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subject:"Risk management"
~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association"
~isPartOf:"Review of derivatives research"
~isPartOf:"Schriftenreihe Finanzmanagement"
~subject:"Option pricing theory"
~subject:"Volatility"
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Risk management
Option pricing theory
Volatility
Derivat
108
Derivative
108
Optionspreistheorie
49
Theorie
32
Theory
32
Volatilität
27
Hedging
21
Kreditrisiko
20
Risikomanagement
19
Option trading
18
Optionsgeschäft
18
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18
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18
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16
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16
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16
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Risk
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Assa, Hirbod
2
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Büchel, Patrick
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Mahayni, Antje
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Muck, Matthias
2
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2
Wang, Xingchun
2
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1
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1
Beisland, Leif Atle
1
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1
Bizid, Abdelhamid
1
Black, J. Roy
1
Bondarenko, Oleg
1
Boyd, Naomi E.
1
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1
Brenner, Menachem
1
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1
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1
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1
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1
Eaves, James
1
Eghbalzadeh, Ramin
1
Escobar, Marcos
1
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1
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Agricultural finance review
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
Review of derivatives research
Schriftenreihe Finanzmanagement
International journal of theoretical and applied finance
115
The journal of futures markets
98
Applied mathematical finance
69
Energy economics
65
Journal of banking & finance
62
Quantitative finance
50
International review of financial analysis
39
European journal of operational research : EJOR
36
Finance research letters
36
The journal of computational finance
35
Journal of mathematical finance
33
The European journal of finance
33
International review of economics & finance : IREF
30
International journal of financial engineering
28
The North American journal of economics and finance : a journal of financial economics studies
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Risks : open access journal
25
Finance and stochastics
24
Journal of economic dynamics & control
24
Applied economics letters
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
The journal of derivatives : JOD
23
SpringerLink / Bücher
22
Applied financial economics
20
Applied economics
19
Insurance / Mathematics & economics
19
Journal of econometrics
18
Research in international business and finance
18
Computational economics
16
Journal of empirical finance
16
Journal of risk and financial management : JRFM
16
Review of Pacific Basin financial markets and policies
16
Economic modelling
15
Wiley finance series
15
Annals of finance
14
Journal of financial economics
14
NBER working paper series
14
SFB 649 discussion paper
14
Econometric Institute research papers
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ECONIS (ZBW)
74
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1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Deep calibration of financial models : turning theory into practice
Büchel, Patrick
;
Kratochwil, Michael
;
Nagl, Maximilian
; …
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10013457606
Saved in:
3
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
4
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
Saved in:
5
Does model complexity improve pricing accuracy? : the case of CoCos
Koziol, Christian
;
Weitz, Sebastian Georg
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012659679
Saved in:
6
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
7
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
8
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
Saved in:
9
Costs of futures hedging in corn and soybean markets
Shi, Ruoding
;
Isengildina Massa, Olga
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 390-409
Persistent link: https://www.econbiz.de/10013285540
Saved in:
10
Economic policy uncertainty and volatility of treasury futures
Zhang, Maojun
;
Zhao, Yang
;
Nan, Jiangxia
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 93-107
Persistent link: https://www.econbiz.de/10013191386
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