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~isPartOf:"International journal of financial engineering"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
~subject:"Volatilität"
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Kreditrisiko
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International journal of financial engineering
International journal of theoretical and applied finance
92
The journal of futures markets
91
Journal of banking & finance
70
Energy economics
47
Finance research letters
42
International review of economics & finance : IREF
41
Quantitative finance
41
Review of derivatives research
41
Applied mathematical finance
40
International review of financial analysis
35
European journal of operational research : EJOR
31
Journal of financial economics
28
The European journal of finance
28
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of economic dynamics & control
23
Risks : open access journal
23
The journal of fixed income
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
The journal of credit risk : published quarterly by Incisive Media
22
The journal of computational finance
21
Applied financial economics
20
Finance and stochastics
20
Journal of mathematical finance
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Research in international business and finance
19
The journal of derivatives : JOD
19
Journal of empirical finance
18
Applied economics
17
Applied economics letters
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Journal of financial markets
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NBER working paper series
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Finance and economics discussion series
16
Finanzmarkt und Portfolio-Management
16
Journal of econometrics
16
Journal of international financial markets, institutions & money
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SpringerLink / Bücher
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Journal of risk management in financial institutions
15
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
27
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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
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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
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
Saved in:
8
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
Saved in:
9
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:
10
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
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