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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~isPartOf:"The review of financial studies"
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Search: subject:"Derivat <Wertpapier>"
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Derivat
252
Derivative
252
Option pricing theory
127
Optionspreistheorie
127
Theorie
84
Theory
84
Volatility
71
Volatilität
71
Option trading
46
Optionsgeschäft
46
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46
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46
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42
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29
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29
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25
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18
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16
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16
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15
Risikomanagement
15
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Share price
15
Commodity derivative
14
Rohstoffderivat
14
Interest rate derivative
13
Risikoprämie
13
Risk premium
13
Zinsderivat
13
Capital income
11
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11
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251
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252
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Benth, Fred Espen
6
Wang, Xingchun
4
Escobar, Marcos
3
Jarrow, Robert A.
3
Kijima, Masaaki
3
Luo, Xingguo
3
Rösch, Daniel
3
Sabino, Piergiacomo
3
Baldeaux, Jan
2
Bessembinder, Hendrik
2
Boyle, Phelim P.
2
Büchel, Patrick
2
Cohen, Samuel N.
2
Dömötör, Barbara
2
Eberlein, Ernst
2
Howison, Sam
2
Kavussanos, Manolis G.
2
Kim, Young Shin
2
Koziol, Christian
2
Kratochwil, Michael
2
Lyons, Terry
2
Madan, Dilip B.
2
Mahayni, Antje
2
Matsumoto, Koichi
2
Muck, Matthias
2
Nejad, Sina
2
Reisinger, Christoph
2
Ronn, Ehud I.
2
Rutkowski, Marek
2
Scherer, Matthias
2
Schlögl, Erik
2
Schwartz, Eduardo S.
2
Sircar, Kaushik Ronnie
2
Wang, Sheng
2
Ye, Zinan
2
Zheng, Wendong
2
Akyildirim, Erdinc
1
Alaton, Peter
1
Alexandridis, A.
1
Aly, Sidi Mohamed Ould
1
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Applied mathematical finance
Finance research letters
Review of derivatives research
The review of financial studies
The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
171
Energy economics
121
The journal of finance : the journal of the American Finance Association
81
Journal of financial economics
73
International review of financial analysis
70
SpringerLink / Bücher
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
The European journal of finance
62
International review of economics & finance : IREF
61
Quantitative finance
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
58
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
42
Applied economics letters
40
Wiley finance series
40
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
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ECONIS (ZBW)
252
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252
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1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Deep calibration of financial models : turning theory into practice
Büchel, Patrick
;
Kratochwil, Michael
;
Nagl, Maximilian
; …
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10013457606
Saved in:
3
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
4
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
Saved in:
5
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
6
The influence of grain futures market on stock price fluctuation of agricultural listed companies
Zhang, Lulu
;
Shi, Qi
;
Zhou, Ning
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445303
Saved in:
7
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
8
Determinants of credit default swap spread changes : the sell-side perspective
Oh, Byungmin
;
Park, Haerang
;
Joe, Denis Yongmin
- In:
Finance research letters
61
(
2024
),
pp. 1.7
Persistent link: https://www.econbiz.de/10014490880
Saved in:
9
The impact of the capital gains tax on the Korean derivatives market
Capelle-Blancard, Gunther
;
Khemakhem, Emna
- In:
Finance research letters
64
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014531785
Saved in:
10
Relationship between deep hedging and delta hedging : leveraging a statistical arbitrage strategy
Horikawa, Hiroaki
;
Nakagawa, Kei
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
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