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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Energy economics"
~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
136
Optionspreistheorie
136
Volatility
50
Volatilität
50
Stochastic process
45
Stochastischer Prozess
45
Option trading
35
Optionsgeschäft
35
Theorie
32
Theory
32
Real options analysis
20
Realoptionsansatz
20
Black-Scholes model
19
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Yield curve
17
Zinsstruktur
17
Electric power industry
16
Elektrizitätswirtschaft
16
Credit risk
14
Hedging
14
Kreditrisiko
14
Electricity price
13
Markov chain
13
Markov-Kette
13
Strompreis
13
Commodity derivative
12
Credit derivative
12
Kreditderivat
12
Oil price
12
Rohstoffderivat
12
Ölpreis
12
Real options
11
Risikoprämie
11
Risk
11
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11
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10
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Article
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English
51
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Benth, Fred Espen
3
Takahashi, Akihiko
3
Fujita, Takahiko
2
Ignatieva, Ekaterina
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
Baldeaux, Jan
1
Bannör, Karl
1
Batten, Jonathan A.
1
Birkelund, Ole Henrik
1
Borovkova, Svetlana
1
Bunn, Derek W.
1
Caporin, Massimiliano
1
Cartea, Álvaro
1
Chiarella, Carl
1
Chung, Tsz-kin
1
Conejo, Antonio J.
1
Coulon, Michael
1
Date, Paresh
1
Elias, R. S.
1
Elliott, Robert J.
1
Ewald, Christian-Olivier
1
Fang, Liping
1
Fang, Mingyu
1
Fonseca, José da
1
Fujii, Masaaki
1
Futami, Hidenori
1
Féron, O.
1
González-Pedraz, Carlos
1
Groll, Andreas
1
Grossinho, Maria do Rosário
1
Gudkov, Nikolay
1
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Asia-Pacific financial markets
Energy economics
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
The North American journal of economics and finance : a journal of financial economics studies
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)
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31
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
32
A model for hedging load and price risk in the Texas electricity market
Coulon, Michael
;
Powell, Warren B.
;
Sircar, Kaushik Ronnie
- In:
Energy economics
40
(
2013
),
pp. 976-988
Persistent link: https://www.econbiz.de/10010355997
Saved in:
33
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
34
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate
;
Benth, Fred Espen
- In:
Energy economics
34
(
2012
)
2
,
pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
Saved in:
35
How much should we pay for interconnecting electricity markets? : a real options approach
Cartea, Álvaro
;
González-Pedraz, Carlos
- In:
Energy economics
34
(
2012
)
1
,
pp. 14-30
Persistent link: https://www.econbiz.de/10009616358
Saved in:
36
Pricing derivatives using the asymptotic expansion approach : credit migration models with stochastic credit spreads
Muroi, Yoshifumi
;
Takino, E. Kazuhiro
- In:
Asia-Pacific financial markets
18
(
2011
)
4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10009348324
Saved in:
37
Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market
Fonseca, José da
;
Ignatieva, Ekaterina
;
Ziveyi, Jonathan
- In:
Energy economics
56
(
2016
),
pp. 215-228
Persistent link: https://www.econbiz.de/10011664232
Saved in:
38
Valuation of portfolio credit derivatives with default intensities using the Vasicek model
Liang, Jin
;
Ma, Jun Mei
;
Wang, Tao
;
Ji, Qin
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10009237750
Saved in:
39
Pricing summer day options by good-deal bounds
Kanamura, Takashi
;
Ōhashi, Kazuhiko
- In:
Energy economics
31
(
2009
)
2
,
pp. 289-297
Persistent link: https://www.econbiz.de/10003832251
Saved in:
40
Option
pricing under stochastic interest rates : an empirical investigation
Kim, Yong-jin
- In:
Asia-Pacific financial markets
9
(
2002
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10001722346
Saved in:
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