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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Black-Scholes-Modell"
~subject:"Derivat"
~subject:"Derivative"
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Search: subject:"Option"
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Black-Scholes-Modell
Derivat
Derivative
Option pricing theory
219
Optionspreistheorie
219
Volatility
94
Volatilität
94
Stochastic process
78
Stochastischer Prozess
78
Option trading
76
Optionsgeschäft
76
Theorie
41
Theory
41
Credit risk
39
Kreditrisiko
39
Credit derivative
35
Kreditderivat
35
Black-Scholes model
33
Yield curve
26
Zinsstruktur
26
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Hedging
22
Real options analysis
22
Realoptionsansatz
22
Risikoprämie
22
Risk premium
22
Option pricing
19
Risk
19
Markov chain
17
Markov-Kette
17
Welt
17
World
17
Electric power industry
16
Elektrizitätswirtschaft
16
Forecasting model
16
Portfolio selection
16
Portfolio-Management
16
Prognoseverfahren
16
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Article
88
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88
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88
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English
88
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Ko, Bangwon
4
Lee, Hangsuck
4
Wang, Xingchun
4
Benth, Fred Espen
3
Kim, Geonwoo
3
Takahashi, Akihiko
3
Bao, Ying
2
Fujita, Takahiko
2
Huang, Hung-Hsi
2
Ignatieva, Ekaterina
2
Jeon, Junkee
2
Kiesel, Rüdiger
2
Kim, Yong-jin
2
Labuschagne, Coenraad C. A.
2
Lin, Shin-Hung
2
Liu, Yu-hong
2
McAleer, Michael
2
Nazarova, Anna
2
Peng, Cheng
2
Platen, Eckhard
2
Takaoka, Koichiro
2
Zhao, Yanlong
2
Ōhashi, Kazuhiko
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Ahn, Soohan
1
Akari, Mohamed-Ali
1
Akuzawa, Toshinao
1
Alasseur, C.
1
Algieri, Bernardina
1
Baldeaux, Jan
1
Bannör, Karl
1
Batten, Jonathan A.
1
Ben-Abdallah, Ramzi
1
Birkelund, Ole Henrik
1
Boetticher, Sven T. von
1
Borovkova, Svetlana
1
Breton, Michèle
1
Bunn, Derek W.
1
Caporin, Massimiliano
1
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Asia-Pacific financial markets
Energy economics
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
185
The journal of futures markets
102
Applied mathematical finance
97
Journal of banking & finance
70
Review of derivatives research
69
Quantitative finance
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
The journal of computational finance
62
The journal of derivatives : the official publication of the International Association of Financial Engineers
52
Finance and stochastics
51
Journal of mathematical finance
49
Computational economics
44
European journal of operational research : EJOR
38
International journal of financial engineering
38
The European journal of finance
37
Finance research letters
35
Journal of economic dynamics & control
35
International review of financial analysis
31
International review of economics & finance : IREF
30
Journal of financial economics
29
Journal of econometrics
28
Risks : open access journal
28
The journal of derivatives : JOD
27
Research paper series / Swiss Finance Institute
23
SpringerLink / Bücher
23
Journal of risk and financial management : JRFM
19
Review of quantitative finance and accounting
18
Wiley finance series
18
Annals of finance
17
Applied financial economics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
SFB 649 discussion paper
17
The journal of credit risk : published quarterly by Incisive Media
17
Applied economics letters
16
Insurance / Mathematics & economics
16
Journal of financial markets
16
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
88
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1
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88
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1
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
2
Psychological barriers and
option
pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
3
Jump dynamics, spillover effect and
option
valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
4
Pricing and hedging wind power prediction risk with binary
option
contracts
Thakur, Jagruti
;
Hesamzadeh, Mohammad Reza
;
Date, Paresh
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
Saved in:
5
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
6
Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun
;
Kim, Geonwoo
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
Saved in:
7
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
8
Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
Saved in:
9
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
10
The values and incentive effects of options on the maximum or the minimum of the stock prices and market index
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012667343
Saved in:
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