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~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of mathematical finance"
~subject:"Derivat"
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Search: subject_exact:"Optionspreismodell"
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Derivat
Option pricing theory
287
Optionspreistheorie
287
Stochastic process
102
Stochastischer Prozess
102
Volatility
88
Volatilität
88
Option trading
79
Optionsgeschäft
79
Derivative
60
Theorie
41
Theory
41
Portfolio selection
39
Portfolio-Management
39
Black-Scholes model
32
Black-Scholes-Modell
32
CAPM
31
Hedging
22
Statistical distribution
19
Statistische Verteilung
19
Option Pricing
15
Credit risk
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Kreditrisiko
14
Real options analysis
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Realoptionsansatz
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Simulation
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13
Monte-Carlo-Simulation
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Transaction costs
12
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Option pricing
11
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Chiarella, Carl
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Gao, Min
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Hao, Ruili
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Joshi, Mark S.
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Muroi, Yoshifumi
2
Pellegrino, Tommaso
2
Siu, Tak Kuen
2
Suda, Shintaro
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Sviščuk, Anatolij
2
Tang, Robert
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Zhang, Liangliang
2
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1
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Anwar, Md. Nurul
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1
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1
Branger, Nicole
1
Breton, Michèle
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Brini, Alessio
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Cai, Ning
1
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Economic modelling
Journal of economic dynamics & control
Journal of mathematical finance
International journal of theoretical and applied finance
101
Applied mathematical finance
62
Review of derivatives research
44
Quantitative finance
43
The journal of computational finance
32
The journal of futures markets
32
European journal of operational research : EJOR
30
Journal of banking & finance
30
International journal of financial engineering
24
Energy economics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Risks : open access journal
21
Finance and stochastics
20
The journal of derivatives : JOD
20
The European journal of finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
15
Journal of econometrics
15
SpringerLink / Bücher
15
Applied economics letters
14
Insurance / Mathematics & economics
14
International review of financial analysis
14
International review of economics & finance : IREF
13
Annals of finance
12
Journal of risk and financial management : JRFM
11
SFB 649 discussion paper
11
Mathematical finance
10
Research paper series / Swiss Finance Institute
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Wiley finance series
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Applied economics
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Asia-Pacific financial markets
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
60
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1
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
2
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
3
Investing in electricity production under a reliability options scheme
Fontini, Fulvio
;
Vargiolu, Tiziano
;
Zormpas, Dimitrios
- In:
Journal of economic dynamics & control
126
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012667919
Saved in:
4
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
5
A general framework of derivatives pricing
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 255-266
Persistent link: https://www.econbiz.de/10012545688
Saved in:
6
Embedding stochastic correlation into the pricing of FX quanto options under stochastic volatility models
Pellegrino, Tommaso
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 455-493
Persistent link: https://www.econbiz.de/10012210363
Saved in:
7
Derivatives pricing via machine learning
Ye, Tingting
;
Zhang, Liangliang
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 561-589
Persistent link: https://www.econbiz.de/10012210443
Saved in:
8
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
9
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
10
The British binary option
Gao, Min
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 747-762
Persistent link: https://www.econbiz.de/10012433492
Saved in:
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