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~accessRights:"restricted"
~isPartOf:"International journal of financial engineering"
~subject:"Share price"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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Share price
Volatilität
Derivat
27
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Option pricing theory
22
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12
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12
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Aghili, A.
1
Cui, Zhenyu
1
Florescu, Ionuţ
1
Funahashi, Hideharu
1
Kwok, Yue-Kuen
1
Li, Jiao
1
Li, Yu
1
Liu, Xunzhi
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Lu, Peili
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Ma, Changfu
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Mudzimbabwe, Walter
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Radoičić, Radoš
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1
Stefanica, Dan
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Wirjanto, Tony S.
1
Xu, Wei
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Ye, Zhongxing
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Zhao, Liheng
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International journal of financial engineering
Finance research letters
24
Energy economics
21
International review of financial analysis
18
International review of economics & finance : IREF
17
Journal of banking & finance
16
The journal of futures markets
16
Quantitative finance
15
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of theoretical and applied finance
12
Research in international business and finance
12
Applied economics
11
Review of derivatives research
10
European journal of operational research : EJOR
9
Journal of econometrics
9
The European journal of finance
9
Applied economics letters
8
Global finance journal
8
Journal of empirical finance
8
Pacific-Basin finance journal
7
Economic modelling
6
Journal of financial markets
6
Review of quantitative finance and accounting
6
The journal of derivatives : JOD
6
Economics letters
5
International journal of bonds and derivatives
5
Investment management and financial innovations
5
Journal of mathematical finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Applied mathematical finance
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Finance and stochastics
4
International journal of finance & economics : IJFE
4
International journal of forecasting
4
International journal of managerial finance : IJMF
4
Journal of economic dynamics & control
4
Journal of international financial markets, institutions & money
4
Mathematics and financial economics
4
The journal of computational finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
Saved in:
2
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
Saved in:
3
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
4
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
5
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
6
Fractional Black-Scholes equation
Aghili, A.
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673108
Saved in:
7
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
Saved in:
8
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
Saved in:
9
A mean bound financial model and options pricing
Li, Yu
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011807105
Saved in:
10
Hedging and pricing illiquid options with market impacts
Saito, Taiga
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011778270
Saved in:
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