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~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Derivative"
~type_genre:"Aufsatz in Zeitschrift"
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Applied economics letters
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
37
Quantitative finance
28
Review of derivatives research
23
Applied mathematical finance
22
International journal of financial engineering
21
The journal of derivatives : JOD
20
European journal of operational research : EJOR
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Journal of mathematical finance
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The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
17
International review of economics & finance : IREF
16
Journal of banking & finance
16
The journal of computational finance
16
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14
Computational economics
12
Energy economics
12
Applied economics
10
Finance and stochastics
10
Journal of econometrics
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Journal of economic dynamics & control
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International review of financial analysis
9
The European journal of finance
9
Economics letters
7
Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
7
Pacific-Basin finance journal
7
Research in international business and finance
7
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6
Mathematics and financial economics
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Theoretical economics letters
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Global finance journal
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International journal of bonds and derivatives
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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1
Irreversible investment, ambiguity and equity default swaps
Tang, Xiaolin
;
Yang, Zhaojun
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1301-1305
Persistent link: https://www.econbiz.de/10012135390
Saved in:
2
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
3
Intraday hedging with financial options : the case of electricity
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1448-1454
Persistent link: https://www.econbiz.de/10011853065
Saved in:
4
Option moneyness and price disagreements
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 192-196
Persistent link: https://www.econbiz.de/10011853836
Saved in:
5
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
6
Valuing vulnerable options with two underlying assets
Wang, Xingchun
- In:
Applied economics letters
27
(
2020
)
21
,
pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
Saved in:
7
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
8
Financial derivatives and default dependence : a time-varying copula approach
Zhang, Xuan
;
Liu, Ding
;
Zhao, Yang
;
Zhang, Zhekai
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 958-963
Persistent link: https://www.econbiz.de/10012589711
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9
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
10
Climate derivatives strategies as an alternative to set up guaranteed prices for agricultural producers in México
Cruz-Aké, Salvador
;
García-Ruiz, Reyna Susana
; …
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 302-318
Persistent link: https://www.econbiz.de/10013553404
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