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subject:"Hedging"
~isPartOf:"International review of economics & finance : IREF"
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Hedging
Option pricing theory
47
Optionspreistheorie
47
Volatility
22
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Option trading
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Optionsgeschäft
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Derivat
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Chang, Chien-Hung
1
Chen, Son-nan
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Gun Youb Park
1
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1
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1
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1
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International review of economics & finance : IREF
International journal of theoretical and applied finance
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Finance and stochastics
29
Applied mathematical finance
28
The journal of futures markets
28
Quantitative finance
26
Journal of banking & finance
23
Insurance / Mathematics & economics
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Journal of economic dynamics & control
15
Review of derivatives research
14
Research paper series / Swiss Finance Institute
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Risks : open access journal
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European journal of operational research : EJOR
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The journal of computational finance
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The European journal of finance
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Finance research letters
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International journal of financial engineering
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of risk and financial management : JRFM
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Advanced mathematical methods for finance
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Advances in futures and options research : a research annual
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Bonn Econ Discussion Papers / BGSE
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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1
On profitability of volatility trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui
;
Sung, Hao-Chang
;
Yang, Jingjing
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
Saved in:
2
Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 330-346
Persistent link: https://www.econbiz.de/10012033703
Saved in:
3
Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
4
Robust hedging performance and volatility risk in option markets : application to Standard and Poor's 500 and Taiwan index options
Han, Chuan-Hsiang
;
Chang, Chien-Hung
;
Kuo, Chii-Shyan
; …
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 160-173
Persistent link: https://www.econbiz.de/10011573571
Saved in:
5
An empirical comparison of implied tree models for KOSPI 200 index options
Kim, In-joon
;
Gun Youb Park
- In:
International review of economics & finance : IREF
15
(
2006
)
1
,
pp. 52-71
Persistent link: https://www.econbiz.de/10003298496
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