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~isPartOf:"Applied economics letters"
~isPartOf:"The journal of computational finance"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Derivative"
~subject:"Hedging"
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Search: subject_exact:"Option trading"
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Behavioural finance
Derivative
Hedging
Option trading
73
Optionsgeschäft
73
Option pricing theory
66
Optionspreistheorie
66
Volatility
20
Volatilität
20
Stochastic process
18
Stochastischer Prozess
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Theorie
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Theory
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Black-Scholes model
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Black-Scholes-Modell
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Derivat
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Monte Carlo simulation
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Monte-Carlo-Simulation
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stochastic volatility
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Experiment
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barrier options
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Numerical analysis
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Numerisches Verfahren
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American options
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Asian options
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Credit risk
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Estimation
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Finanzmathematik
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Index futures
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Index-Futures
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Kreditrisiko
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Mathematical finance
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Schätzung
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option pricing
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Wang, Xingchun
3
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Davis, Jesse
1
Devos, Laurens
1
Eliezer, David
1
Escobar, Marcos
1
Fink, Holger Maria
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Graaf, Cornelis S. L. de
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Li, Xiaoping
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1
O'Sullivan, Conall
1
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Panz, Sven
1
Reyners, Sofie
1
Ryu, Doojin
1
Ryu, Doowon
1
Schoutens, Wim
1
Sloot, Peter M. A.
1
Wang, Guanying
1
Yang, Heejin
1
Zagst, Rudi
1
Zeng, Yaxiong
1
Zhou, Chunyang
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Applied economics letters
The journal of computational finance
The journal of futures markets
55
International journal of theoretical and applied finance
39
Journal of banking & finance
32
Review of derivatives research
29
Quantitative finance
20
Applied mathematical finance
17
Journal of financial economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
Wiley trading series
17
International review of economics & finance : IREF
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Finance research letters
15
Finance and stochastics
14
International journal of financial engineering
13
Journal of financial markets
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
European journal of operational research : EJOR
12
The journal of derivatives : JOD
12
Journal of economic dynamics & control
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The European journal of finance
10
Journal of mathematical finance
9
Bloomberg financial series
8
NBER working paper series
8
Research paper series / Swiss Finance Institute
8
Review of quantitative finance and accounting
8
Risks : open access journal
8
Working paper / National Bureau of Economic Research, Inc.
8
Computational economics
7
Global finance journal
7
International review of financial analysis
7
Swiss Finance Institute Research Paper
7
The journal of finance : the journal of the American Finance Association
7
Always learning
6
Energy economics
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Journal of risk
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
2
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
3
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
4
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
5
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
6
Valuing vulnerable options with two underlying assets
Wang, Xingchun
- In:
Applied economics letters
27
(
2020
)
21
,
pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
Saved in:
7
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
8
Hedging of options in the presence of jump clustering
Hainaut, Donatien
;
Moraux, Franck
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
Saved in:
9
Portfolio optimization for American options
Zeng, Yaxiong
;
Klabjan, Diego
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 37-64
Persistent link: https://www.econbiz.de/10011988191
Saved in:
10
Efficient estimation of sensitivities for counterparty credit risk with the finite difference Monte Carlo method
Graaf, Cornelis S. L. de
;
Kandhai, Drona
;
Sloot, Peter M. A.
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10011691615
Saved in:
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