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~isPartOf:"International journal of financial engineering"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
~subject:"Share price"
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International journal of financial engineering
The journal of futures markets
83
International journal of theoretical and applied finance
71
Journal of banking & finance
69
Review of derivatives research
34
International review of economics & finance : IREF
33
Applied mathematical finance
30
Finance research letters
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Journal of financial economics
29
Quantitative finance
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Finanzmarkt und Portfolio-Management
28
European journal of operational research : EJOR
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Swiss journal of economics and statistics
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International review of financial analysis
24
The North American journal of economics and finance : a journal of financial economics studies
24
The journal of fixed income
23
The European journal of finance
22
The journal of credit risk : published quarterly by Incisive Media
22
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
20
Energy economics
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Journal of mathematical finance
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The journal of finance : the journal of the American Finance Association
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Applied economics letters
18
Review of quantitative finance and accounting
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Risks : open access journal
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Finance and stochastics
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NBER working paper series
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SpringerLink / Bücher
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Mathematical finance : an international journal of mathematics, statistics and financial theory
16
The journal of computational finance
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The journal of derivatives : JOD
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Working paper / National Bureau of Economic Research, Inc.
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial markets
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Journal of risk management in financial institutions
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Finance and economics discussion series
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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
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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
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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
Heavy-tailed features and dependence in limit order book volume profiles in futures markets
Richards, Kylie-Anne
;
Peters, Gareth W.
;
Dunsmuir, …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-56
Persistent link: https://www.econbiz.de/10011403201
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
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
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