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~isPartOf:"Applied economics"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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hedging effectiveness
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Backwell, Alex
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Dempsey, Michael
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Lee, Kyungsub
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Applied economics
International journal of theoretical and applied finance
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Finance and stochastics
29
Applied mathematical finance
28
The journal of futures markets
28
Quantitative finance
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Insurance / Mathematics & economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Journal of economic dynamics & control
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Review of derivatives research
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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Energy economics
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European journal of operational research : EJOR
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Risk and decision analysis
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The journal of computational finance
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International journal of financial engineering
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Advanced mathematical methods for finance
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Advances in futures and options research : a research annual
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International review of economics & finance : IREF
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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:
2
Analytic formula for option margin with liquidity costs under dynamic delta hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
3
Pricing and hedging options with GARCH-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
4
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
5
Weather derivatives structuring and pricing : a sustainable agricultural approach in Africa
Kermiche, L.
;
Vuillermet, N.
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 165-177
Persistent link: https://www.econbiz.de/10011412618
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