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Review of derivatives research
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
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119
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ECONIS (ZBW)
185
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1
The cross-section of average delta-hedge option returns under stochastic volatility
Ibáñez, Alfredo
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 205-244
Persistent link: https://www.econbiz.de/10003835031
Saved in:
2
A model-free approach to multivariate option pricing
Bernard, Carole
;
Bondarenko, Oleg
;
Vanduffel, Steven
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 135-155
Persistent link: https://www.econbiz.de/10012549100
Saved in:
3
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
- In:
Review of derivatives research
8
(
2005
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10002975937
Saved in:
4
Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
- In:
Review of derivatives research
2
(
1999
)
4
,
pp. 287-314
Persistent link: https://www.econbiz.de/10001445801
Saved in:
5
Quadratic
hedging
in affine stochastic volatility models
Kallsen, Jan
;
Vierthauer, Richard
- In:
Review of derivatives research
12
(
2009
)
1
,
pp. 3-27
hedging
strategy and the minimal
hedging
error by applying general structural results and Laplace transform techniques. The …
Persistent link: https://www.econbiz.de/10003851734
Saved in:
6
Calibration and
hedging
under jump diffusion
He, Changhong
;
Kennedy, J. S.
;
Coleman, T. F.
;
Forsyth, …
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10003441126
Saved in:
7
Option pricing and
hedging
under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
8
Tractable
hedging
with additional hedge instruments
Branger, Nicole
;
Mahayni, Antje
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
Saved in:
9
Adaptive placement method on pricing arithmetic average options
Dai, Tian-shyr
;
Wang, Jr-yan
;
Wei, Hui-shan
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 83-118
Persistent link: https://www.econbiz.de/10003829559
Saved in:
10
Sub-replication and replenishing premium : efficient pricing of multi-state lookbacks
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
Review of derivatives research
6
(
2003
)
2
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001857529
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