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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Hedging
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
203
Optionspreistheorie
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Theorie
104
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104
Option trading
54
Optionsgeschäft
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Engle, Robert F.
2
Rosenberg, Joshua V.
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
101
Mathematical finance : an international journal of mathematics, statistics and financial theory
58
Quantitative finance
58
The journal of computational finance
51
Applied mathematical finance
47
Finance and stochastics
46
The journal of futures markets
42
Journal of banking & finance
40
Insurance / Mathematics & economics
30
Journal of economic dynamics & control
25
Computational economics
24
European journal of operational research : EJOR
24
Energy economics
22
Research paper series / Swiss Finance Institute
22
Review of derivatives research
22
Finance research letters
21
Risks : open access journal
21
Journal of financial economics
20
Journal of risk and financial management : JRFM
20
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
18
The North American journal of economics and finance : a journal of financial economics studies
18
International journal of financial engineering
16
The European journal of finance
16
Journal of econometrics
13
Swiss Finance Institute Research Paper
13
Journal of mathematical finance
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The review of financial studies
11
Applied economics
10
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
Mathematical methods of operations research
10
Asia-Pacific financial markets
9
Discussion paper / B
9
International review of economics & finance : IREF
9
Journal of financial and quantitative analysis : JFQA
9
Risk and decision analysis
9
International review of financial analysis
8
Journal of empirical finance
8
Journal of financial markets
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1
Static hedging of timing risk
Carr, Peter
;
Picron, Jean-Francois
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001432497
Saved in:
2
On perpetual American strangles
Moraux, Franck
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
Saved in:
3
Four things you might not know about the Black-Scholes formula
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 77-81
Persistent link: https://www.econbiz.de/10003673319
Saved in:
4
Simulating path-dependent options : a new approach
Babsiri, Mohamed el
;
Noel, Gerald
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10001355631
Saved in:
5
GARCH gamma
Engle, Robert F.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
Saved in:
6
Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
Saved in:
7
Credit risk derivatives
Das, Sanjiv R.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
3
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001219525
Saved in:
8
Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011687326
Saved in:
9
Stochastic alpha-beta-rho hedging for foreign exchange options : is it worth the effort?
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
Saved in:
10
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10001522314
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