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~isPartOf:"International journal of financial engineering"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Optionspreistheorie"
~subject:"Risiko"
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Markov-Kette
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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
65
Review of derivatives research
49
Quantitative finance
46
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 research letters
27
Finance and stochastics
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Risks : open access journal
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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
The North American journal of economics and finance : a journal of financial economics studies
22
The journal of derivatives : JOD
21
Insurance / Mathematics & economics
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Journal of financial 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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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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Management science : journal of the Institute for Operations Research and the Management Sciences
11
Mathematics and financial economics
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NBER Working Paper
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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
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
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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4
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
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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
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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
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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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