//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio selection"
~isPartOf:"Applied mathematical finance"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~subject:"Lévy processes"
~subject:"Option pricing theory"
~subject:"USA"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Derivative"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Lévy processes
Option pricing theory
USA
Derivat
108
Derivative
108
Optionspreistheorie
63
Theorie
32
Theory
32
Volatility
25
Volatilität
25
Stochastic process
24
Stochastischer Prozess
24
Option trading
18
Optionsgeschäft
18
Hedging
15
United States
14
Yield curve
11
Zinsstruktur
11
Credit risk
8
Kreditrisiko
8
Weather
8
Wetter
8
Black-Scholes model
7
Black-Scholes-Modell
7
Börsenkurs
7
Interest rate derivative
7
Portfolio-Management
7
Share price
7
Swap
7
Zinsderivat
7
CAPM
6
Incomplete market
6
Simulation
6
Unvollkommener Markt
6
Interest rate
5
Risiko
5
Risk
5
Zins
5
Energiemarkt
4
more ...
less ...
Online availability
All
Undetermined
23
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
81
Aufsatz in Zeitschrift
81
Language
All
English
81
Author
All
Benth, Fred Espen
3
Sabino, Piergiacomo
3
Cohen, Samuel N.
2
Eberlein, Ernst
2
Howison, Sam
2
Lasser, Dennis J.
2
Lyons, Terry
2
Nejad, Sina
2
Reisinger, Christoph
2
Sircar, Kaushik Ronnie
2
Wang, Sheng
2
Zheng, Wendong
2
Alaton, Peter
1
Alexandridis, A.
1
Aly, Sidi Mohamed Ould
1
Arribas, Imanol Perez
1
Badran, Alexander
1
Bajeux-Besnainou, Isabelle
1
Baldeaux, Jan
1
Bansal, Vipul K.
1
Bayraktar, E.
1
Bossu, Sébastien
1
Bouchaud, Jean-Philippe
1
Bouzianis, George
1
Brooks, Robert
1
Bubnys, Edward L.
1
Börger, Reik H.
1
Chance, Don M.
1
Chang, Suckjeong J.
1
Chen, Son-nan
1
Chiang, Raymond
1
Chiarella, Carl
1
Chiu, Chun-Yuan
1
Choi, Seung-mook S.
1
Collins, M. Cary
1
Cont, Rama
1
Cufaro Petroni, Nicola
1
Deelstra, Griselda
1
Di Nunno, Giulia
1
Dickinson, Amy
1
more ...
less ...
Published in...
All
Applied mathematical finance
The financial review : the official publication of the Eastern Finance Association
The journal of futures markets
192
International journal of theoretical and applied finance
109
Journal of banking & finance
70
The journal of finance : the journal of the American Finance Association
47
Review of derivatives research
46
Quantitative finance
45
European journal of operational research : EJOR
39
The journal of computational finance
35
The journal of derivatives : the official publication of the International Association of Financial Engineers
34
Energy economics
33
Journal of financial and quantitative analysis : JFQA
33
Journal of mathematical finance
32
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
24
Risks : open access journal
22
The North American journal of economics and finance : a journal of financial economics studies
22
The journal of derivatives : JOD
22
The journal of structured finance
21
The review of financial studies
20
Computational economics
19
International review of financial analysis
19
Applied economics
18
International review of economics & finance : IREF
18
Annals of finance
16
Applied financial economics
16
Insurance / Mathematics & economics
16
Journal of econometrics
16
The journal of business : B
15
The journal of financial research
15
Applied economics letters
14
Journal of risk and financial management : JRFM
14
more ...
less ...
Source
All
ECONIS (ZBW)
81
Showing
1
-
10
of
81
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
The determinants of open interest in option markets
Harris, Jeffrey H.
;
Shafer, Michael T.
- In:
The financial review : the official publication of the …
57
(
2022
)
2
,
pp. 295-318
Persistent link: https://www.econbiz.de/10013189511
Saved in:
5
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo
;
Cufaro Petroni, Nicola
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
Saved in:
6
Static replication of European multi-asset options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
Saved in:
7
Exact simulation of variance gamma-related OU processes : application to the pricing of energy derivatives
Sabino, Piergiacomo
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 207-227
Persistent link: https://www.econbiz.de/10012315167
Saved in:
8
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
9
Non-parametric pricing and hedging of exotic derivatives
Lyons, Terry
;
Nejad, Sina
;
Perez Arribas, Imanol
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 457-494
Persistent link: https://www.econbiz.de/10012516168
Saved in:
10
Detecting and repairing arbitrage in traded option prices
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->