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subject:"Portfolio selection"
~isPartOf:"Applied mathematical finance"
~isPartOf:"International review of financial analysis"
~subject:"Black-Scholes-Modell"
~subject:"Lévy processes"
~subject:"Option pricing theory"
~subject:"USA"
~type:"article"
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Search: subject_exact:"Derivative"
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Portfolio selection
Black-Scholes-Modell
Lévy processes
Option pricing theory
USA
Derivat
147
Derivative
147
Optionspreistheorie
75
Volatility
46
Volatilität
46
Theorie
41
Theory
41
Hedging
33
Stochastic process
27
Stochastischer Prozess
27
Option trading
24
Optionsgeschäft
24
Commodity derivative
20
Rohstoffderivat
20
Estimation
14
Schätzung
14
Swap
13
Yield curve
13
Zinsstruktur
13
Credit risk
12
Kreditrisiko
12
Portfolio-Management
12
Risikomanagement
11
Risk management
11
Interest rate derivative
10
Zinsderivat
10
Black-Scholes model
9
Börsenkurs
9
Commodity exchange
9
Credit derivative
9
Kreditderivat
9
Risikoprämie
9
Risk premium
9
Share price
9
Warenbörse
9
ARCH model
8
ARCH-Modell
8
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1
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88
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88
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English
88
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Benth, Fred Espen
3
Sabino, Piergiacomo
3
Xu, Yaofei
3
Yan, Cheng
3
Cohen, Samuel N.
2
Eberlein, Ernst
2
Howison, Sam
2
Lyons, Terry
2
Nejad, Sina
2
Reisinger, Christoph
2
Shi, Yukun
2
Sircar, Kaushik Ronnie
2
Stasinakis, Charalampos
2
Wang, Sheng
2
Zagst, Rudi
2
Zheng, Wendong
2
Alaton, Peter
1
Alexandridis, A.
1
Aly, Sidi Mohamed Ould
1
Antonakakis, Nikolaos
1
Arribas, Imanol Perez
1
Asif, Raheel
1
Badran, Alexander
1
Bajeux-Besnainou, Isabelle
1
Baldeaux, Jan
1
Bayraktar, E.
1
Bessler, Wolfgang
1
Białkowski, Je̜drzej
1
Bossu, Sébastien
1
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1
Bouzianis, George
1
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1
Börger, Reik H.
1
Chen, Ding
1
Chen, Jilong
1
Chiarella, Carl
1
Chiu, Chun-Yuan
1
Cont, Rama
1
Cufaro Petroni, Nicola
1
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Applied mathematical finance
International review of financial analysis
The journal of futures markets
193
International journal of theoretical and applied finance
111
Journal of banking & finance
71
The journal of finance : the journal of the American Finance Association
48
Quantitative finance
47
Review of derivatives research
46
European journal of operational research : EJOR
39
The journal of computational finance
36
Energy economics
34
Journal of financial and quantitative analysis : JFQA
34
The journal of derivatives : the official publication of the International Association of Financial Engineers
34
Journal of mathematical finance
33
Journal of financial economics
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
30
Advances in futures and options research : a research annual
29
Finance and stochastics
29
The journal of fixed income
27
Finance research letters
25
International journal of financial engineering
25
Journal of economic dynamics & control
25
The European journal of finance
25
The journal of derivatives : JOD
23
Risks : open access journal
22
The North American journal of economics and finance : a journal of financial economics studies
22
The journal of structured finance
21
The review of financial studies
21
International review of economics & finance : IREF
20
Computational economics
19
Applied economics
18
Journal of econometrics
17
The financial review : the official publication of the Eastern Finance Association
17
Annals of finance
16
Applied economics letters
16
Applied financial economics
16
Insurance / Mathematics & economics
16
The journal of business : B
15
The journal of financial research
15
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
88
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88
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1
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
2
Dynamic spillovers between leading cryptocurrencies and derivatives tokens : insights from a quantile VAR approach
Yousaf, Imran
;
Pham, Linh
;
Goodell, John W.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543916
Saved in:
3
To hedge or not to hedge? : cryptocurrencies, gold and oil against stock market risk
Echaust, Krzysztof
;
Just, Małgorzata
;
Kliber, Agata
- In:
International review of financial analysis
94
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014543972
Saved in:
4
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
5
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
6
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
7
Dissecting hedge funds' strategies
Noori, Mohammad
;
Hitaj, Asmerilda
- In:
International review of financial analysis
85
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014234967
Saved in:
8
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
9
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
10
The crisis alpha of managed futures : myth or reality?
Asif, Raheel
;
Frömmel, Michael
;
Mende, Alexander
- In:
International review of financial analysis
80
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013366290
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