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~isPartOf:"International journal of financial engineering"
~subject:"Markov-Kette"
~subject:"Option pricing theory"
~subject:"Option trading"
~subject:"Risiko"
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Markov-Kette
Option pricing theory
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International journal of financial engineering
International journal of theoretical and applied finance
112
The journal of futures markets
66
Applied mathematical finance
64
Review of derivatives research
49
Quantitative finance
44
Journal of banking & finance
43
European journal of operational research : EJOR
35
Energy economics
34
The journal of computational finance
33
Journal of mathematical finance
31
International review of economics & finance : IREF
29
Finance and stochastics
26
Finance research letters
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
The European journal of finance
24
Journal of economic dynamics & control
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
International review of financial analysis
22
Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
22
The journal of derivatives : JOD
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Insurance / Mathematics & economics
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Journal of econometrics
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SpringerLink / Bücher
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Applied economics letters
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Journal of financial economics
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Research paper series / Swiss Finance Institute
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Finanzmarkt und Portfolio-Management
12
Journal of risk and financial management : JRFM
12
SFB 649 discussion paper
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Mathematics and financial economics
11
NBER Working Paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
10
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ECONIS (ZBW)
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1
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:
2
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:
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
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:
6
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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7
Hedging and pricing illiquid options with market impacts
Saito, Taiga
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011778270
Saved in:
8
Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
9
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
Saved in:
10
Mean-variance hedging with model risk
Matsumoto, Koichi
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011807096
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