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~isPartOf:"International journal of financial engineering"
~subject:"Share price"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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Share price
Volatilität
Derivat
30
Derivative
30
Option pricing theory
23
Optionspreistheorie
23
Option trading
13
Optionsgeschäft
13
Stochastic process
13
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Black-Scholes model
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Aghili, A.
1
Cui, Zhenyu
1
Dunsmuir, William T.M.
1
Florescu, Ionuţ
1
Funahashi, Hideharu
1
Guo, Shimin
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Kwok, Yue-Kuen
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Stefanica, Dan
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1
Xu, Wei
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Yang, Ying
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Ye, Zhongxing
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Yuan, George
1
Yuan, Steven
1
Zhao, Liheng
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International journal of financial engineering
The journal of futures markets
72
Journal of banking & finance
43
International journal of theoretical and applied finance
40
Energy economics
35
Applied mathematical finance
24
International review of financial analysis
24
Finance research letters
22
International review of economics & finance : IREF
22
Review of derivatives research
21
Quantitative finance
20
The European journal of finance
18
The North American journal of economics and finance : a journal of financial economics studies
17
Applied economics letters
16
The journal of finance : the journal of the American Finance Association
16
Applied financial economics
15
Research in international business and finance
15
Applied economics
14
European journal of operational research : EJOR
13
Journal of econometrics
13
Review of quantitative finance and accounting
13
Journal of empirical finance
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
International journal of bonds and derivatives
11
Journal of financial markets
11
Pacific-Basin finance journal
11
Economic modelling
10
Global finance journal
10
Journal of financial economics
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Journal of economic dynamics & control
9
The review of financial studies
9
Working paper
9
Advances in futures and options research : a research annual
8
Finance India : the quarterly journal of Indian Institute of Finance
8
Journal of international financial markets, institutions & money
8
Journal of risk and financial management : JRFM
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Risks : open access journal
8
Finance and stochastics
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1
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
Saved in:
2
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
Saved in:
3
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
4
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
5
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
6
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:
7
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
Saved in:
8
A mean bound financial model and options pricing
Li, Yu
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011807105
Saved in:
9
Fractional Black-Scholes equation
Aghili, A.
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673108
Saved in:
10
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
Saved in:
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