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~isPartOf:"International journal of financial engineering"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
~subject:"Volatility"
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Markov-Kette
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31
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24
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Aghili, A.
1
Arai, Takuji
1
Burro, Giacomo
1
Cui, Zhenyu
1
Dileep N.
1
Engelmann, Bernd
1
Florescu, Ionuţ
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International journal of financial engineering
The journal of futures markets
84
International journal of theoretical and applied finance
64
Energy economics
47
Journal of banking & finance
40
Finance research letters
37
International review of economics & finance : IREF
37
Quantitative finance
36
Applied mathematical finance
35
Review of derivatives research
33
International review of financial analysis
31
European journal of operational research : EJOR
23
The European journal of finance
23
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of economic dynamics & control
20
Journal of financial economics
19
Risks : open access journal
19
Applied financial economics
17
Applied economics
16
Finanzmarkt und Portfolio-Management
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
The journal of derivatives : JOD
16
Applied economics letters
15
Finance and stochastics
15
Journal of econometrics
15
Research in international business and finance
15
Journal of mathematical finance
14
Working paper / National Bureau of Economic Research, Inc.
13
Journal of empirical finance
12
Journal of financial markets
12
Journal of risk and financial management : JRFM
12
NBER working paper series
12
Review of quantitative finance and accounting
12
The journal of computational finance
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Economic modelling
11
Journal of international financial markets, institutions & money
11
Mathematics and financial economics
11
Insurance / Mathematics & economics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
24
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Fractional Black-Scholes equation
Aghili, A.
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673108
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