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~isPartOf:"Applied economics"
~isPartOf:"International journal of financial engineering"
~isPartOf:"The journal of computational finance"
~subject:"Option pricing theory"
~subject:"Rohstoffderivat"
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Option pricing theory
Rohstoffderivat
Derivat
119
Derivative
119
Optionspreistheorie
67
Volatility
30
Volatilität
30
Stochastic process
29
Stochastischer Prozess
29
Theorie
29
Theory
29
Hedging
24
Option trading
22
Optionsgeschäft
22
Credit risk
18
Kreditrisiko
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Portfolio selection
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Portfolio-Management
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Black-Scholes model
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Black-Scholes-Modell
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Interest rate derivative
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Zinsderivat
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Crépey, Stéphane
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2
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Applied economics
International journal of financial engineering
The journal of computational finance
International journal of theoretical and applied finance
102
Energy economics
68
Applied mathematical finance
63
The journal of futures markets
52
Quantitative finance
46
Review of derivatives research
44
Journal of banking & finance
38
International review of financial analysis
32
European journal of operational research : EJOR
30
Journal of mathematical finance
30
The European journal of finance
26
Finance research letters
25
International review of economics & finance : IREF
25
Risks : open access journal
24
Applied economics letters
22
Finance and stochastics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of derivatives : JOD
20
Economic modelling
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
SpringerLink / Bücher
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Computational economics
16
Journal of risk and financial management : JRFM
16
Journal of econometrics
15
Annals of finance
14
Insurance / Mathematics & economics
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The energy journal
13
NBER working paper series
12
Wiley finance series
12
American journal of agricultural economics
11
International journal of financial markets and derivatives
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Journal of commodity markets
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SFB 649 discussion paper
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ECONIS (ZBW)
75
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75
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1
A fundamental approach to corporate bond options
Simozar, Saied
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
2
Should dominant contracts move to nearby months? : evidence from Chinese agricultural futures markets
Xie, Wei
;
Yi An
- In:
Applied economics
55
(
2023
)
41
,
pp. 4817-4840
Persistent link: https://www.econbiz.de/10014334766
Saved in:
3
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
4
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
5
Stochastic method of dynamic hedging applied to the high liquid asset markets
Romanov, Maksim Y.
;
Vavilov, Sergey A.
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014444714
Saved in:
6
The binomial option pricing model : the trouble with dividends
Tian, Yisong Sam
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
Saved in:
7
Minimum-variance hedging of Bitcoin inverse futures
Deng, Jun
;
Pan, Huifeng
;
Zhang, Shuyu
;
Zou, Bin
- In:
Applied economics
52
(
2020
)
58
,
pp. 6320-6337
Persistent link: https://www.econbiz.de/10012415993
Saved in:
8
Spot market and derivative segment of equity in India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
9
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
10
Directly pricing VIX futures : the role of dynamic volatility and jump intensity
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
Applied economics
54
(
2022
)
32
,
pp. 3678-3694
Persistent link: https://www.econbiz.de/10013410814
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