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~isPartOf:"International journal of theoretical and applied finance"
~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
170
Optionsgeschäft
170
Option pricing theory
140
Optionspreistheorie
140
Volatility
47
Volatilität
47
Stochastic process
44
Stochastischer Prozess
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barrier options
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Elliott, Robert J.
2
Escobar, Marcos
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Siu, Tak Kuen
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Zagst, Rudi
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1
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1
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1
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1
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1
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1
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International journal of theoretical and applied finance
The journal of computational finance
The journal of futures markets
55
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.
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Computational economics
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Global finance journal
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International review of financial analysis
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Swiss Finance Institute Research Paper
7
The journal of finance : the journal of the American Finance Association
7
Always learning
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Applied economics letters
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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
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:
2
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
3
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
4
Sinh-acceleration for B-spline projection with option pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
Saved in:
5
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:
6
Conic CVA and DVA for option portfolios
Bakel, Sjoerd van
;
Borovkova, Svetlana
;
Michielon, Matteo
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012496518
Saved in:
7
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
8
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
9
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:
10
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
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