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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Energy economics"
~subject:"Black-Scholes-Modell"
~subject:"Derivat"
~subject:"Derivative"
~subject:"Volatility"
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Black-Scholes-Modell
Derivat
Derivative
Volatility
Option pricing theory
133
Optionspreistheorie
133
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 chain
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
Electricity
10
CAPM
9
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Article
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81
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English
81
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Takahashi, Akihiko
5
Hammoudeh, Shawkat
4
Benth, Fred Espen
3
Ignatieva, Ekaterina
3
Roubaud, David
3
Shahzad, Syed Jawad Hussain
3
Bouri, Elie
2
Chiarella, Carl
2
Fujita, Takahiko
2
Kiesel, Rüdiger
2
Kim, Yong-jin
2
Klebaner, Fima C.
2
Naifar, Nader
2
Nazarova, Anna
2
Nikitopoulos, Christina Sklibosios
2
Platen, Eckhard
2
Schmeck, Maren Diane
2
Sircar, Kaushik Ronnie
2
Takaoka, Koichiro
2
Yamada, Toshihiro
2
Ōhashi, Kazuhiko
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Al-Yahyaee, Khamis Hamed
1
Alasseur, C.
1
Algieri, Bernardina
1
Almansour, Abdullah
1
Baba, Amina
1
Balcilar, Mehmet
1
Baldeaux, Jan
1
Bannör, Karl
1
Batten, Jonathan A.
1
Birkelund, Ole Henrik
1
Borovkova, Svetlana
1
Brix, Anne Floor
1
Bunn, Derek W.
1
Campbell, Kevin
1
Caporin, Massimiliano
1
Cartea, Álvaro
1
Chang, Chia-Lin
1
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Asia-Pacific financial markets
Energy economics
International journal of theoretical and applied finance
299
The journal of futures markets
212
Journal of banking & finance
154
Quantitative finance
148
Applied mathematical finance
144
Mathematical finance : an international journal of mathematics, statistics and financial theory
117
The journal of computational finance
111
Review of derivatives research
106
The journal of derivatives : the official publication of the International Association of Financial Engineers
96
Finance and stochastics
87
Finance research letters
80
Journal of mathematical finance
75
Computational economics
74
The North American journal of economics and finance : a journal of financial economics studies
69
International journal of financial engineering
66
European journal of operational research : EJOR
65
International review of financial analysis
61
Journal of economic dynamics & control
61
Journal of econometrics
60
Journal of financial economics
57
The European journal of finance
56
International review of economics & finance : IREF
50
Research paper series / Swiss Finance Institute
50
Risks : open access journal
49
Review of quantitative finance and accounting
42
The journal of finance : the journal of the American Finance Association
42
Annals of finance
41
Insurance / Mathematics & economics
40
The review of financial studies
38
Applied financial economics
37
Journal of empirical finance
37
Applied economics
35
Journal of financial and quantitative analysis : JFQA
35
Management science : journal of the Institute for Operations Research and the Management Sciences
34
Journal of risk and financial management : JRFM
33
Journal of financial markets
32
Economic modelling
31
The journal of derivatives : JOD
30
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ECONIS (ZBW)
81
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81
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date (oldest first)
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
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
3
Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli, Marco
;
Schmeck, Maren Diane
;
Vargiolu, Tiziano
- In:
Energy economics
95
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012816581
Saved in:
4
Option
prices and implied volatility in the crude oil market
Soini, Vesa
;
Lorentzen, Sindre
- In:
Energy economics
83
(
2019
),
pp. 515-539
Persistent link: https://www.econbiz.de/10012176275
Saved in:
5
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:
6
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:
7
Understanding delta-hedged
option
returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
8
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:
9
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:
10
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:
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