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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"
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Risk management
Option pricing theory
Derivat
108
Derivative
108
Optionspreistheorie
49
Theorie
32
Theory
32
Volatility
27
Volatilität
27
Hedging
21
Kreditrisiko
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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
107
Applied mathematical finance
64
Quantitative finance
45
Journal of banking & finance
44
The journal of futures markets
44
Energy economics
40
European journal of operational research : EJOR
35
The journal of computational finance
33
Journal of mathematical finance
32
International journal of financial engineering
26
The European journal of finance
26
Risks : open access journal
23
Journal of economic dynamics & control
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
SpringerLink / Bücher
22
The North American journal of economics and finance : a journal of financial economics studies
22
Finance and stochastics
21
The journal of derivatives : JOD
21
Finance research letters
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Insurance / Mathematics & economics
19
International review of economics & finance : IREF
18
International review of financial analysis
18
Computational economics
16
Journal of econometrics
16
Applied economics
15
Wiley finance series
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Annals of finance
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Applied economics letters
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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Journal of financial economics
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Lecture notes in economics and mathematical systems : LNEMS
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Mathematical finance
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NBER working paper series
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Research paper series / Swiss Finance Institute
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Economic modelling
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International Journal of Financial Studies : open access journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
65
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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
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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
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
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