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subject:"Portfolio selection"
~isPartOf:"The journal of derivatives : JOD"
~subject:"Option pricing theory"
~subject:"USA"
~type_genre:"Article in journal"
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Portfolio selection
Option pricing theory
USA
Derivat
29
Derivative
29
Optionspreistheorie
20
options
13
Derivatives
12
Option trading
12
Optionsgeschäft
12
Portfolio-Management
9
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derivatives
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statistical methods
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quantitative methods
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fixed income and structured finance
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Cui, Zhenyu
2
Taylor, Stephen
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Costabile, Massimo
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The journal of derivatives : JOD
The journal of futures markets
193
International journal of theoretical and applied finance
111
Journal of banking & finance
69
Applied mathematical finance
65
Quantitative finance
49
Review of derivatives research
47
The journal of finance : the journal of the American Finance Association
46
European journal of operational research : EJOR
38
The journal of computational finance
35
The journal of derivatives : the official publication of the International Association of Financial Engineers
34
Energy economics
33
Journal of financial and quantitative analysis : JFQA
33
Journal of mathematical finance
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
30
Advances in futures and options research : a research annual
29
Finance and stochastics
29
Journal of financial economics
29
Finance research letters
28
The journal of fixed income
27
International journal of financial engineering
26
The European journal of finance
26
Journal of economic dynamics & control
25
Risks : open access journal
23
International review of financial analysis
22
The North American journal of economics and finance : a journal of financial economics studies
22
The journal of structured finance
21
The review of financial studies
20
Computational economics
19
International review of economics & finance : IREF
19
Applied economics
18
The financial review : the official publication of the Eastern Finance Association
17
Annals of finance
16
Applied economics letters
16
Applied financial economics
16
Insurance / Mathematics & economics
16
Journal of econometrics
16
Journal of risk and financial management : JRFM
14
Review of futures markets
14
The journal of financial research
14
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ECONIS (ZBW)
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1
Equity portfolio trading with volatility and dividend derivatives
Tunaru, Radu
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013174821
Saved in:
2
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
3
Practical application of derivatives in asset management
Scott, Cathy
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 6-7
Persistent link: https://www.econbiz.de/10014231041
Saved in:
4
Application of credit derivatives in portfolio management
Kackar, Sameer
;
Rogal, Kelly
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 81-96
Persistent link: https://www.econbiz.de/10014231050
Saved in:
5
Simplified option price derivations
Shimko, David C.
- In:
The journal of derivatives : JOD
29
(
2022
)
5
,
pp. 9-19
Persistent link: https://www.econbiz.de/10014231070
Saved in:
6
Optimal volatility dependent derivatives in the stochastic volatility model
Dyachenko, Artem
;
Rieger, Marc Oliver
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 24-44
Persistent link: https://www.econbiz.de/10012612918
Saved in:
7
Bias correction for bond option greeks via jackknife
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012612919
Saved in:
8
A closed-form model-free implied volatility formula through delta families
Cui, Zhenyu
;
Kirkby, Justin
;
Nguyen, Duy
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 111-127
Persistent link: https://www.econbiz.de/10012612926
Saved in:
9
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
10
Pricing and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
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