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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Theorie"
~subject:"Zinsstruktur"
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Hedging
Kapitaleinkommen
Monte Carlo simulation
Theorie
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Option pricing theory
203
Optionspreistheorie
203
Theory
104
Option trading
54
Optionsgeschäft
54
Volatility
40
Volatilität
40
USA
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32
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128
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Chen, Son-nan
5
Wu, Ting-pin
5
Ritchken, Peter H.
4
Rich, Don R.
3
Rosenberg, Joshua V.
3
Wei, Jason
3
Broadie, Mark
2
Chance, Don M.
2
Dravid, Ajay R.
2
Duan, Jin-Chuan
2
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2
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2
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2
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2
Lyuu, Yuh-dauh
2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
230
Mathematical finance : an international journal of mathematics, statistics and financial theory
230
Finance and stochastics
144
The journal of computational finance
135
Applied mathematical finance
122
The journal of futures markets
122
Journal of banking & finance
98
Review of derivatives research
85
Quantitative finance
78
Journal of economic dynamics & control
61
The journal of finance : the journal of the American Finance Association
52
The review of financial studies
51
Journal of financial economics
49
The journal of real estate finance and economics
41
Insurance / Mathematics & economics
39
Journal of financial and quantitative analysis : JFQA
38
Asia-Pacific financial markets
35
The European journal of finance
35
Research paper series / Swiss Finance Institute
34
Finance research letters
32
Advances in futures and options research : a research annual
31
Computational economics
31
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
31
SFB 649 discussion paper
31
Working paper series / Centre for Practical Quantitative Finance
31
International journal of financial engineering
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
Risks : open access journal
29
Discussion paper / B
28
Gabler Edition Wissenschaft
28
Journal of econometrics
28
SFB 649 Discussion Paper
28
SpringerLink / Bücher
26
The journal of fixed income
26
Energy economics
25
Decisions in economics and finance : DEF ; a journal of applied mathematics
24
The North American journal of economics and finance : a journal of financial economics studies
23
Mathematical methods of operations research
22
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1
The forward valuation of compound options
Buraschi, Andrea
;
Dumas, Bernard
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 8-17
Persistent link: https://www.econbiz.de/10001618892
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
Executive stock options and concavity of the option price
Boyle, Phelim P.
;
Scott, William R.
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 72-84
Persistent link: https://www.econbiz.de/10003346508
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
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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
Stocks paying discrete dividends : modeling and option pricing
Korn, Ralf
;
Rogers, Leonard C. G.
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 44-48
Persistent link: https://www.econbiz.de/10003299545
Saved in:
8
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:
9
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
Saved in:
10
Reducing asset substitution with warrant and convertible debt issues
Chesney, Marc
;
Gibson, Rajna
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001618908
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