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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Zinsstruktur"
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Option Prices with Stochastic...
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Hedging
Kapitaleinkommen
Monte Carlo simulation
Zinsstruktur
Option pricing theory
286
Optionspreistheorie
286
Theorie
105
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105
Option trading
90
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Chen, Son-nan
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The North American journal of economics and finance : a journal of financial economics studies
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
139
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Quantitative finance
76
The journal of computational finance
71
Applied mathematical finance
69
Finance and stochastics
62
Journal of banking & finance
59
The journal of futures markets
55
Review of derivatives research
40
Insurance / Mathematics & economics
35
Finance research letters
29
Journal of economic dynamics & control
29
Risks : open access journal
29
European journal of operational research : EJOR
28
International journal of financial engineering
28
Journal of financial economics
28
Computational economics
27
Research paper series / Swiss Finance Institute
25
Energy economics
23
The European journal of finance
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
21
Journal of risk and financial management : JRFM
20
The review of financial studies
20
Journal of mathematical finance
18
The journal of fixed income
18
Asia-Pacific financial markets
16
The journal of finance : the journal of the American Finance Association
16
Journal of econometrics
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Discussion paper / B
13
Swiss Finance Institute Research Paper
13
Annals of finance
12
Applied economics
12
International review of financial analysis
12
Journal of empirical finance
12
Journal of financial and quantitative analysis : JFQA
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Static hedging of chained-type barrier options
Jun, Doobae
;
Ku, Hyejin
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011535249
Saved in:
2
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
Saved in:
3
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
4
On perpetual American strangles
Moraux, Franck
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
Saved in:
5
Efficient analytical cascade calibration of the LIBOR market model with endogenous interpolation
Brigo, Damiano
;
Morini, Massimo
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 40-60
Persistent link: https://www.econbiz.de/10003379121
Saved in:
6
Four things you might not know about the Black-Scholes formula
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 77-81
Persistent link: https://www.econbiz.de/10003673319
Saved in:
7
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
8
Static hedging of timing risk
Carr, Peter
;
Picron, Jean-Francois
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001432497
Saved in:
9
Pricing and hedging mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
10
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
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