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~isPartOf:"Journal of risk"
~subject:"Hedging"
~subject:"Option trading"
~subject:"Risiko"
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Hedging
Option trading
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Option pricing theory
25
Optionspreistheorie
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10
Derivat
6
Derivative
6
Black-Scholes model
4
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option pricing
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Kim, Sol
2
AitSahlia, Farid
1
Cheridito, Patrick
1
Doran, James S.
1
Engelmann, Bernd
1
Fengler, Matthias R.
1
Fodor, Andy
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Hamidieh, Kam
1
Joshi, Mark S.
1
Kandhai, Drona
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Kim, Dahea
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Lem, Han van der
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Lindset, Snorre
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Madan, Dilip B.
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Runnemo, Andreas
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Schwendner, Peter
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Siddiqi, Hammad
1
Tas, Jurgen M. C.
1
Theiakos, Alexios
1
Wang, King
1
Xu, Zhikai
1
Yamada, Yuji
1
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Journal of risk
International journal of theoretical and applied finance
145
The journal of futures markets
99
Applied mathematical finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Review of derivatives research
70
Quantitative finance
68
The journal of computational finance
67
Journal of banking & finance
65
The journal of derivatives : the official publication of the International Association of Financial Engineers
62
Finance and stochastics
56
Journal of economic dynamics & control
53
Finance research letters
47
Insurance / Mathematics & economics
43
Research paper series / Swiss Finance Institute
41
European journal of operational research : EJOR
39
The North American journal of economics and finance : a journal of financial economics studies
39
International journal of financial engineering
38
Journal of mathematical finance
33
Risks : open access journal
33
Computational economics
32
The European journal of finance
25
International review of economics & finance : IREF
24
Swiss Finance Institute Research Paper
24
Journal of financial economics
23
Review of quantitative finance and accounting
22
Journal of risk and financial management : JRFM
21
Applied economics
20
Asia-Pacific financial markets
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Annals of finance
19
Economic modelling
19
Energy economics
17
NBER working paper series
17
The journal of derivatives : JOD
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
International review of financial analysis
15
Mathematics and financial economics
15
Journal of econometrics
13
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1
Pricing and hedging options with rollover parameters
Kim, Sol
- In:
Journal of risk
19
(
2017
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011747093
Saved in:
2
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
Saved in:
3
Acceptability bounds for forward starting options using disciplined convex programming
Madan, Dilip B.
;
Wang, King
- In:
Journal of risk
19
(
2016
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013177069
Saved in:
4
Delta-hedged gains and risk-neutral moments
Kim, Dahea
;
Kim, Sol
- In:
Journal of risk
19
(
2016
)
2
,
pp. 31-59
Persistent link: https://www.econbiz.de/10013177077
Saved in:
5
Ultra-fast scenario analysis of mortgage prepayment risk
Theiakos, Alexios
;
Tas, Jurgen M. C.
;
Lem, Han van der
; …
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 19-33
Persistent link: https://www.econbiz.de/10011298889
Saved in:
6
A reduced-form contingent convertible bond model with deterministic conversion intensity
Cheridito, Patrick
;
Xu, Zhikai
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011298892
Saved in:
7
Managing option-trading risk when mental accounting influences prices
Siddiqi, Hammad
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013262946
Saved in:
8
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 87-108
Persistent link: https://www.econbiz.de/10003881606
Saved in:
9
Film-specific option risk and implications for asset pricing
Doran, James S.
;
Fodor, Andy
- In:
Journal of risk
12
(
2009/10
)
1
,
pp. 17-52
Persistent link: https://www.econbiz.de/10003900327
Saved in:
10
Hedging under alternative stickiness assumptions : an emperical analysis for barrier options
Engelmann, Bernd
;
Fengler, Matthias R.
;
Schwendner, Peter
- In:
Journal of risk
12
(
2009/10
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10003900335
Saved in:
1
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