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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Option pricing theory
203
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203
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105
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105
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53
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45
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Chen, Son-nan
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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
Finance and stochastics
301
Applied mathematical finance
269
NBER working paper series
263
The journal of computational finance
260
Finance research letters
252
Journal of economic dynamics & control
248
Working paper / National Bureau of Economic Research, Inc.
224
Quantitative finance
218
Insurance / Mathematics & economics
210
Energy economics
201
European journal of operational research : EJOR
195
Review of derivatives research
185
NBER Working Paper
183
IMF Working Papers
164
Discussion paper / Centre for Economic Policy Research
156
Journal of financial economics
152
Physica A: Statistical Mechanics and its Applications
152
Computational economics
141
International review of economics & finance : IREF
137
International review of financial analysis
137
The North American journal of economics and finance : a journal of financial economics studies
136
Research paper series / Swiss Finance Institute
133
Risks : open access journal
131
Economic modelling
130
The review of financial studies
129
Working paper
126
International journal of financial engineering
125
Journal of mathematical finance
124
The European journal of finance
122
Economics letters
119
The journal of finance : the journal of the American Finance Association
119
Journal of mathematical economics
117
Applied economics
113
Journal of financial and quantitative analysis : JFQA
107
Journal of economic theory
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ECONIS (ZBW)
230
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1
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:
2
On pricing and
hedging
in the swaption market : how many factors, really?
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 9-33
Persistent link: https://www.econbiz.de/10003611410
Saved in:
3
Properties of the chooser flexible cap
Ohnishi, Masamitsu
;
Tamba, Yasuhiro
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 86-102
Persistent link: https://www.econbiz.de/10003611520
Saved in:
4
Pricing and
hedging
volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
5
A closed form approach to the valuation and
hedging
of basket and spread options
Borovkova, Svetlana
;
Permana, Ferry J.
;
Weide, Hans van der
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 8-24
Persistent link: https://www.econbiz.de/10003498942
Saved in:
6
Pricing and
hedging
quanto forward-starting floating-strike Asian options
Chang, Chuang-chang
;
Liao, Tzu-hsiang
;
Tsao, Chueh-yung
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 37-53
Persistent link: https://www.econbiz.de/10009229667
Saved in:
7
Static
hedging
and pricing American knock-out options
Chung, San-lin
;
Shih, Pai-ta
;
Tsai, Wei-che
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 23-48
Persistent link: https://www.econbiz.de/10009760549
Saved in:
8
Charm-adjusted delta and delta gamma
hedging
Mastinsek, Miklavz
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009671106
Saved in:
9
Stochastic alpha-beta-rho
hedging
for foreign exchange options : is it worth the effort?
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
Saved in:
10
Static
hedging
of Asian options under Lévy models
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
3
,
pp. 63-72
Persistent link: https://www.econbiz.de/10002672510
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