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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Journal of financial economics"
~isPartOf:"Quantitative finance"
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Search: subject_exact:"Derivatives Finanzinstrument"
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Derivat
202
Derivative
202
Option pricing theory
68
Optionspreistheorie
68
Theorie
49
Theory
49
USA
37
United States
37
Hedging
34
Volatility
32
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32
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31
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Aragon, George O.
3
Bessembinder, Hendrik
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Gay, Gerald D.
3
Hull, John
3
Richardson, Matthew
3
White, Alan
3
Bakshi, Gurdip S.
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Benth, Fred Espen
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Bossu, Sébastien
2
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Carr, Peter
2
Chan, Kalok
2
Christensen, Troels Sønderby
2
Christie-David, Rohan
2
De Spiegeleer, Jan
2
Delage, Erick
2
Funahashi, Hideharu
2
Gandhi, Priyank
2
Glasserman, Paul
2
Grieves, Robin
2
Henderson, Brian J.
2
Jacquier, Antoine
2
Li, Jonathan Yu-Meng
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Lo, Andrew W.
2
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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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2
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2
Sit, Tony
2
Subrahmanyam, Avanidhar
2
Subrahmanyam, Marti G.
2
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2
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of financial economics
Quantitative finance
The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
170
Energy economics
123
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
International review of financial analysis
70
Finance research letters
68
Review of derivatives research
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SpringerLink / Bücher
66
NBER working paper series
63
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61
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European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
52
NBER Working Paper
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Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
43
Applied economics letters
40
Wiley finance series
40
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
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ECONIS (ZBW)
202
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1
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
2
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
3
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
4
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
5
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
6
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
7
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
8
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
9
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
10
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
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