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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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Derivative
31
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Black-Scholes-Modell
20
Portfolio selection
16
Portfolio-Management
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13
Zinsstruktur
13
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10
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option pricing
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Option pricing
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Statistische Verteilung
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Swap
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Analysis
6
Estimation theory
6
Mathematical analysis
6
Schätztheorie
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Finanzmathematik
5
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English
123
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Giribone, Pier Giuseppe
6
Ligato, Simone
4
Cui, Zhenyu
3
Liu, Allen
3
Mi, Yanhui
3
Schoutens, Wim
3
Takahashi, Akihiko
3
Ahlip, Rehez
2
Arai, Takuji
2
Dastranj, Elham
2
De Spiegeleer, Jan
2
Engelmann, Bernd
2
Karlsson, Patrik
2
Lalit, Prasad Narahar
2
Lo, C. F.
2
Lorig, Matthew
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
Yen, Joseph
2
Zhang, Shengliang
2
Zhong, Yangfan
2
Adinya, Ini
1
Aghili, A.
1
Bangur, P.
1
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1
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1
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1
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1
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1
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1
Cao, Hongkai
1
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1
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International journal of financial engineering
The journal of futures markets
626
International journal of theoretical and applied finance
536
The journal of real estate finance and economics
405
Journal of banking & finance
389
NBER working paper series
369
Working paper / National Bureau of Economic Research, Inc.
345
Mathematical finance : an international journal of mathematics, statistics and financial theory
277
NBER Working Paper
276
The journal of computational finance
265
Applied mathematical finance
262
The journal of derivatives : the official publication of the International Association of Financial Engineers
253
Finance and stochastics
243
Quantitative finance
219
Finance research letters
196
Review of derivatives research
194
Journal of Property Investment & Finance
188
IMF Working Papers
178
Discussion paper / Centre for Economic Policy Research
176
Energy economics
173
Journal of financial economics
173
Journal of economic dynamics & control
166
SpringerLink / Bücher
166
European journal of operational research : EJOR
165
Applied economics
155
Journal of property investment & finance
155
Economic review
152
Insurance / Mathematics & economics
150
The journal of finance : the journal of the American Finance Association
140
Working paper
137
The European journal of finance
129
Economic modelling
128
Research paper series / Swiss Finance Institute
128
Journal of financial and quantitative analysis : JFQA
126
Discussion paper
125
Computational economics
124
International review of economics & finance : IREF
119
The North American journal of economics and finance : a journal of financial economics studies
119
Risks : open access journal
118
Journal of mathematical finance
116
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ECONIS (ZBW)
123
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
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