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subject:"Risk management"
~isPartOf:"Review of derivatives research"
~subject:"Optionspreistheorie"
~subject:"Theorie"
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Risk management
Optionspreistheorie
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Derivat
68
Derivative
68
Option pricing theory
44
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20
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Review of derivatives research
The journal of futures markets
167
International journal of theoretical and applied finance
152
Journal of banking & finance
99
Applied mathematical finance
77
Energy economics
62
Quantitative finance
50
European journal of operational research : EJOR
48
Finance and stochastics
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
43
The journal of computational finance
42
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39
Journal of economic dynamics & control
38
NBER working paper series
38
The European journal of finance
38
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37
Journal of mathematical finance
36
International review of financial analysis
35
SpringerLink / Bücher
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The journal of derivatives : the official publication of the International Association of Financial Engineers
34
Advances in futures and options research : a research annual
33
International review of economics & finance : IREF
33
Finance research letters
31
The North American journal of economics and finance : a journal of financial economics studies
31
NBER Working Paper
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
Economics letters
29
Journal of financial economics
29
International journal of financial engineering
28
The journal of derivatives : JOD
27
Risks : open access journal
26
Applied economics
25
Insurance / Mathematics & economics
25
The journal of credit risk : published quarterly by Incisive Media
24
Applied financial economics
21
Wiley finance series
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Annals of finance
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The journal of fixed income
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ECONIS (ZBW)
56
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1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Deep calibration of financial models : turning theory into practice
Büchel, Patrick
;
Kratochwil, Michael
;
Nagl, Maximilian
; …
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10013457606
Saved in:
3
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
4
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
Saved in:
5
Does model complexity improve pricing accuracy? : the case of CoCos
Koziol, Christian
;
Weitz, Sebastian Georg
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012659679
Saved in:
6
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
7
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
8
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
Saved in:
9
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
10
A model-free approach to multivariate option pricing
Bernard, Carole
;
Bondarenko, Oleg
;
Vanduffel, Steven
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 135-155
Persistent link: https://www.econbiz.de/10012549100
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