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Valuing risk : options in Cali...
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Review of derivatives research
Working paper / National Bureau of Economic Research, Inc.
231
The journal of futures markets
207
American journal of agricultural economics
143
International journal of theoretical and applied finance
111
NBER working paper series
107
Journal of banking & finance
98
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The journal of derivatives : the official publication of the International Association of Financial Engineers
86
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Land economics : applied research on environmental resources
70
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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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
Option
market
making under inventory risk
Stoikov, Sasha
;
Sağlam, Mehmet
- In:
Review of derivatives research
12
(
2009
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10003851739
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3
Auto-static for the people : risk-minimizing hedges of barrier options
Siven, Johannes
;
Poulsen, Rolf
- In:
Review of derivatives research
12
(
2009
)
3
,
pp. 193-211
Persistent link: https://www.econbiz.de/10003882897
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4
Price discovery in the US stock and stock options markets : a portfolio approach
Holowczak, Richard
;
Simaan, Yusif E.
;
Wu, Liuren
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10003441188
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5
Pricing swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
Saved in:
6
A forward started jump-diffusion model and pricing of cliquet style exotics
Drimus, Gabriel
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008695496
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7
Model misspecification analysis for bond options and Markovian hedging strategies
Bossy, Mireille
;
Gibson, Rajna
;
Lhabitant, François-Serge
- In:
Review of derivatives research
9
(
2006
)
2
,
pp. 109-135
Persistent link: https://www.econbiz.de/10003608131
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8
Valuation of vulnerable American options with correlated credit risk
Chang, Lung-fu
;
Hung, Mao-Wei
- In:
Review of derivatives research
9
(
2006
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10003608132
Saved in:
9
Fourier transformation and the pricing of average-rate derivatives
Ju, Nengjiu
;
Zhong, Rui
- In:
Review of derivatives research
9
(
2006
)
3
,
pp. 187-212
Persistent link: https://www.econbiz.de/10003608138
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10
Static versus dynamic hedges : an empirical comparison for barrier options
Engelmann, Bernd
;
Fengler, Matthias R.
;
Nalholm, Morten
; …
- In:
Review of derivatives research
9
(
2006
)
3
,
pp. 239-264
Persistent link: https://www.econbiz.de/10003608141
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