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~isPartOf:"The journal of derivatives : JOD"
~subject:"Optionsgeschäft"
~subject:"Rohstoffderivat"
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Optionsgeschäft
Rohstoffderivat
Derivat
29
Derivative
29
Option pricing theory
20
Optionspreistheorie
20
options
13
Derivatives
12
Option trading
12
Portfolio selection
9
Portfolio-Management
9
Theorie
6
Theory
6
Volatility
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Volatilität
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Stochastic process
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Stochastischer Prozess
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derivatives
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statistical methods
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quantitative methods
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Anleihe
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Bond
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Credit risk
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Hedging
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Kreditrisiko
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Risikomanagement
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Risk management
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fixed income and structured finance
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Behavioural finance
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Currency derivative
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Estimation
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Markov chain
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Carr, Peter
1
Chang, Jow-Ran
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Chang, Jui-Jane
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Chen, Sonnan
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Cui, Zhenyu
1
Elliott, Robert J.
1
Fink, Holger Maria
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Gao, Kang
1
Gu, Yuchi
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Hill, Joanne M.
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Itkin, Andrey
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Li, Yong
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The journal of derivatives : JOD
Energy economics
47
The journal of futures markets
35
International journal of theoretical and applied finance
25
International review of economics & finance : IREF
24
Journal of banking & finance
22
International review of financial analysis
20
Review of derivatives research
20
Applied mathematical finance
19
Finance research letters
18
European journal of operational research : EJOR
16
Economic modelling
15
Quantitative finance
15
International journal of financial engineering
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of financial economics
13
The European journal of finance
13
Applied economics letters
12
Journal of commodity markets
10
Risks : open access journal
10
Applied economics
9
Journal of financial markets
9
Research in international business and finance
9
The energy journal
9
Annals of finance
8
Cogent economics & finance
8
Journal of economic dynamics & control
8
Journal of mathematical finance
8
Journal of risk and financial management : JRFM
8
Working paper
8
American journal of agricultural economics
7
Applied financial economics
7
Global finance journal
7
Journal of empirical finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Review of quantitative finance and accounting
7
Applied economic perspectives and policy
6
Computational economics
6
Finance and stochastics
6
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
12
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1
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
2
The time dimension of volatility : implications for option strategy design
Hill, Joanne M.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 97-109
Persistent link: https://www.econbiz.de/10014231053
Saved in:
3
Simplified option price derivations
Shimko, David C.
- In:
The journal of derivatives : JOD
29
(
2022
)
5
,
pp. 9-19
Persistent link: https://www.econbiz.de/10014231070
Saved in:
4
Pricing discretely monitored barrier options under Markov processes through markov chain approximation
Cui, Zhenyu
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 8-33
Persistent link: https://www.econbiz.de/10012486028
Saved in:
5
Jump, diffusion, and long-term volatility risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
6
Analytical valuation of exotic double barrier options
Chang, Jui-Jane
;
Pai, Hui-Ming
;
Wu, Ting-Pin
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 97-122
Persistent link: https://www.econbiz.de/10012486032
Saved in:
7
Can the improved CMBO strategies beat the CMBO index?
Liu, Wei-Han
;
Chang, Jow-Ran
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 163-183
Persistent link: https://www.econbiz.de/10012486036
Saved in:
8
Bias correction for bond option greeks via jackknife
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012612919
Saved in:
9
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
10
Pricing and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
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