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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Energy economics"
~subject:"Black-Scholes-Modell"
~subject:"Derivat"
~subject:"Derivative"
~subject:"Markov chain"
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Black-Scholes-Modell
Derivat
Derivative
Markov chain
Option pricing theory
133
Optionspreistheorie
133
Volatility
49
Volatilität
49
Stochastic process
44
Stochastischer Prozess
44
Option trading
35
Optionsgeschäft
35
Theorie
32
Theory
32
Black-Scholes model
19
Real options analysis
18
Realoptionsansatz
18
Yield curve
17
Zinsstruktur
17
Electric power industry
16
Elektrizitätswirtschaft
16
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Hedging
14
Credit risk
13
Electricity price
13
Kreditrisiko
13
Markov-Kette
13
Strompreis
13
Commodity derivative
12
Oil price
12
Rohstoffderivat
12
Ölpreis
12
Credit derivative
11
Kreditderivat
11
Risikoprämie
11
Risk
11
Risk premium
11
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10
CAPM
9
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English
62
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Benth, Fred Espen
3
Ignatieva, Ekaterina
3
Takahashi, Akihiko
3
Fujita, Takahiko
2
Kiesel, Rüdiger
2
Kim, Yong-jin
2
Nazarova, Anna
2
Platen, Eckhard
2
Takaoka, Koichiro
2
Ōhashi, Kazuhiko
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Alasseur, C.
1
Algieri, Bernardina
1
Almansour, Abdullah
1
Asiimwe, Pious
1
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1
Bannör, Karl
1
Batten, Jonathan A.
1
Birkelund, Ole Henrik
1
Borovkova, Svetlana
1
Brix, Anne Floor
1
Bunn, Derek W.
1
Caporin, Massimiliano
1
Cartea, Álvaro
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Chung, Tsz-kin
1
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1
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Date, Paresh
1
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1
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1
Fonseca, José da
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1
Futami, Hidenori
1
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1
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Asia-Pacific financial markets
Energy economics
International journal of theoretical and applied finance
205
The journal of futures markets
108
Applied mathematical finance
99
Quantitative finance
75
Journal of banking & finance
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Review of derivatives research
73
The journal of computational finance
66
Finance and stochastics
57
The journal of derivatives : the official publication of the International Association of Financial Engineers
57
Computational economics
50
Journal of mathematical finance
50
European journal of operational research : EJOR
46
Finance research letters
44
International journal of financial engineering
43
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of economic dynamics & control
39
The European journal of finance
39
International review of economics & finance : IREF
33
International review of financial analysis
32
Journal of econometrics
32
Journal of financial economics
29
Risks : open access journal
27
The journal of derivatives : JOD
27
Insurance / Mathematics & economics
24
Research paper series / Swiss Finance Institute
24
SpringerLink / Bücher
23
Annals of finance
22
Review of quantitative finance and accounting
22
Journal of risk and financial management : JRFM
20
SFB 649 discussion paper
19
Wiley finance series
18
Applied financial economics
17
Economic modelling
17
Journal of financial markets
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The journal of credit risk : published quarterly by Incisive Media
17
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
62
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1
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:
2
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
3
The end of the month
option
and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
4
The spark spread and clean spark spread
option
based valuation of a power plant with multiple turbines
Elias, R. S.
;
Wahab, M. I. M.
;
Fang, Liping
- In:
Energy economics
59
(
2016
),
pp. 314-327
Persistent link: https://www.econbiz.de/10011699668
Saved in:
5
Commodity spread
option
with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
6
Parametric model risk and power plant valuation
Bannör, Karl
;
Kiesel, Rüdiger
;
Nazarova, Anna
; …
- In:
Energy economics
59
(
2016
),
pp. 423-434
Persistent link: https://www.econbiz.de/10011699734
Saved in:
7
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
8
An empirical model comparison for valuing crack spread options
Mahringer, Steffen
;
Prokopczuk, Marcel
- In:
Energy economics
51
(
2015
),
pp. 177-187
Persistent link: https://www.econbiz.de/10011564825
Saved in:
9
A new type of barrier options : lizard
option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
10
On the use of the moment-matching technique for pricing and hedging multi-asset spread options
Pellegrino, Tommaso
;
Sabino, Piergiacomo
- In:
Energy economics
45
(
2014
),
pp. 172-185
Persistent link: https://www.econbiz.de/10010504771
Saved in:
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