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~isPartOf:"The European journal of finance"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Quantitative finance"
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Search: subject:"Wertpapier"
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Derivat
199
Derivative
199
Option pricing theory
131
Optionspreistheorie
131
Theorie
109
Theory
109
Securities trading
94
Wertpapierhandel
94
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71
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Benth, Fred Espen
8
Jaimungal, Sebastian
6
Cartea, Álvaro
5
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4
Donnelly, Ryan
4
Dunis, Christian
4
Härdle, Wolfgang
4
Nolte, Ingmar
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Zagst, Rudi
4
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3
Ap Gwilym, Owain
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Baldeaux, Jan
3
Bossu, Sébastien
3
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3
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3
Cotter, John
3
Cucuringu, Mihai
3
Eberlein, Ernst
3
Funahashi, Hideharu
3
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3
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3
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2
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2
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2
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2
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2
Delage, Erick
2
Drissi, Fayçal
2
Elliott, Robert J.
2
Gençay, Ramazan
2
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2
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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The European journal of finance
Applied mathematical finance
Quantitative finance
Journal of banking & finance
488
The journal of futures markets
459
Working paper / National Bureau of Economic Research, Inc.
407
NBER working paper series
368
The journal of finance : the journal of the American Finance Association
323
Journal of financial economics
291
NBER Working Paper
288
International journal of theoretical and applied finance
242
The journal of structured finance
234
Finance research letters
227
The review of financial studies
226
Discussion paper / Centre for Economic Policy Research
218
International review of financial analysis
211
The journal of fixed income
202
Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen
185
Journal of financial and quantitative analysis : JFQA
181
Die Bank
169
Energy economics
160
Journal of financial markets
159
International review of economics & finance : IREF
152
Journal of securities operations & custody
148
Pacific-Basin finance journal
147
SpringerLink / Bücher
138
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Applied economics
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Euromoney
127
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126
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125
The North American journal of economics and finance : a journal of financial economics studies
122
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121
Management science : journal of the Institute for Operations Research and the Management Sciences
119
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
118
IMF working papers
117
Finance and economics discussion series
110
Research paper series / Swiss Finance Institute
110
Applied economics letters
104
Journal of international money and finance
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ECONIS (ZBW)
361
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1
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
2
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
3
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
4
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
5
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
6
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
7
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
8
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
9
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
10
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
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