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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~subject:"Portfolio selection"
~subject:"Volatility"
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Search: subject:"Derivat <Wertpapier>"
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Portfolio selection
Volatility
Derivat
213
Derivative
213
Option pricing theory
122
Optionspreistheorie
122
Volatilität
66
Theorie
55
Theory
55
Option trading
46
Optionsgeschäft
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Stochastic process
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Escobar, Marcos
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2
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Ye, Zinan
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Applied mathematical finance
Finance research letters
Review of derivatives research
The journal of futures markets
63
International journal of theoretical and applied finance
57
Energy economics
42
Journal of banking & finance
41
International review of financial analysis
28
Quantitative finance
28
International review of economics & finance : IREF
24
European journal of operational research : EJOR
22
The European journal of finance
22
Applied economics
16
Finance and stochastics
16
International journal of financial engineering
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research in international business and finance
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15
SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of econometrics
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13
The journal of computational finance
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Applied economics letters
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Risks : open access journal
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of financial economics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Advances in futures and options research : a research annual
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Bank- und finanzwirtschaftliche Forschungen
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Journal of empirical finance
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Journal of mathematical finance
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The journal of fixed income
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The review of financial studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance India : the quarterly journal of Indian Institute of Finance
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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
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:
3
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:
4
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
Saved in:
5
Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price : a new perspective from the multifractal method
Feng, Yun
;
Yang, Jie
;
Huang, Qian
- In:
Finance research letters
53
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472534
Saved in:
6
The impact of expected and unexpected events on Bitcoin price development : introduction of futures market and COVID-19
Cevik, Emrah Ismail
;
Gunay, Samet
;
Dibooglu, Sel
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472736
Saved in:
7
Hedging with derivatives to increase firm value
Ji, Pengfei
;
Wei, Lei
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473495
Saved in:
8
Role of hedging on crypto returns predictability : a new habit-based explanation
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473553
Saved in:
9
Do derivatives benefit shareholders? : evidence from India
Chaudhry, Neeru
;
Gupta, Aastha
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014473559
Saved in:
10
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
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