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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
~subject:"Risikoprämie"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Risikoprämie
Share price
Derivat
131
Derivative
131
Theorie
94
Theory
94
Option pricing theory
77
Optionspreistheorie
77
USA
57
United States
57
Interest rate derivative
44
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44
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39
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31
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31
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31
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23
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20
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20
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19
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19
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18
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18
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17
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Aufsatz in Zeitschrift
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Benth, Fred Espen
2
Ma, Christopher K.
2
Rao, Ramesh P.
2
Avellaneda, Marco
1
Bajeux-Besnainou, Isabelle
1
Bhattacharya, Anand K.
1
Bouchaud, Jean-Philippe
1
Chamberlain, Trevor W.
1
Chance, Don M.
1
Chen, David M.
1
Chen, Xinfu
1
Cheung, C. Sherman
1
Crouhy, Michel
1
Di Nunno, Giulia
1
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1
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1
Galai, Dan
1
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1
Hull, John
1
Khedher, Asma
1
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1
Kwan, Clarence C. Y.
1
Li, Thomas Nanfeng
1
Mai, Jan-Frederik
1
Olivares, Pablo
1
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1
Park, Hun Y.
1
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1
Portait, Roland
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Schenk, Steffen
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Swan, Bruce Q.
1
Swan, Tina T.
1
Tucker, Alan L.
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1
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Advances in futures and options research : a research annual
Applied mathematical finance
The journal of futures markets
152
Journal of banking & finance
61
Energy economics
51
International review of financial analysis
42
International review of economics & finance : IREF
38
Journal of international money and finance
32
Journal of empirical finance
29
The journal of finance : the journal of the American Finance Association
27
Applied financial economics
26
Journal of financial economics
26
The North American journal of economics and finance : a journal of financial economics studies
26
Applied economics letters
25
Journal of international financial markets, institutions & money
25
Finance research letters
23
The review of financial studies
21
The European journal of finance
19
Applied economics
18
Review of quantitative finance and accounting
18
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
17
Economic modelling
16
Journal of financial markets
15
Review of futures markets
15
International Journal of Energy Economics and Policy : IJEEP
14
Pacific-Basin finance journal
14
Economics letters
13
Global finance journal
13
Research in international business and finance
13
The empirical economics letters : a monthly international journal of economics
12
International journal of theoretical and applied finance
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Quantitative finance
11
Review of Pacific Basin financial markets and policies
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
International journal of finance & economics : IJFE
10
Journal of financial and quantitative analysis : JFQA
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Journal of commodity markets
9
Asia-Pacific journal of financial studies
8
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ECONIS (ZBW)
22
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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
Trading signals in VIX
futures
Avellaneda, Marco
;
Li, Thomas Nanfeng
;
Papanicolaou, Andrew
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10013171072
Saved in:
4
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:
5
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:
6
The effect of individual stock option expirations on stock returns before and after the introduction of SP 100 index options
Vu, Joseph D.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 341-356
Persistent link: https://www.econbiz.de/10001081713
Saved in:
7
Cash versus
futures
prices and the weekend effect : the Canadian evidence
Chamberlain, Trevor W.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 329-339
Persistent link: https://www.econbiz.de/10001081714
Saved in:
8
Parity tests of index options
Chance, Don M.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 47-64
Persistent link: https://www.econbiz.de/10001081787
Saved in:
9
Risk premia and the variation of stock index
futures
Scott, Louis O.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 215-234
Persistent link: https://www.econbiz.de/10001339376
Saved in:
10
Market-determined premia for American currency spot options
Hilliard, Jimmy E.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 227-240
Persistent link: https://www.econbiz.de/10001123286
Saved in:
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