journal of risk and financial management : JRFM
7
NBER Working Paper
7
Review of quantitative finance and accounting
7
SpringerLink / Bücher
7
The journal of asset management
7
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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
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
Saved in:
4
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:
5
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:
6
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:
7
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:
8
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
Saved in:
9
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:
10
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
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