//--> //--> //--> //-->
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 mathematical finance"
~isPartOf:"The journal of derivatives : JOD"
~subject:"Option pricing theory"
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:"Futures"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Derivat
108
Derivative
108
Optionspreistheorie
87
Theorie
39
Theory
39
Volatility
36
Volatilität
36
Stochastic process
35
Stochastischer Prozess
35
Option trading
29
Optionsgeschäft
29
Hedging
19
Yield curve
18
Zinsstruktur
18
Portfolio selection
17
Portfolio-Management
17
Interest rate derivative
16
Zinsderivat
16
options
14
Derivatives
12
Swap
12
Credit risk
10
Kreditrisiko
10
Black-Scholes model
9
Black-Scholes-Modell
9
Risiko
8
Risk
8
Simulation
8
Commodity derivative
7
Risikoprämie
7
Risk premium
7
Rohstoffderivat
7
Weather
7
Wetter
7
Currency derivative
6
Estimation
6
Incomplete market
6
Interest rate
6
Lévy processes
6
more ...
less ...
Online availability
All
Undetermined
43
Type of publication
All
Article
87
Type of publication (narrower categories)
All
Article in journal
87
Aufsatz in Zeitschrift
87
Language
All
English
87
Author
All
Benth, Fred Espen
3
Eberlein, Ernst
3
Sabino, Piergiacomo
3
Cohen, Samuel N.
2
Costabile, Massimo
2
Cui, Zhenyu
2
Elliott, Robert J.
2
Howison, Sam
2
Lyons, Terry
2
Madan, Dilip B.
2
Nejad, Sina
2
Reisinger, Christoph
2
Sircar, Kaushik Ronnie
2
Siu, Tak Kuen
2
Taylor, Stephen
2
Wang, Sheng
2
Zheng, Wendong
2
Ahlip, Rehez
1
Alaton, Peter
1
Alexandridis, A.
1
Aly, Sidi Mohamed Ould
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Arribas, Imanol Perez
1
Badran, Alexander
1
Bajeux-Besnainou, Isabelle
1
Baldeaux, Jan
1
Bayraktar, E.
1
Bossu, Sébastien
1
Bouzianis, George
1
Börger, Reik H.
1
Carr, Peter
1
Chang, Jow-Ran
1
Chang, Jui-Jane
1
Chen, Sonnan
1
Chiarella, Carl
1
Chiu, Chun-Yuan
1
Cont, Rama
1
Cufaro Petroni, Nicola
1
Davis, Tom P.
1
more ...
less ...
Published in...
All
Applied mathematical finance
The journal of derivatives : JOD
International journal of theoretical and applied finance
116
The journal of futures markets
74
Review of derivatives research
60
Journal of banking & finance
55
Quantitative finance
48
The journal of computational finance
48
The journal of derivatives : the official publication of the International Association of Financial Engineers
40
Journal of mathematical finance
37
International journal of financial engineering
34
European journal of operational research : EJOR
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
32
Finance and stochastics
29
Energy economics
26
Journal of economic dynamics & control
25
Risks : open access journal
25
The European journal of finance
25
The North American journal of economics and finance : a journal of financial economics studies
25
Finance research letters
22
The journal of finance : the journal of the American Finance Association
22
The review of financial studies
19
International review of economics & finance : IREF
18
International review of financial analysis
18
Journal of econometrics
18
SpringerLink / Bücher
18
NBER working paper series
17
Applied economics letters
16
Computational economics
16
Insurance / Mathematics & economics
15
Journal of financial economics
15
Research paper series / Swiss Finance Institute
15
Wiley finance series
15
Applied economics
14
NBER Working Paper
14
SFB 649 discussion paper
14
Working paper / National Bureau of Economic Research, Inc.
14
Annals of finance
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Economic modelling
11
more ...
less ...
Source
All
ECONIS (ZBW)
87
Showing
1
-
10
of
87
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How rational are the option prices of the Hong Kong dollar exchange rate?
Drapeau, Samuel
;
Wang, Tan
;
Wang, Tao
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 140-161
Persistent link: https://www.econbiz.de/10012486035
Saved in:
2
Eurodollar
futures
pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
3
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
4
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
Saved in:
5
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
6
Hybrid Lévy models : design and computational aspects
Eberlein, Ernst
;
Rudmann, Marcus
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 533-556
Persistent link: https://www.econbiz.de/10012129180
Saved in:
7
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
8
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
9
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
10
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->