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~isPartOf:"International journal of financial engineering"
~subject:"Option trading"
~subject:"Volatilität"
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Option trading
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13
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International journal of financial engineering
The journal of futures markets
66
International journal of theoretical and applied finance
53
Energy economics
38
Journal of banking & finance
36
Applied mathematical finance
31
Finance research letters
28
Review of derivatives research
28
International review of economics & finance : IREF
27
Quantitative finance
25
International review of financial analysis
23
The North American journal of economics and finance : a journal of financial economics studies
21
The European journal of finance
20
Applied financial economics
17
European journal of operational research : EJOR
17
Journal of economic dynamics & control
17
Journal of econometrics
15
Journal of financial economics
15
The journal of derivatives : JOD
15
Risks : open access journal
14
Applied economics letters
13
Finanzmarkt und Portfolio-Management
13
Journal of mathematical finance
13
Research in international business and finance
13
Applied economics
12
Journal of financial markets
12
Journal of risk and financial management : JRFM
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Economic modelling
10
Finance and stochastics
10
Journal of international financial markets, institutions & money
10
Review of quantitative finance and accounting
10
The journal of computational finance
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Journal of empirical finance
9
Working paper
9
Global finance journal
8
International journal of bonds and derivatives
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
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ECONIS (ZBW)
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1
Trading VIX futures under mean reversion with regime switching
Li, Jiao
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011588132
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
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:
4
Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
5
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:
6
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
Saved in:
7
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
8
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
9
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:
10
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
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