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~isPartOf:"Discussion paper / B"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Hedging
64
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41
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41
Option pricing theory
27
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12
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Frey, Rüdiger
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Discussion paper / B
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
27
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1
A general accurate approximation for pricing and hedging basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
Saved in:
2
A closed-form solution for the global quadratic hedging of options under geometric Gaussian random walks
Godin, Frédéric
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 97-107
Persistent link: https://www.econbiz.de/10012306177
Saved in:
3
Stochastic alpha-beta-rho hedging for foreign exchange options : is it worth the effort?
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
Saved in:
4
Static hedging and pricing American knock-out options
Chung, San-lin
;
Shih, Pai-ta
;
Tsai, Wei-che
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 23-48
Persistent link: https://www.econbiz.de/10009760549
Saved in:
5
Charm-adjusted delta and delta gamma hedging
Mastinsek, Miklavz
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009671106
Saved in:
6
Pricing and hedging quanto forward-starting floating-strike Asian options
Chang, Chuang-chang
;
Liao, Tzu-hsiang
;
Tsao, Chueh-yung
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 37-53
Persistent link: https://www.econbiz.de/10009229667
Saved in:
7
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
8
On pricing and hedging in the swaption market : how many factors, really?
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 9-33
Persistent link: https://www.econbiz.de/10003611410
Saved in:
9
Properties of the chooser flexible cap
Ohnishi, Masamitsu
;
Tamba, Yasuhiro
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 86-102
Persistent link: https://www.econbiz.de/10003611520
Saved in:
10
A closed form approach to the valuation and hedging of basket and spread options
Borovkova, Svetlana
;
Permana, Ferry J.
;
Weide, Hans van der
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 8-24
Persistent link: https://www.econbiz.de/10003498942
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