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~isPartOf:"International journal of financial engineering"
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Option pricing theory
116
Optionspreistheorie
116
Stochastic process
57
Stochastischer Prozess
57
Volatility
48
Volatilität
48
Option trading
32
Optionsgeschäft
32
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option pricing
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English
125
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Giribone, Pier Giuseppe
6
Cui, Zhenyu
4
Ligato, Simone
4
Schoutens, Wim
4
Liu, Allen
3
Mi, Yanhui
3
Takahashi, Akihiko
3
Ahlip, Rehez
2
Arai, Takuji
2
Dastranj, Elham
2
De Spiegeleer, Jan
2
Engelmann, Bernd
2
He, Chengying
2
Karlsson, Patrik
2
Lalit, Prasad Narahar
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Lo, C. F.
2
Lorig, Matthew
2
Madan, Dilip B.
2
Mehrdoust, Farshid
2
Mulas, Martina
2
Park, Laurence A. F.
2
Prodan, Ante
2
Purohit, Seema Uday
2
Radoičić, Radoš
2
SenGupta, Indranil
2
Stefanica, Dan
2
Tong, Zhigang
2
Wang, King
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Yen, Joseph
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Zhang, Shengliang
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Zhong, Yangfan
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Adinya, Ini
1
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1
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Bangur, P.
1
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1
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1
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International journal of financial engineering
The journal of futures markets
564
International journal of theoretical and applied finance
538
Journal of banking & finance
324
Mathematical finance : an international journal of mathematics, statistics and financial theory
321
Finance and stochastics
301
Applied mathematical finance
269
NBER working paper series
263
The journal of computational finance
260
Finance research letters
252
Journal of economic dynamics & control
248
The journal of derivatives : the official publication of the International Association of Financial Engineers
230
Working paper / National Bureau of Economic Research, Inc.
224
Quantitative finance
218
Insurance / Mathematics & economics
210
Energy economics
201
European journal of operational research : EJOR
195
Review of derivatives research
185
NBER Working Paper
183
IMF Working Papers
164
Discussion paper / Centre for Economic Policy Research
156
Journal of financial economics
152
Physica A: Statistical Mechanics and its Applications
152
Computational economics
141
International review of economics & finance : IREF
137
International review of financial analysis
137
The North American journal of economics and finance : a journal of financial economics studies
136
Research paper series / Swiss Finance Institute
133
Risks : open access journal
131
Economic modelling
130
The review of financial studies
129
Working paper
126
Journal of mathematical finance
124
The European journal of finance
122
Economics letters
119
The journal of finance : the journal of the American Finance Association
119
Journal of mathematical economics
117
Applied economics
113
Journal of financial and quantitative analysis : JFQA
107
Journal of economic theory
103
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ECONIS (ZBW)
125
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1
Pricing European options and risk measurement under exponential Lévy models : a practical guide
Salhi, Khaled
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011777826
Saved in:
2
Hedging
and pricing illiquid options with market impacts
Saito, Taiga
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011778270
Saved in:
3
A mean bound financial model and options pricing
Li, Yu
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011807105
Saved in:
4
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:
5
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
Saved in:
6
A modified stochastic volatility model based on Gamma Ornstein-Uhlenbeck process and option pricing
Mi, Yanhui
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011577132
Saved in:
7
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:
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
Hedging
and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model
Shoshi, Humayra
;
SenGupta, Indranil
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012815115
Saved in:
10
The effects of negative interest rates on the estimation of option sensitivities : the impact of switching from a log-normal to a normal model
Giribone, Pier Giuseppe
;
Ligato, Simone
;
Mulas, Martina
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011673134
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