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Option pricing theory
139
Optionspreistheorie
139
Hedging
124
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104
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104
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87
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87
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71
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Wang, Xingchun
7
Lee, Hangsuck
6
Ha, Hongjun
4
Lee, Minha
4
Bouri, Elie
3
Chen, Jun-Home
3
Escobar, Marcos
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Finance research letters
The journal of futures markets
875
MPRA Paper
824
NBER Working Papers
799
International journal of theoretical and applied finance
595
Working Paper
463
Journal of banking & finance
432
CEPR Discussion Papers
405
Research paper series / Swiss Finance Institute
403
ECB Working Paper
339
CESifo Working Paper
317
NBER working paper series
315
Finance and stochastics
304
Mathematical finance : an international journal of mathematics, statistics and financial theory
297
Applied mathematical finance
291
Swiss Finance Institute Research Paper
288
The journal of derivatives : the official publication of the International Association of Financial Engineers
282
Economics Papers from University Paris Dauphine
275
The journal of computational finance
267
Quantitative finance
258
IMF Working Papers
250
Energy economics
246
CESifo working papers
239
Journal of Banking & Finance
239
Insurance / Mathematics & economics
212
European journal of operational research : EJOR
210
Review of derivatives research
209
Finance
206
Journal of financial economics
203
Working paper
200
CESifo Working Paper Series
179
Journal of economic dynamics & control
178
The journal of finance : the journal of the American Finance Association
177
Risks : open access journal
175
International review of financial analysis
172
International review of economics & finance : IREF
170
Journal of risk and financial management : JRFM
158
Discussion paper / Tinbergen Institute
155
The European journal of finance
154
Working paper / National Bureau of Economic Research, Inc.
153
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ECONIS (ZBW)
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1
Quadratic
hedging
strategies for volatility swaps
Wang, Xingchun
;
Fu, Jianping
;
Wang, Guanying
;
Wang, Yongjin
- In:
Finance research letters
15
(
2015
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
Saved in:
2
Improving futures
hedging
performance using option information : evidence from the S&P 500 index
Bai, Yujuan
;
Pan, Zhiyuan
;
Liu, Li
- In:
Finance research letters
28
(
2019
),
pp. 112-117
Persistent link: https://www.econbiz.de/10012388029
Saved in:
3
Informativeness of truncation in the options market
Lee, Geul
;
Ryu, Doojin
;
Yang, Li
- In:
Finance research letters
72
(
2025
),
pp. 1-6
Persistent link: https://www.econbiz.de/10015176872
Saved in:
4
Valuing options with hybrid default risk under the stochastic volatility model
Yun, Ana
;
Kim, Geonwoo
- In:
Finance research letters
72
(
2025
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015207074
Saved in:
5
CAPM option pricing
Husmann, Sven
;
Todorova, Neda
- In:
Finance research letters
8
(
2011
)
4
,
pp. 213-219
Persistent link: https://www.econbiz.de/10009425849
Saved in:
6
Asymptotic expansion of European options with mean-reverting stochastic volatility dynamics
Hu, Jun
;
Kanniainen, Juho
- In:
Finance research letters
14
(
2015
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011552564
Saved in:
7
Equilibrium option pricing : a Monte Carlo approach
Buchner, Axel
- In:
Finance research letters
15
(
2015
),
pp. 138-145
Persistent link: https://www.econbiz.de/10011553023
Saved in:
8
Pricing options under the non-affine stochastic volatility models : an extension of the high-order compact numerical scheme
Shi, Guangping
;
Liu, Xiaoxing
;
Tang, Pan
- In:
Finance research letters
16
(
2016
),
pp. 220-229
Persistent link: https://www.econbiz.de/10011656186
Saved in:
9
Real option, debt maturity and equity default swaps under negotiation
Gan, Liu
;
Luo, Pengfei
;
Yang, Zhaojun
- In:
Finance research letters
18
(
2016
),
pp. 278-284
Persistent link: https://www.econbiz.de/10011657215
Saved in:
10
Pricing vulnerable options with stochastic default barriers
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 305-313
Persistent link: https://www.econbiz.de/10011657733
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