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Volatility derivatives and mod...
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Volatility
269
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269
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96
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83
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Ryu, Doojin
7
Gupta, Rangan
5
Wang, Xingchun
5
Grobys, Klaus
4
Ma, Feng
4
Yang, Heejin
4
Chevallier, Julien
3
Ghosh, Saibal
3
Li, Ming-yuan Leon
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Pornsit Jiraporn
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Boroumand, Raphaël Homayoun
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Chintrakarn, Pandej
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Demirer, Rıza
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Hatemi-J, Abdulnasser
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Applied economics letters
The journal of futures markets
1,259
Finance research letters
1,041
Journal of banking & finance
917
NBER working paper series
910
Energy economics
893
Working paper / National Bureau of Economic Research, Inc.
814
NBER Working Paper
751
International journal of theoretical and applied finance
716
International review of financial analysis
672
International review of economics & finance : IREF
640
Applied economics
589
Journal of financial economics
546
Economic modelling
503
The North American journal of economics and finance : a journal of financial economics studies
467
Working paper
433
Research in international business and finance
426
Applied financial economics
423
The journal of finance : the journal of the American Finance Association
421
Discussion paper / Centre for Economic Policy Research
420
Journal of econometrics
397
Economics letters
396
The review of financial studies
383
The journal of derivatives : the official publication of the International Association of Financial Engineers
368
Finance and stochastics
367
Journal of empirical finance
365
Journal of international financial markets, institutions & money
362
Quantitative finance
362
Mathematical finance : an international journal of mathematics, statistics and financial theory
360
The European journal of finance
343
Journal of economic dynamics & control
342
Pacific-Basin finance journal
340
Applied mathematical finance
336
Journal of international money and finance
333
Journal of financial and quantitative analysis : JFQA
330
Journal of risk and financial management : JRFM
322
IMF Working Papers
314
IMF working papers
310
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
307
Research paper series / Swiss Finance Institute
299
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ECONIS (ZBW)
387
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1
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:
2
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
3
The instantaneous return and
volatility
of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Saved in:
4
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:
5
Pricing options on the maximum of two average prices under stochastic
volatility
models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
Saved in:
6
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:
7
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Saved in:
8
The valuation of options on discrete dividend-paying stocks
Shan, Yuanchuang
;
Shu, Huisheng
;
Zhang, Xuekang
;
Yi, Haoran
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1090-1095
Persistent link: https://www.econbiz.de/10014558681
Saved in:
9
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
Saved in:
10
Pricing black-scholes options with correlated credit risk and jump risk
Xu, Weidong
;
Xu, Weijun
;
Xiao, Weilin
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 87-93
Persistent link: https://www.econbiz.de/10010482058
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