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~isPartOf:"Annals of finance"
~subject:"Derivat"
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Annals of finance
The journal of futures markets
105
Energy economics
76
International journal of theoretical and applied finance
38
Journal of banking & finance
37
International review of financial analysis
26
International review of economics & finance : IREF
23
Finance research letters
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The European journal of finance
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Journal of financial economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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European journal of operational research : EJOR
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Research in international business and finance
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Review of derivatives research
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American journal of agricultural economics
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Applied financial economics
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Journal of commodity markets
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Review of quantitative finance and accounting
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The energy journal
10
The journal of finance : the journal of the American Finance Association
10
Computational economics
9
Journal of economic dynamics & control
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
NBER working paper series
9
Risks : open access journal
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of fixed income
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Cogent economics & finance
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European financial management : the journal of the European Financial Management Association
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1
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
2
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
3
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
4
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.
;
Smirnov, Ivan
;
Melʹnikov, …
- In:
Annals of finance
14
(
2018
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
Saved in:
5
On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
Saved in:
6
Pricing and hedging basis risk under no good deal assumption
Carassus, Laurence
;
Temam, E.
- In:
Annals of finance
10
(
2014
)
1
,
pp. 127-170
Persistent link: https://www.econbiz.de/10010244570
Saved in:
7
Negative call prices
Ruf, Johannes
- In:
Annals of finance
9
(
2013
)
4
,
pp. 787-794
Persistent link: https://www.econbiz.de/10010196568
Saved in:
8
Risk measure pricing and hedging in incomplete markets
Xu, Mingxin
- In:
Annals of finance
2
(
2006
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10003229733
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