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~isPartOf:"International journal of financial engineering"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Portfolio selection"
~subject:"Risiko"
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Markov-Kette
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24
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Arai, Takuji
1
Burro, Giacomo
1
Dileep N.
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International journal of financial engineering
International journal of theoretical and applied finance
55
The journal of futures markets
53
Journal of banking & finance
34
Quantitative finance
28
Finanzmarkt und Portfolio-Management
27
Review of derivatives research
27
Applied mathematical finance
25
European journal of operational research : EJOR
25
International review of economics & finance : IREF
25
Energy economics
24
International review of financial analysis
23
Finance research letters
22
SpringerLink / Bücher
20
The North American journal of economics and finance : a journal of financial economics studies
20
The European journal of finance
19
Bank- und finanzwirtschaftliche Forschungen
18
Finance and stochastics
18
Journal of financial economics
17
The journal of derivatives : JOD
17
Journal of economic dynamics & control
16
Journal of mathematical finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Risks : open access journal
15
Research paper series / Swiss Finance Institute
14
Swiss journal of economics and statistics
14
NBER working paper series
13
The journal of asset management
12
Working paper / National Bureau of Economic Research, Inc.
12
Annals of finance
11
Journal of financial and quantitative analysis : JFQA
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
NBER Working Paper
11
The journal of computational finance
11
The journal of fixed income
11
Advances in futures and options research : a research annual
10
Applied economics
10
Economic modelling
10
Gabler Edition Wissenschaft
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ECONIS (ZBW)
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1
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:
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
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:
4
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:
5
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:
6
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
Saved in:
7
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
8
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:
9
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:
10
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
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