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Derivat
59
Derivative
59
Option pricing theory
39
Optionspreistheorie
39
Stochastic process
19
Stochastischer Prozess
19
Volatility
19
Volatilität
19
Hedging
16
Option trading
12
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10
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Kreditrisiko
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Derivatives
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Option pricing
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Risk
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Risk measure
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Black-Scholes model
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Black-Scholes-Modell
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Derivative pricing
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Interest rate derivative
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Options
5
Zinsderivat
5
Commodity derivative
4
Credit derivative
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Electric power industry
4
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4
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59
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Benth, Fred Espen
2
Bossu, Sébastien
2
Bunn, Derek W.
2
Carr, Peter
2
Christensen, Troels Sønderby
2
Delage, Erick
2
Funahashi, Hideharu
2
Jacquier, Antoine
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Papanicolaou, Andrew
2
Sit, Tony
2
Tang, Ke
2
Wong, Hoi Ying
2
Alexander, Carol
1
Anagnostou, I.
1
Asensio, Ivan Oscar
1
Azzone, Michele
1
Bao, Li
1
Baviera, Roberto
1
Bo, Lijun
1
Bollinger, Thomas R.
1
Bonesini, O.
1
Bormetti, Giacomo
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Bouchouev, Ilia
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Brigo, Damiano
1
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1
Capriotti, Luca
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Carbonneau, Alexandre
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1
De Spiegeleer, Jan
1
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1
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Deng, Jun
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1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
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Quantitative finance
The journal of futures markets
390
Journal of banking & finance
177
International journal of theoretical and applied finance
171
Energy economics
121
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
79
Journal of financial economics
73
Review of derivatives research
68
SpringerLink / Bücher
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
International review of financial analysis
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Finance research letters
61
The European journal of finance
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Applied financial economics
60
International review of economics & finance : IREF
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58
European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
Applied economics
45
Finance and stochastics
45
The journal of fixed income
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Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
42
Wiley finance series
40
Economics letters
39
Journal of mathematical finance
39
The review of financial studies
39
Applied economics letters
38
Journal of economic dynamics & control
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Derivatives & financial instruments
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Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
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Finance and economics discussion series
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ECONIS (ZBW)
59
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1
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
2
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
3
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
4
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
5
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
6
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
7
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
8
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
9
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
10
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
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