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type_genre:"Multi-volume publication"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Balancing accounts"
~subject:"Option trading"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Balancing accounts
Option trading
Derivat
117
Derivative
117
Option pricing theory
82
Optionspreistheorie
82
Theorie
42
Theory
42
Stochastic process
35
Stochastischer Prozess
35
Volatility
32
Volatilität
32
Optionsgeschäft
24
Hedging
23
Portfolio selection
14
Portfolio-Management
14
Credit risk
11
Kreditrisiko
11
Yield curve
11
Zinsstruktur
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CAPM
10
Swap
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Black-Scholes model
8
Black-Scholes-Modell
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Interest rate derivative
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Zinsderivat
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Incomplete market
7
Risiko
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Risk
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Simulation
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Unvollkommener Markt
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Wetter
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Interest rate
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Risikoprämie
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Risk premium
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Zins
6
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5
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5
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Multi-volume publication
Aufsatz in Zeitschrift
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24
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English
24
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Cohen, Samuel N.
2
Joshi, Mark S.
2
Reisinger, Christoph
2
Tang, Robert
2
Wang, Sheng
2
Zheng, Wendong
2
Aly, Sidi Mohamed Ould
1
Barletta, Andrea
1
Benth, Fred Espen
1
Beveridge, Christopher
1
Bossu, Sébastien
1
Chiarella, Carl
1
Cont, Rama
1
Di Nunno, Giulia
1
Eberlein, Ernst
1
Ewald, Christian-Oliver
1
Fabozzi, Frank J.
1
Figueroa-López, José E.
1
Funahashi, Hideharu
1
Gao, Bin
1
Gardini, Matteo
1
Gerstner, Thomas Stefan
1
Gong, Ruoting
1
Hassan, Nadima el
1
Hofer, Markus
1
Holtz, Markus
1
Houdré, Christian
1
Hu, Yuan
1
Huang, Jing-Zhi
1
Khedher, Asma
1
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1
Kirkby, J. Lars
1
Kuczera, Adam
1
Kwok, Yue-Kuen
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Lindquist, W. Brent
1
Madan, Dilip B.
1
Mayer, Philipp
1
Menkens, Olaf
1
Muroi, Yoshifumi
1
Račev, Svetlozar T.
1
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Applied mathematical finance
Journal of economic dynamics & control
The journal of futures markets
24
International journal of theoretical and applied finance
22
Review of derivatives research
17
International journal of financial engineering
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
12
Quantitative finance
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Journal of financial economics
11
KoR : internationale und kapitalmarktorientierte Rechnungslegung ; IFRS
11
Journal of financial markets
8
Journal of mathematical finance
8
The European journal of finance
8
WPg : Kompetenz schafft Vertrauen
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
International review of financial analysis
6
Applied economics letters
5
Computational economics
5
Economic modelling
5
Energy economics
5
Global finance journal
5
Journal of econometrics
5
Review of quantitative finance and accounting
5
The journal of computational finance
5
Annals of finance
4
Applied financial economics
4
Betriebs-Berater : BB
4
Cogent economics & finance
4
Finance and stochastics
4
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
4
IRZ : Zeitschrift für internationale Rechnungslegung
4
Journal of derivatives & hedge funds
4
Journal of risk and financial management : JRFM
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
24
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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
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
5
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:
6
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:
7
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
8
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
Saved in:
9
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 547-574
Persistent link: https://www.econbiz.de/10011815299
Saved in:
10
Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model
Zheng, Wendong
;
Zeng, Pingping
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 344-373
Persistent link: https://www.econbiz.de/10011704259
Saved in:
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