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Derivat
63
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63
Option pricing theory
43
Optionspreistheorie
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Stochastic process
20
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20
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20
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Benth, Fred Espen
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Delage, Erick
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Funahashi, Hideharu
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Sit, Tony
2
Tang, Ke
2
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Alexander, Carol
1
Anagnostou, I.
1
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1
Azzone, Michele
1
Bao, Li
1
Baviera, Roberto
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Bo, Lijun
1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Quantitative finance
The journal of futures markets
395
Journal of banking & finance
178
International journal of theoretical and applied finance
170
IMF Working Papers
151
SpringerLink / Bücher
135
Energy economics
123
NBER working paper series
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The journal of finance : the journal of the American Finance Association
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International review of financial analysis
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Finance research letters
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IMF Staff Country Reports
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The journal of derivatives : the official publication of the International Association of Financial Engineers
66
Journal of media business studies
65
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64
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62
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
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European journal of operational research : EJOR
57
Working paper
54
Advances in futures and options research : a research annual
52
The journal of media economics
52
Applied economics
49
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
JMM : the international journal on media management
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Economics letters
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Finance and stochastics
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The journal of fixed income
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Applied economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of computational finance
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Wiley finance series
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1
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
Saved in:
2
Additive normal tempered stable processes for equity derivatives and power-law scaling
Azzone, Michele
;
Baviera, Roberto
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10013167773
Saved in:
3
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
4
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
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5
Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing
Bo, Lijun
;
Liu, Yanchu
;
Zhang, Tingting
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10012588035
Saved in:
6
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
7
Deep learning-based least squares forward-backward stochastic differential equation solver for high-dimensional
derivative
pricing
Liang, Jian
;
Xu, Zhe
;
Li, Peter
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1309-1323
Persistent link: https://www.econbiz.de/10012608649
Saved in:
8
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
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9
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
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10
Implied Markov transition matrices under structural price models
Defourny, Boris
;
Moazeni, Somayeh
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1935-1954
Persistent link: https://www.econbiz.de/10012696797
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