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subject:"Risk management"
~isPartOf:"The journal of derivatives : JOD"
~subject:"Volatility"
~subject:"Volatilität"
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The journal of derivatives : JOD
The journal of futures markets
71
Energy economics
54
Journal of banking & finance
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International journal of theoretical and applied finance
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International review of financial analysis
28
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International review of economics & finance : IREF
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Review of Pacific Basin financial markets and policies
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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International journal of bonds and derivatives
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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
The time dimension of volatility : implications for option strategy design
Hill, Joanne M.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 97-109
Persistent link: https://www.econbiz.de/10014231053
Saved in:
4
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
5
Jump, diffusion, and long-term volatility risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
6
A bivariate lattice model to compute risk measures in life insurance policies
Costabile, Massimo
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 123-139
Persistent link: https://www.econbiz.de/10012486033
Saved in:
7
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:
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
A derivatives pricing model with non-cash collateralization
Takino, Kazuhiro
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 123-138
Persistent link: https://www.econbiz.de/10012612946
Saved in:
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