//--> //--> //--> //-->
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:"USA"
~isPartOf:"Annals of finance"
~subject:"CAPM"
~subject:"Stochastic process"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
USA
CAPM
Stochastic process
Derivat
20
Derivative
20
Option pricing theory
12
Optionspreistheorie
12
Stochastischer Prozess
9
Theorie
7
Theory
7
Hedging
6
Incomplete market
5
Risikoprämie
5
Risk premium
5
Unvollkommener Markt
5
Commodity derivative
4
Option trading
4
Optionsgeschäft
4
Portfolio selection
4
Portfolio-Management
4
Rohstoffderivat
4
Martingal
3
Martingale
3
Risiko
3
Risk
3
Allgemeines Gleichgewicht
2
Analysis
2
Credit derivative
2
Credit risk
2
Equilibrium theory
2
Financial market
2
Finanzmarkt
2
General equilibrium
2
Gleichgewichtstheorie
2
Kreditderivat
2
Kreditrisiko
2
Markov chain
2
Markov-Kette
2
Mathematical analysis
2
Option pricing
2
Utility maximization
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Leung, Tim
2
Angoshtari, Bahman
1
Bayraktar, Erhan
1
Chan, Leunglung
1
Chen, Xiaodong
1
Dokučaev, Nikolaj G.
1
Gatfaoui, Hayette
1
Herzberg, Frederik
1
Krasin, Vladislav Y.
1
Kwon, Oh Kang
1
Madan, Dilip B.
1
Melʹnikov, Aleksandr V.
1
Ruf, Johannes
1
Smirnov, Ivan
1
Thijssen, Jacco J. J.
1
Wang, King
1
Young, Virginia R.
1
Zhang, Mengzhe
1
Zhou, Yang
1
more ...
less ...
Published in...
All
Annals of finance
The journal of futures markets
182
International journal of theoretical and applied finance
66
Journal of banking & finance
51
The journal of finance : the journal of the American Finance Association
50
Advances in futures and options research : a research annual
35
Journal of financial and quantitative analysis : JFQA
35
Journal of financial economics
29
Applied mathematical finance
27
The review of financial studies
25
Quantitative finance
23
Working paper / National Bureau of Economic Research, Inc.
23
Review of derivatives research
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
The journal of structured finance
20
Journal of mathematical finance
19
The journal of fixed income
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Journal of economic dynamics & control
16
Review of futures markets
16
The financial review : the official publication of the Eastern Finance Association
16
European journal of operational research : EJOR
14
Finance research letters
14
International journal of financial engineering
14
The journal of business : B
14
The journal of computational finance
14
Finance and stochastics
13
Journal of econometrics
13
The European journal of finance
13
The journal of financial research
13
Energy economics
12
Review of quantitative finance and accounting
12
Applied financial economics
11
Finance and economics discussion series
11
Journal of financial services research : JFSR
11
Working paper
11
Discussion paper / B
10
Economic review
10
Applied economics
9
Economic perspectives
9
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The valuation of corporations : a derivative pricing perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
2
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
3
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
4
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.
;
Smirnov, Ivan
;
Melʹnikov, …
- In:
Annals of finance
14
(
2018
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
Saved in:
5
On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
Saved in:
6
Saddlepoint approximations to option price in a regime-switching model
Zhang, Mengzhe
;
Chan, Leunglung
- In:
Annals of finance
12
(
2016
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10011555421
Saved in:
7
Negative call prices
Ruf, Johannes
- In:
Annals of finance
9
(
2013
)
4
,
pp. 787-794
Persistent link: https://www.econbiz.de/10010196568
Saved in:
8
First steps towards an equilibrium theory for Lévy financial markets
Herzberg, Frederik
- In:
Annals of finance
9
(
2013
)
3
,
pp. 543-572
Persistent link: https://www.econbiz.de/10009776388
Saved in:
9
Investigating the dependence structure between credit default swap spreads and the U.S. financial market
Gatfaoui, Hayette
- In:
Annals of finance
6
(
2010
)
4
,
pp. 511-535
Persistent link: https://www.econbiz.de/10008652598
Saved in:
10
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->