//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance research letters"
~subject:"Finance"
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:"Derivat <Wertpapier>"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Finance
Derivat
88
Derivative
88
Option pricing theory
33
Optionspreistheorie
33
Volatility
27
Volatilität
27
Hedging
19
Theorie
19
Theory
19
Option trading
18
Optionsgeschäft
18
Stochastic process
17
Stochastischer Prozess
17
Credit risk
14
Kreditrisiko
14
Portfolio selection
14
Portfolio-Management
14
Commodity derivative
11
Rohstoffderivat
11
Risikomanagement
10
Risk management
10
Derivatives
8
Risiko
8
Risk
8
Swap
8
Capital income
7
Credit derivative
7
Estimation
7
Kapitaleinkommen
7
Liquidity
7
Schätzung
7
Commodity exchange
6
Forecasting model
6
Futures
6
Kreditderivat
6
Prognoseverfahren
6
Warenbörse
6
Börsenkurs
5
CAPM
5
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Alexander, Carol
1
Balter, Anne G.
1
Braouezec, Yann
1
Cao, Yi
1
Cui, Zhenyu
1
Deng, Jun
1
Ewald, Christian
1
Gabrysch, Janet
1
Gabrysch, Sandra
1
Grunspan, Cyril
1
Hainaut, Donatien
1
Iori, Giulia
1
Irresberger, Felix
1
Kao, Ming-Yang
1
Ketelbuters, John-John
1
Kirkby, J. Lars
1
Li, Haitao
1
Liu, Xiaoquan
1
Nguyen, Duy
1
Ouellette, Michelle S.
1
Pelsser, Antoon André Jean
1
Raimbourg, Philippe
1
Recchioni, Maria Cristina
1
Tedeschi, Gabriele
1
Wang, Chuan-Ju
1
Wei, Pengyu
1
Weiß, Gregor
1
Yang, Charles
1
Ye, Xiaoxia
1
Yu, Fan
1
Zhai, Jia
1
Zhuang, Yi
1
Zimmermann, Paul
1
Zou, Bin
1
Zou, Yihan
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Finance research letters
Journal of economic dynamics & control
1
Source
All
ECONIS (ZBW)
13
Showing
11
-
13
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 381-400
Persistent link: https://www.econbiz.de/10011785790
Saved in:
12
A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann
;
Grunspan, Cyril
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
Saved in:
13
Optimal search for parameters in Monte Carlo simulation for derivative pricing
Wang, Chuan-Ju
;
Kao, Ming-Yang
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 683-690
Persistent link: https://www.econbiz.de/10011436827
Saved in:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->