//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"The journal of computational finance"
~subject:"Option pricing theory"
~subject:"Rohstoffderivat"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Futures"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Rohstoffderivat
Volatilität
Derivat
88
Derivative
88
Optionspreistheorie
43
Theorie
24
Theory
24
Volatility
18
Hedging
17
Stochastic process
16
Stochastischer Prozess
16
Credit risk
13
Kreditrisiko
13
Interest rate derivative
12
Zinsderivat
12
Portfolio selection
11
Portfolio-Management
11
Yield curve
10
Zinsstruktur
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Black-Scholes model
8
Black-Scholes-Modell
8
Option trading
8
Optionsgeschäft
8
Commodity derivative
7
Swap
7
Börsenkurs
6
Interest rate
6
Risikomanagement
6
Risk management
6
Share price
6
USA
6
United States
6
Zins
6
ARCH model
5
ARCH-Modell
5
Analysis
5
CAPM
5
more ...
less ...
Online availability
All
Undetermined
30
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Language
All
English
54
Author
All
Crépey, Stéphane
2
Escobar, Marcos
2
Fouque, Jean-Pierre
2
García, Philip
2
Irwin, Scott H.
2
Kandhai, Drona
2
Reisinger, Christoph
2
Tangman, Désiré Yannick
2
Zagst, Rudi
2
Ahalawat, Shweta
1
Alam, Md Rafayet
1
Aulerich, Nicole M.
1
Backwell, Alex
1
Benk, Janos
1
Bhim, Louis
1
Bhuruth, Muddun
1
Biswal, Pratap Chandra
1
Bujok, Karolina
1
Calvo-Garrido, M. C.
1
Caramellino, Lucia
1
Chataigner, Marc
1
Chen, Bin
1
Chen, Yuwei
1
Cheng, Sicong
1
Christara, Christiana C.
1
Christara, Christina C.
1
Coonjobeharry, Radha Krishn
1
Daluiso, Roberto
1
Dang, Duy Minh
1
Davis, Jesse
1
Deng, Jun
1
Devos, Laurens
1
Dilloo, Mehzabeen Jumanah
1
Dixon, Matthew F.
1
Ehrhardt, Matthias
1
Etienne, Xiaoli Liao
1
Feng, Qian
1
Fong, Lik
1
Gehricke, Sebastian A.
1
Ghosh, Sajal
1
more ...
less ...
Published in...
All
Applied economics
The journal of computational finance
International journal of theoretical and applied finance
111
The journal of futures markets
102
Energy economics
80
Applied mathematical finance
68
Journal of banking & finance
56
Review of derivatives research
49
Quantitative finance
48
International review of financial analysis
44
Finance research letters
39
International review of economics & finance : IREF
35
The European journal of finance
32
European journal of operational research : EJOR
31
Journal of mathematical finance
31
Applied economics letters
28
Risks : open access journal
27
International journal of financial engineering
26
Finance and stochastics
25
The North American journal of economics and finance : a journal of financial economics studies
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Journal of economic dynamics & control
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Research in international business and finance
23
Applied financial economics
22
The journal of derivatives : JOD
22
Economic modelling
21
Journal of empirical finance
18
Journal of risk and financial management : JRFM
18
Journal of econometrics
17
SpringerLink / Bücher
17
Computational economics
16
NBER working paper series
16
Working paper
15
Annals of finance
14
Discussion paper / Tinbergen Institute
14
Econometric Institute research papers
14
Insurance / Mathematics & economics
14
SFB 649 discussion paper
14
The energy journal
14
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
The effects of transaction costs and illiquidity on the prices of volatility derivatives
Dilloo, Mehzabeen Jumanah
;
Tangman, Désiré Yannick
- In:
The journal of computational finance
25
(
2021
)
1
,
pp. 51-75
Persistent link: https://www.econbiz.de/10012672309
Saved in:
8
Speculation and food-grain prices
Lawson, Joshua
;
Alam, Md Rafayet
;
Etienne, Xiaoli Liao
- In:
Applied economics
53
(
2021
)
20
,
pp. 2305-2321
Persistent link: https://www.econbiz.de/10012501199
Saved in:
9
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
10
Penalty methods for bilateral XVA pricing in European and American contingent claims by a partial differential equation model
Chen, Yuwei
;
Christara, Christiana C.
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012544162
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->