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~isPartOf:"International journal of financial engineering"
~subject:"Black-Scholes-Modell"
~subject:"Börsenkurs"
~subject:"Option trading"
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Black-Scholes-Modell
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Derivat
31
Derivative
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Option pricing theory
24
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24
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14
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Aghili, A.
1
Arai, Takuji
1
Burro, Giacomo
1
Dunsmuir, William T.M.
1
Engelmann, Bernd
1
Funahashi, Hideharu
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International journal of financial engineering
The journal of futures markets
57
Journal of banking & finance
38
International journal of theoretical and applied finance
32
Finanzmarkt und Portfolio-Management
28
The journal of finance : the journal of the American Finance Association
22
Applied mathematical finance
21
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
21
Finance research letters
21
Swiss journal of economics and statistics
20
Quantitative finance
19
Review of derivatives research
19
International review of economics & finance : IREF
18
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of financial economics
17
Review of quantitative finance and accounting
16
Applied economics letters
15
International review of financial analysis
15
Journal of mathematical finance
14
The European journal of finance
14
The journal of derivatives : JOD
13
European journal of operational research : EJOR
12
Journal of financial markets
12
Risks : open access journal
12
Global finance journal
11
Journal of financial and quantitative analysis : JFQA
10
Advances in futures and options research : a research annual
9
Applied economics
9
Applied financial economics
9
Economic modelling
9
Journal of economic dynamics & control
9
Pacific-Basin finance journal
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Energy economics
8
Finance and stochastics
8
Journal of econometrics
8
The journal of computational finance
8
The review of financial studies
8
Working paper / National Bureau of Economic Research, Inc.
8
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ECONIS (ZBW)
18
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1
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
2
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
3
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
Saved in:
4
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
5
Heavy-tailed features and dependence in limit order book volume profiles in futures markets
Richards, Kylie-Anne
;
Peters, Gareth W.
;
Dunsmuir, …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-56
Persistent link: https://www.econbiz.de/10011403201
Saved in:
6
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
7
Fractional Black-Scholes equation
Aghili, A.
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673108
Saved in:
8
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
Saved in:
9
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
Saved in:
10
A mean bound financial model and options pricing
Li, Yu
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011807105
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