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~isPartOf:"International journal of financial engineering"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
~subject:"Stochastischer Prozess"
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Markov-Kette
Option trading
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Derivat
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Aghili, A.
1
Arai, Takuji
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Burro, Giacomo
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Cui, Zhenyu
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Dileep N.
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Engelmann, Bernd
1
Florescu, Ionuţ
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International journal of financial engineering
International journal of theoretical and applied finance
90
The journal of futures markets
44
Applied mathematical finance
40
Quantitative finance
34
Review of derivatives research
33
Journal of banking & finance
28
European journal of operational research : EJOR
26
International review of economics & finance : IREF
26
Energy economics
24
Finance research letters
23
Journal of economic dynamics & control
21
Journal of mathematical finance
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Finance and stochastics
18
Journal of financial economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Risks : open access journal
16
The journal of computational finance
16
Annals of finance
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International review of financial analysis
15
The journal of derivatives : JOD
15
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14
The European journal of finance
14
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12
NBER working paper series
12
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11
Finanzmarkt und Portfolio-Management
11
Mathematics and financial economics
11
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10
Research paper series / Swiss Finance Institute
10
Working paper / National Bureau of Economic Research, Inc.
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
NBER Working Paper
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Journal of financial markets
8
Review of quantitative finance and accounting
8
Swiss journal of economics and statistics
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Applied economics letters
7
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ECONIS (ZBW)
26
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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
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
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:
4
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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5
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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6
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:
7
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:
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
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
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