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~isPartOf:"Derivatives & financial instruments"
~isPartOf:"Quantitative finance"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Derivat <Wertpapier>"
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Derivat
95
Derivative
95
Option pricing theory
39
Optionspreistheorie
39
Stochastic process
19
Stochastischer Prozess
19
Volatility
19
Volatilität
19
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16
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15
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15
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12
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11
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91
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Aufsatz in Zeitschrift
Article in journal
95
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3
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3
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95
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Benth, Fred Espen
2
Bossu, Sébastien
2
Bunn, Derek W.
2
Carman, Paul
2
Carr, Peter
2
Christensen, Troels Sønderby
2
Delage, Erick
2
Funahashi, Hideharu
2
Hammer, Viva
2
Jacquier, Antoine
2
Joseph, Anton
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Murre, Donald
2
Papanicolaou, Andrew
2
Peters, M. J.
2
Sit, Tony
2
Tang, Ke
2
Wong, Hoi Ying
2
Alexander, Carol
1
Anagnostou, I.
1
Arnold, Brian
1
Asensio, Ivan Oscar
1
Azzone, Michele
1
Bao, Li
1
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1
Bo, Lijun
1
Bollinger, Thomas R.
1
Bonesini, O.
1
Bormetti, Giacomo
1
Bouchouev, Ilia
1
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1
Brigo, Damiano
1
Bryan, Paget Dare
1
Callegaro, Giulia
1
Capriotti, Luca
1
Carbonneau, Alexandre
1
Chen, Dianfa
1
Chen, Junyao
1
Cheung, William Ming Yan
1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
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Derivatives & financial instruments
Quantitative finance
The journal of futures markets
383
Journal of banking & finance
176
International journal of theoretical and applied finance
170
Energy economics
120
Applied mathematical finance
79
The journal of finance : the journal of the American Finance Association
79
Journal of financial economics
72
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
International review of financial analysis
62
Finance research letters
61
The European journal of finance
61
Applied financial economics
60
International review of economics & finance : IREF
60
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58
European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
Die Bank
48
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45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
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Economics letters
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Journal of mathematical finance
39
The review of financial studies
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Applied economics letters
38
Journal of economic dynamics & control
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Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
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Research in international business and finance
33
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
32
Economic modelling
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Journal of securities operations & custody
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Risks : open access journal
32
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
95
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95
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1
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
2
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
3
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
4
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
5
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
6
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
7
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
8
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
9
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
10
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
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