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~isPartOf:"The journal of computational finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Option trading"
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Option trading
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The journal of computational finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
25
International journal of theoretical and applied finance
22
Review of derivatives research
17
Applied mathematical finance
16
Quantitative finance
15
Finance research letters
14
International journal of financial engineering
14
Journal of banking & finance
14
International review of economics & finance : IREF
13
Journal of financial economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Finanzmarkt und Portfolio-Management
8
International review of financial analysis
8
Journal of economic dynamics & control
8
Journal of financial markets
8
Journal of mathematical finance
8
The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
Economic modelling
6
Applied economics letters
5
Computational economics
5
Energy economics
5
Global finance journal
5
Journal of econometrics
5
Review of quantitative finance and accounting
5
The journal of finance : the journal of the American Finance Association
5
wi - Wirtschaft
5
Always learning
4
Annals of finance
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Applied financial economics
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Cogent economics & finance
4
Finance and stochastics
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
Counterparty credit risk and American options
Klein, Peter
;
Yang, Jun
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
Saved in:
2
Derivatives markets in Brazil : an overview
Braga, Bruno Saturnino
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 63-78
Persistent link: https://www.econbiz.de/10001207621
Saved in:
3
Option spread and combination trading
Chaput, J. Scott
;
Ederington, Louis H.
- In:
The journal of derivatives : the official publication …
10
(
2003
)
4
,
pp. 70-88
Persistent link: https://www.econbiz.de/10001781773
Saved in:
4
Efficient estimation of sensitivities for counterparty credit risk with the finite difference Monte Carlo method
Graaf, Cornelis S. L. de
;
Kandhai, Drona
;
Sloot, Peter M. A.
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10011691615
Saved in:
5
Accelerated trinomial trees applied to American basket options and American options under the Bates model
O'Sullivan, Conall
;
O'Sullivan, Stephen
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 29-72
Persistent link: https://www.econbiz.de/10011603176
Saved in:
6
Directional trading across stock limit order book and options markets
Wang, Qin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 88-97
Persistent link: https://www.econbiz.de/10011687337
Saved in:
7
Hedging of options in the presence of jump clustering
Hainaut, Donatien
;
Moraux, Franck
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
Saved in:
8
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
9
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
10
Market pricing of exotic structured products : the case of multi-asset barrier reverse convertibles in Switzerland
Wallmeier, Martin
;
Diethelm, Martin
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
2
,
pp. 59-72
Persistent link: https://www.econbiz.de/10003925809
Saved in:
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