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Option pricing theory
66
Optionspreistheorie
66
Derivat
63
Derivative
63
Volatility
50
Volatilität
50
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42
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34
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2
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Quantitative finance
Finance research letters
688
The journal of futures markets
678
Energy economics
459
Journal of banking & finance
382
International review of financial analysis
356
Research in international business and finance
308
Journal of payments strategy & systems
297
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287
International review of economics & finance : IREF
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273
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222
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192
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176
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159
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146
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142
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
133
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124
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121
International journal of forecasting
116
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ECONIS (ZBW)
129
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1
Hedging
cryptos with
Bitcoin
futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
2
Valuation and
hedging
of cryptocurrency inverse options
Lucic, V.
;
Sepp, A.
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 851-869
Persistent link: https://www.econbiz.de/10015050801
Saved in:
3
Bitcoin
, currencies, and fragility
Taleb, Nassim Nicholas
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1249-1255
Persistent link: https://www.econbiz.de/10012608639
Saved in:
4
Lattice-based
hedging
schemes under GARCH models
Augustyniak, Maciej
;
Badescu, Alexandru
;
Guo, Zhiyu
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 697-710
Persistent link: https://www.econbiz.de/10012500182
Saved in:
5
Dynamic currency
hedging
with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
Saved in:
6
When the blockchain does not block : on hackings and uncertainty in the cryptocurrency market
Grobys, Klaus
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1267-1279
Persistent link: https://www.econbiz.de/10012608645
Saved in:
7
Investing with cryptocurrencies : evaluating their potential for portfolio allocation strategies
Petukhina, Alla
;
Trimborn, Simon
;
Härdle, Wolfgang
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1825-1853
Persistent link: https://www.econbiz.de/10012696778
Saved in:
8
An investigation of cryptocurrency data : the market that never sleeps
Vidal-Tomás, D.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2007-2024
Persistent link: https://www.econbiz.de/10012696808
Saved in:
9
Cryptocurrency liquidity during extreme price movements : is there a problem with virtual money?
Manahov, Viktor
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 341-360
Persistent link: https://www.econbiz.de/10012424595
Saved in:
10
Incorporating financial news for forecasting
Bitcoin
prices based on long short-term memory networks
Jakubik, Johannes
;
Nazemi, Abdolreza
;
Geyer-Schulz, Andreas
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 335-349
Persistent link: https://www.econbiz.de/10014232648
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