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~isPartOf:"Agricultural finance review"
~isPartOf:"Applied mathematical finance"
~subject:"1902-2001"
~subject:"Agricultural banks"
~subject:"Derivative"
~subject:"Estimation"
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1902-2001
Agricultural banks
Derivative
Estimation
Derivat
98
Option pricing theory
62
Optionspreistheorie
62
Theorie
30
Theory
30
Volatility
26
Volatilität
26
Stochastic process
25
Stochastischer Prozess
25
Hedging
20
Weather
20
Wetter
20
Option trading
16
Optionsgeschäft
16
Risikomanagement
10
Risk management
10
Yield curve
10
Zinsstruktur
10
Agrarversicherung
8
Agricultural insurance
8
Black-Scholes model
7
Black-Scholes-Modell
7
Credit risk
7
Interest rate derivative
7
Kreditrisiko
7
Simulation
7
Swap
7
Zinsderivat
7
Incomplete market
6
Risiko
6
Risk
6
Unvollkommener Markt
6
Interest rate
5
Lévy processes
5
Portfolio selection
5
Portfolio-Management
5
Zins
5
Agriculture
4
Commodity derivative
4
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28
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1
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Article
97
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98
Aufsatz in Zeitschrift
98
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Sammelwerk
1
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English
98
Author
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Benth, Fred Espen
6
Turvey, Calum Greig
4
Mußhoff, Oliver
3
Odening, Martin
3
Sabino, Piergiacomo
3
Assa, Hirbod
2
Baldeaux, Jan
2
Berg, Ernst
2
Cohen, Samuel N.
2
Eberlein, Ernst
2
Howison, Sam
2
Lyons, Terry
2
Nejad, Sina
2
Reisinger, Christoph
2
Rutkowski, Marek
2
Schlögl, Erik
2
Sircar, Kaushik Ronnie
2
Wang, Sheng
2
Zheng, Wendong
2
Alaton, Peter
1
Alexandridis, A.
1
Aly, Sidi Mohamed Ould
1
Arribas, Imanol Perez
1
Avellaneda, Marco
1
Badran, Alexander
1
Bajeux-Besnainou, Isabelle
1
Barrett, Christopher B.
1
Barth, Andrea
1
Bayraktar, E.
1
Becherer, Dirk
1
Biegler-König, Richard
1
Bossu, Sébastien
1
Bouchaud, Jean-Philippe
1
Bouzianis, George
1
Börger, Reik H.
1
Chiarella, Carl
1
Chiu, Chun-Yuan
1
Chu, Chang-chi
1
Cont, Rama
1
Cooper, Ian
1
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Published in...
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Agricultural finance review
Applied mathematical finance
The journal of futures markets
390
Journal of banking & finance
177
International journal of theoretical and applied finance
170
Energy economics
121
The journal of finance : the journal of the American Finance Association
81
Journal of financial economics
73
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
International review of financial analysis
62
Finance research letters
61
The European journal of finance
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
International review of economics & finance : IREF
60
Quantitative finance
59
Journal of financial and quantitative analysis : JFQA
58
SpringerLink / Bücher
57
European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
42
Economics letters
39
Journal of mathematical finance
39
The review of financial studies
39
Applied economics letters
38
Journal of economic dynamics & control
38
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Wiley finance series
35
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ECONIS (ZBW)
98
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1
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
3
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
4
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:
5
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo
;
Cufaro Petroni, Nicola
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
Saved in:
6
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:
7
Static replication of European multi-asset options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
Saved in:
8
Exact simulation of variance gamma-related OU processes : application to the pricing of energy derivatives
Sabino, Piergiacomo
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 207-227
Persistent link: https://www.econbiz.de/10012315167
Saved in:
9
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
10
Non-parametric pricing and hedging of exotic derivatives
Lyons, Terry
;
Nejad, Sina
;
Perez Arribas, Imanol
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 457-494
Persistent link: https://www.econbiz.de/10012516168
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