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~subject:"Risiko"
~type:"article"
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Search: subject_exact:"Derivatives Finanzinstrument"
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Risiko
Derivat
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Option pricing theory
596
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596
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424
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414
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2
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International review of economics & finance : IREF
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4
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3
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
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International journal of energy sector management
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International journal of production economics
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ECONIS (ZBW)
124
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31
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
32
Model risk qualification based on relative entropy
Arrieta, Daniel
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014540603
Saved in:
33
Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
Saved in:
34
A risk model to compute the volatility and the need for collateral margins in energy futures contracts in Brazil
Argento, Pedro
;
Klotzle, Marcelo Cabus
;
Pinto, Antônio …
- In:
International journal of energy sector management
16
(
2022
)
3
,
pp. 448-468
Persistent link: https://www.econbiz.de/10013345666
Saved in:
35
Contracting with controllable risk
Armstrong, Christopher
;
Glaeser, Stephen A.
;
Huang, Sterling
- In:
The accounting review : a publication of the American …
97
(
2022
)
4
,
pp. 27-50
Persistent link: https://www.econbiz.de/10013384350
Saved in:
36
World experiences of agricultural risk management
Ferreira, João Batista
;
Adekunle, Adedayo Olufemi
; …
- In:
International journal of risk assessment and management …
25
(
2022
)
3/4
,
pp. 236-257
Persistent link: https://www.econbiz.de/10014312106
Saved in:
37
Analysis of risk spillover effect of copper option in China
Ye, Wuyi
;
Wang, Yiqi
;
Zhao, Jinhai
- In:
Journal of modelling in management
17
(
2022
)
4
,
pp. 1280-1291
Persistent link: https://www.econbiz.de/10014334416
Saved in:
38
Production and hedging under correlated price and background risks
Kit, Pong Wong
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 241-256
Persistent link: https://www.econbiz.de/10013380548
Saved in:
39
The impact of extreme events on energy price risk
Wen, Jun
;
Zhao, Xin-Xin
;
Chang, Chun Ping
- In:
Energy economics
99
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012939412
Saved in:
40
A model-free approach to multivariate option pricing
Bernard, Carole
;
Bondarenko, Oleg
;
Vanduffel, Steven
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 135-155
Persistent link: https://www.econbiz.de/10012549100
Saved in:
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