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subject:"Risk management"
~isPartOf:"Applied economics"
~isPartOf:"Finance and stochastics"
~subject:"Optionspreistheorie"
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Risk management
Optionspreistheorie
Derivat
90
Derivative
90
Theorie
39
Theory
39
Option pricing theory
30
Volatility
18
Volatilität
18
Hedging
17
Portfolio selection
15
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Applied economics
Finance and stochastics
International journal of theoretical and applied finance
107
Applied mathematical finance
64
Review of derivatives research
47
Quantitative finance
45
Journal of banking & finance
44
The journal of futures markets
44
Energy economics
40
European journal of operational research : EJOR
35
The journal of computational finance
33
Journal of mathematical finance
32
International journal of financial engineering
26
The European journal of finance
26
Risks : open access journal
23
Journal of economic dynamics & control
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
22
The journal of derivatives : JOD
21
Finance research letters
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Insurance / Mathematics & economics
19
International review of economics & finance : IREF
18
International review of financial analysis
18
Computational economics
16
Journal of econometrics
16
Wiley finance series
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Annals of finance
14
Applied economics letters
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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Journal of financial economics
10
Lecture notes in economics and mathematical systems : LNEMS
10
Mathematical finance
10
NBER working paper series
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Research paper series / Swiss Finance Institute
10
Economic modelling
9
International Journal of Financial Studies : open access journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
2
Additive logistic processes in option pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
Saved in:
3
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
4
Minimum-variance hedging of Bitcoin inverse futures
Deng, Jun
;
Pan, Huifeng
;
Zhang, Shuyu
;
Zou, Bin
- In:
Applied economics
52
(
2020
)
58
,
pp. 6320-6337
Persistent link: https://www.econbiz.de/10012415993
Saved in:
5
Spot market and derivative segment of equity in India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
6
Directly pricing VIX futures : the role of dynamic volatility and jump intensity
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
Applied economics
54
(
2022
)
32
,
pp. 3678-3694
Persistent link: https://www.econbiz.de/10013410814
Saved in:
7
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
8
Linear credit risk models
Ackerer, Damien
;
Filipović, Damir
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 169-214
Persistent link: https://www.econbiz.de/10012253344
Saved in:
9
Regime switching affine processes with applications to finance
Beek, Misha van
;
Mandjes, Michel
;
Spreij, Peter
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 309-333
Persistent link: https://www.econbiz.de/10012253354
Saved in:
10
Impacts of derivative markets on spot market volatility and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
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