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~isPartOf:"Applied economics letters"
~subject:"Kreditrisiko"
~subject:"United States"
~subject:"Volatilität"
~subject:"Zinsstruktur"
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Search: subject:"Derivat <Wertpapier>"
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Kreditrisiko
United States
Volatilität
Zinsstruktur
Derivat
40
Derivative
40
Option pricing theory
14
Optionspreistheorie
14
Volatility
11
Estimation
8
Schätzung
8
Börsenkurs
7
Commodity derivative
7
Rohstoffderivat
7
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6
Wertpapierhandel
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Wang, Xingchun
4
Ryu, Doojin
2
Aragó-Manzana, Vicent
1
Batten, Jonathan Andrew
1
Boroumand, Raphaël Homayoun
1
Cheng Qin Shi
1
Fernández Izquierdo, María Ángeles
1
Fink, Holger Maria
1
Geppert, Sabrina
1
Goutte, Stéphane
1
Kim, Gyeong-rok
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Kim, Minho
1
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1
Marzo, Massimiliano
1
Power, Gabriel J.
1
Realdon, Marco
1
Resende, Max
1
Robinson, John R. C.
1
Ryu, Doowon
1
Wang, Guanying
1
Xiao, Weilin
1
Xu, Weidong
1
Xu, Weijun
1
Yang, Heejin
1
Zagaglia, Paolo
1
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1
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Applied economics letters
The journal of futures markets
202
Journal of banking & finance
92
International journal of theoretical and applied finance
89
The journal of finance : the journal of the American Finance Association
44
Review of derivatives research
40
Journal of financial economics
37
Energy economics
36
The journal of fixed income
35
Applied mathematical finance
34
Finance research letters
34
Quantitative finance
34
The journal of derivatives : the official publication of the International Association of Financial Engineers
34
International review of financial analysis
32
International review of economics & finance : IREF
29
Journal of financial and quantitative analysis : JFQA
28
Advances in futures and options research : a research annual
25
Working paper / National Bureau of Economic Research, Inc.
25
Finance and economics discussion series
24
The journal of computational finance
24
Applied financial economics
23
The North American journal of economics and finance : a journal of financial economics studies
23
The European journal of finance
22
The journal of structured finance
22
European journal of operational research : EJOR
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Research in international business and finance
20
The journal of credit risk : published quarterly by Incisive Media
20
International journal of financial engineering
18
Journal of empirical finance
18
Review of quantitative finance and accounting
18
The review of financial studies
18
Applied economics
16
SpringerLink / Bücher
16
The financial review : the official publication of the Eastern Finance Association
16
Working paper
16
Finance and stochastics
15
Journal of financial services research : JFSR
15
Journal of international financial markets, institutions & money
15
The journal of financial research
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ECONIS (ZBW)
17
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1
Volatility assessment of US trucking spot freight market
Resende, Max
- In:
Applied economics letters
31
(
2024
)
7
,
pp. 588-593
Persistent link: https://www.econbiz.de/10014557794
Saved in:
2
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
3
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
4
Financial derivatives and default dependence : a time-varying copula approach
Zhang, Xuan
;
Liu, Ding
;
Zhao, Yang
;
Zhang, Zhekai
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 958-963
Persistent link: https://www.econbiz.de/10012589711
Saved in:
5
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
6
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
7
Valuing vulnerable options with two underlying assets
Wang, Xingchun
- In:
Applied economics letters
27
(
2020
)
21
,
pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
Saved in:
8
Intraday hedging with financial options : the case of electricity
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1448-1454
Persistent link: https://www.econbiz.de/10011853065
Saved in:
9
Implied correlation indices and volatility forecasting
Fink, Holger Maria
;
Geppert, Sabrina
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
Saved in:
10
Pricing black-scholes options with correlated credit risk and jump risk
Xu, Weidong
;
Xu, Weijun
;
Xiao, Weilin
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 87-93
Persistent link: https://www.econbiz.de/10010482058
Saved in:
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