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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Risiko"
~subject:"Share price"
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Risiko
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Option pricing theory
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Hamerle, Alfred
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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
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Insurance / Mathematics & economics
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Review of derivatives research
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Applied mathematical finance
10
Finance and stochastics
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Risks : open access journal
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The European journal of finance
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European journal of operational research : EJOR
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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
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Applied economics
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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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Mathematics and financial economics
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Swiss Finance Institute Research Paper
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Annals of finance
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Economics letters
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International journal of financial engineering
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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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Journal of financial econometrics
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NBER working paper series
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1
Stein's overreaction puzzle : option anomaly or perfectly rational behavior?
Lehnert, Thorsten
;
Lin, Yuehao
;
Martelin, Nicolas
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 22-35
Persistent link: https://www.econbiz.de/10011687179
Saved in:
2
Correlation, smile, volatility skew, and systematic risk sensitivity of tranches
Hamerle, Alfred
;
Igl, Andreas
;
Plank, Kilian
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 9-27
Persistent link: https://www.econbiz.de/10009671109
Saved in:
3
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
4
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
Saved in:
5
On bounding option prices in Paretian stable markets
Popova, Ivilina
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
Saved in:
6
Risk containment for investors with multivariate utility functions
Kritzman, Mark
- In:
The journal of derivatives : the official publication …
5
(
1998
)
3
,
pp. 28-44
Persistent link: https://www.econbiz.de/10001242386
Saved in:
7
The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F.
- In:
The journal of derivatives : the official publication …
1
(
1994
)
4
,
pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
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