//--> //--> //--> //-->
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
~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
~subject:"Black-Scholes-Modell"
~subject:"Risikoprämie"
~type_genre:"Aufsatz in Zeitschrift"
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:"Futures"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Risikoprämie
Derivat
131
Derivative
131
Theorie
94
Theory
94
Option pricing theory
77
Optionspreistheorie
77
USA
57
United States
57
Interest rate derivative
44
Zinsderivat
44
CAPM
39
Hedging
31
Volatility
31
Volatilität
31
Stochastic process
30
Stochastischer Prozess
30
Yield curve
23
Zinsstruktur
23
Index futures
20
Index-Futures
20
Portfolio selection
19
Portfolio-Management
19
Currency derivative
18
Währungsderivat
18
Option trading
17
Optionsgeschäft
17
Börsenkurs
14
Share price
14
Public bond
12
Öffentliche Anleihe
12
Black-Scholes model
11
Swap
10
Risiko
8
Risk
8
Risk premium
8
Credit risk
7
Kreditrisiko
7
Simulation
7
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
19
Language
All
English
19
Author
All
Benth, Fred Espen
2
Barone-Adesi, Giovanni
1
Bates, David S.
1
Bayraktar, E.
1
Bouchaud, Jean-Philippe
1
Chen, Xinfu
1
Cohen, Samuel N.
1
D'Aspremont, A.
1
Di Nunno, Giulia
1
Figueroa-López, José E.
1
Fleming, Jeff
1
Funahashi, Hideharu
1
Gong, Ruoting
1
Hilliard, Jimmy E.
1
Houdré, Christian
1
Joshi, Mark S.
1
Khedher, Asma
1
Kijima, Masaaki
1
Kirkby, J. Lars
1
Mai, Jan-Frederik
1
Olivares, Pablo
1
Pircalabu, Anca
1
Reisinger, Christoph
1
Schenk, Steffen
1
Scherer, Matthias
1
Schmeck, Maren Diane
1
Scott, Louis O.
1
Siu, Tak-kuen
1
Swan, Bruce Q.
1
Swan, Tina T.
1
Tucker, Alan L.
1
Wang, Sheng
1
Yang, Hailiang
1
Young, Saul David
1
Zhu, Dan
1
more ...
less ...
Published in...
All
Advances in futures and options research : a research annual
Applied mathematical finance
Journal of banking & finance
37
The journal of futures markets
35
Energy economics
28
Journal of international money and finance
27
International journal of theoretical and applied finance
22
International review of financial analysis
21
Journal of financial economics
17
International review of economics & finance : IREF
15
Journal of empirical finance
15
Journal of international financial markets, institutions & money
15
Applied financial economics
14
The journal of finance : the journal of the American Finance Association
14
Quantitative finance
12
The review of financial studies
12
International journal of financial engineering
11
Applied economics
9
Review of derivatives research
9
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Journal of econometrics
8
Journal of mathematical finance
8
The European journal of finance
8
Annals of finance
7
Economic modelling
7
Economics letters
7
The journal of computational finance
7
European journal of operational research : EJOR
6
Journal of financial and quantitative analysis : JFQA
6
Journal of financial markets
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The energy journal
6
International journal of finance & economics : IJFE
5
Journal of commodity markets
5
Journal of money, credit and banking : JMCB
5
Review of quantitative finance and accounting
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Applied economics letters
4
Asia-Pacific journal of financial studies
4
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
2
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
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
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:
5
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:
6
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Joshi, Mark S.
;
Zhu, Dan
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 22-56
Persistent link: https://www.econbiz.de/10011546983
Saved in:
7
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
8
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
9
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
10
The economic significance of the forecast bias of S&P 100 index option implied volatility
Fleming, Jeff
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 219-251
Persistent link: https://www.econbiz.de/10001434835
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->