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~isPartOf:"Annals of finance"
~subject:"Option pricing theory"
~subject:"Theory"
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Search: subject_exact:"Finanzderivat"
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Option pricing theory
Theory
Derivat
20
Derivative
20
Optionspreistheorie
12
Stochastic process
9
Stochastischer Prozess
9
Theorie
7
Hedging
6
CAPM
5
Incomplete market
5
Risikoprämie
5
Risk premium
5
Unvollkommener Markt
5
Commodity derivative
4
Option trading
4
Optionsgeschäft
4
Portfolio selection
4
Portfolio-Management
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Rohstoffderivat
4
Martingal
3
Martingale
3
Risiko
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Risk
3
Allgemeines Gleichgewicht
2
Analysis
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Credit derivative
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Credit risk
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Equilibrium theory
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Financial market
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Finanzmarkt
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General equilibrium
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Gleichgewichtstheorie
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Kreditderivat
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Kreditrisiko
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Markov chain
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Markov-Kette
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Mathematical analysis
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Option pricing
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Utility maximization
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Leung, Tim
2
Angoshtari, Bahman
1
Bayraktar, Erhan
1
Carassus, Laurence
1
Chan, Leunglung
1
Chen, Xiaodong
1
D'Addona, Stefano
1
Deng, Binbin
1
Dokučaev, Nikolaj G.
1
Elliott, Robert J.
1
Guillaume, Florence
1
Herzberg, Frederik
1
Junike, Gero
1
Krasin, Vladislav Y.
1
Leoni, Peter
1
Madan, Dilip B.
1
Marinelli, Carlo
1
Melʹnikov, Aleksandr V.
1
Nakajima, Katsushi
1
Polyrakis, Ioannis A.
1
Ruf, Johannes
1
Schoutens, Wim
1
Shen, Jia
1
Smirnov, Ivan
1
Temam, E.
1
Thijssen, Jacco J. J.
1
Wang, King
1
Xanthos, Foivos
1
Xu, Mingxin
1
Young, Virginia R.
1
Zhang, Mengzhe
1
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Annals of finance
The journal of futures markets
157
International journal of theoretical and applied finance
150
Journal of banking & finance
85
Applied mathematical finance
77
Review of derivatives research
53
Quantitative finance
51
Energy economics
48
European journal of operational research : EJOR
46
Finance and stochastics
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
43
The journal of computational finance
41
Journal of economic dynamics & control
38
The journal of finance : the journal of the American Finance Association
36
Journal of financial and quantitative analysis : JFQA
35
Journal of mathematical finance
35
Advances in futures and options research : a research annual
33
NBER working paper series
33
The European journal of finance
33
International review of financial analysis
32
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
Finance research letters
31
SpringerLink / Bücher
30
Economics letters
29
International journal of financial engineering
29
International review of economics & finance : IREF
29
The review of financial studies
29
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of financial economics
27
NBER Working Paper
27
The journal of derivatives : JOD
26
Risks : open access journal
25
Insurance / Mathematics & economics
24
The journal of credit risk : published quarterly by Incisive Media
23
Working paper / National Bureau of Economic Research, Inc.
23
The journal of fixed income
20
Applied economics letters
19
Journal of econometrics
19
Applied financial economics
18
Computational economics
18
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ECONIS (ZBW)
18
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1
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
2
The valuation of corporations : a derivative pricing perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
3
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
4
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
5
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
6
Implied liquidity risk premia in option markets
Guillaume, Florence
;
Junike, Gero
;
Leoni, Peter
; …
- In:
Annals of finance
15
(
2019
)
2
,
pp. 233-246
Persistent link: https://www.econbiz.de/10012058223
Saved in:
7
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.
;
Smirnov, Ivan
;
Melʹnikov, …
- In:
Annals of finance
14
(
2018
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
Saved in:
8
On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
Saved in:
9
Counterparty risk, central counterparty clearing and aggregate risk
Deng, Binbin
- In:
Annals of finance
13
(
2017
)
4
,
pp. 355-400
Persistent link: https://www.econbiz.de/10011945579
Saved in:
10
Saddlepoint approximations to option price in a regime-switching model
Zhang, Mengzhe
;
Chan, Leunglung
- In:
Annals of finance
12
(
2016
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10011555421
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