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Search: subject_exact:"Finanzderivat"
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Derivat
20
Derivative
20
Option pricing theory
12
Optionspreistheorie
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Stochastic process
9
Stochastischer Prozess
9
Theorie
7
Theory
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Hedging
6
CAPM
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Incomplete market
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Risikoprämie
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Commodity derivative
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Option trading
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Optionsgeschäft
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Rohstoffderivat
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Martingal
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Risk
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Allgemeines Gleichgewicht
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Finanzmarkt
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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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Leung, Tim
2
Angoshtari, Bahman
1
Bayraktar, Erhan
1
Carassus, Laurence
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Chan, Leunglung
1
Chen, Xiaodong
1
D'Addona, Stefano
1
Deng, Binbin
1
Dokučaev, Nikolaj G.
1
Elliott, Robert J.
1
Gatfaoui, Hayette
1
Guillaume, Florence
1
Herzberg, Frederik
1
Junike, Gero
1
Krasin, Vladislav Y.
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Kwon, Oh Kang
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Leoni, Peter
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Madan, Dilip B.
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Marinelli, Carlo
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Melʹnikov, Aleksandr V.
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Nakajima, Katsushi
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Polyrakis, Ioannis A.
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Ruf, Johannes
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Schoutens, Wim
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Shen, Jia
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Young, Virginia R.
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Annals of finance
The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
170
Energy economics
123
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
Journal of financial economics
73
International review of financial analysis
70
Review of derivatives research
68
Finance research letters
67
SpringerLink / Bücher
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
Quantitative finance
63
The European journal of finance
62
International review of economics & finance : IREF
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
60
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
43
Applied economics letters
40
Wiley finance series
40
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
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ECONIS (ZBW)
20
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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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