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~isPartOf:"International journal of financial engineering"
~subject:"Markov-Kette"
~subject:"Option trading"
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Markov-Kette
Option trading
Derivat
31
Derivative
31
Option pricing theory
24
Optionspreistheorie
24
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14
Stochastic process
13
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Arai, Takuji
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International journal of financial engineering
International journal of theoretical and applied finance
34
The journal of futures markets
27
Review of derivatives research
20
Applied mathematical finance
16
International review of economics & finance : IREF
16
European journal of operational research : EJOR
15
Journal of banking & finance
15
Quantitative finance
15
Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
International review of financial analysis
12
Journal of financial economics
12
The journal of derivatives : JOD
12
Journal of mathematical finance
10
The European journal of finance
10
Finance and stochastics
9
Journal of economic dynamics & control
9
Finanzmarkt und Portfolio-Management
8
Journal of financial markets
8
Risks : open access journal
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Mathematics and financial economics
7
Review of quantitative finance and accounting
7
The journal of computational finance
7
Computational economics
6
Economic modelling
6
Energy economics
6
Journal of econometrics
6
Annals of finance
5
Applied economics letters
5
Global finance journal
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of finance : the journal of the American Finance Association
5
wi - Wirtschaft
5
Always learning
4
Applied financial economics
4
Cogent economics & finance
4
Discussion paper series
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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
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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
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
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:
7
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:
8
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:
9
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
Saved in:
10
The binomial option pricing model : the trouble with dividends
Tian, Yisong Sam
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
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