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~isPartOf:"International journal of financial engineering"
~subject:"Risiko"
~subject:"Share price"
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Risiko
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Option pricing theory
115
Optionspreistheorie
115
Stochastic process
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Volatility
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option pricing
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Schoutens, Wim
2
De Spiegeleer, Jan
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Dhaene, Jan
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Forys, Monika B.
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Hüttner, Amelie
1
Linders, Daniël
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Marquet, Ine
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Matsumoto, Koichi
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International journal of financial engineering
International journal of theoretical and applied finance
23
Research paper series / Swiss Finance Institute
19
Journal of banking & finance
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Finance research letters
15
Quantitative finance
14
The journal of futures markets
14
Insurance / Mathematics & economics
13
Review of derivatives research
13
Applied mathematical finance
10
Finance and stochastics
10
Risks : open access journal
10
The European journal of finance
9
European journal of operational research : EJOR
8
Journal of mathematical finance
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Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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The journal of finance : the journal of the American Finance Association
8
Applied economics
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Journal of econometrics
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Swiss Finance Institute Research Paper
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The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Annals of finance
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Economics letters
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International review of financial analysis
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Journal of financial and quantitative analysis : JFQA
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The review of financial studies
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Economic modelling
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International review of economics & finance : IREF
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1
The semi-martingale equilibrium equity premium for risk-neutral investors
Mukupa, George M.
;
Offen, Elias R.
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012028816
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2
Hedging and pricing illiquid options with market impacts
Saito, Taiga
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011778270
Saved in:
3
Mean-variance hedging with model risk
Matsumoto, Koichi
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011807096
Saved in:
4
The impact of skew on the pricing of CoCo bonds
De Spiegeleer, Jan
;
Forys, Monika B.
;
Marquet, Ine
; …
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011673124
Saved in:
5
A note on the valuation of CDS options and extension risk in a structural model with jumps
Hüttner, Amelie
;
Scherer, Matthias
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011577113
Saved in:
6
Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël
;
Dhaene, Jan
;
Schoutens, Wim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011333475
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