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~isPartOf:"Economic modelling"
~isPartOf:"The journal of derivatives : JOD"
~subject:"Optionsgeschäft"
~subject:"Rohstoffderivat"
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Optionsgeschäft
Rohstoffderivat
Derivat
62
Derivative
62
Option pricing theory
29
Optionspreistheorie
29
Option trading
18
Portfolio selection
15
Portfolio-Management
15
Derivatives
13
Volatility
13
Volatilität
13
options
13
Theorie
12
Theory
12
Commodity derivative
10
Hedging
10
Commodity exchange
8
Warenbörse
8
Estimation
7
Schätzung
7
Welt
7
World
7
Credit risk
6
Kreditrisiko
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Stochastic process
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Stochastischer Prozess
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Risikomanagement
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Risk management
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derivatives
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statistical methods
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Anlageverhalten
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Behavioural finance
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Börsenkurs
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Capital income
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Credit derivative
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Currency derivative
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EU countries
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English
28
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Park, Sung Y.
2
Siu, Tak Kuen
2
Wang, Yudong
2
Brini, Alessio
1
Brooks, Chris
1
Carr, Peter
1
Chang, Jow-Ran
1
Chang, Jui-Jane
1
Chen, Chuang
1
Chen, Rongda
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1
Chevallier, Julien
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1
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1
Gu, Yuchi
1
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1
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1
Kabir, M. Humayun
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Economic modelling
The journal of derivatives : JOD
Energy economics
47
The journal of futures markets
38
International journal of theoretical and applied finance
25
International review of financial analysis
25
International review of economics & finance : IREF
24
Journal of banking & finance
22
Review of derivatives research
20
Applied mathematical finance
19
Finance research letters
19
European journal of operational research : EJOR
16
Quantitative finance
16
International journal of financial engineering
15
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of financial economics
13
The European journal of finance
13
Applied economics letters
12
Journal of commodity markets
10
Risks : open access journal
10
Applied economics
9
Journal of financial markets
9
Research in international business and finance
9
The energy journal
9
Annals of finance
8
Cogent economics & finance
8
Journal of economic dynamics & control
8
Journal of mathematical finance
8
Journal of risk and financial management : JRFM
8
Working paper
8
American journal of agricultural economics
7
Applied financial economics
7
Global finance journal
7
Journal of empirical finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Review of quantitative finance and accounting
7
Applied economic perspectives and policy
6
Computational economics
6
Finance and stochastics
6
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
28
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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
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
3
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
4
The time dimension of volatility : implications for option strategy design
Hill, Joanne M.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 97-109
Persistent link: https://www.econbiz.de/10014231053
Saved in:
5
Simplified option price derivations
Shimko, David C.
- In:
The journal of derivatives : JOD
29
(
2022
)
5
,
pp. 9-19
Persistent link: https://www.econbiz.de/10014231070
Saved in:
6
Price explosiveness in nonferrous metal futures markets
Ma, Richie Ruchuan
;
Xiong, Tao
- In:
Economic modelling
94
(
2021
),
pp. 75-90
Persistent link: https://www.econbiz.de/10012694717
Saved in:
7
Pricing discretely monitored barrier options under Markov processes through markov chain approximation
Cui, Zhenyu
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 8-33
Persistent link: https://www.econbiz.de/10012486028
Saved in:
8
Jump, diffusion, and long-term volatility risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
9
Analytical valuation of exotic double barrier options
Chang, Jui-Jane
;
Pai, Hui-Ming
;
Wu, Ting-Pin
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 97-122
Persistent link: https://www.econbiz.de/10012486032
Saved in:
10
Can the improved CMBO strategies beat the CMBO index?
Liu, Wei-Han
;
Chang, Jow-Ran
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 163-183
Persistent link: https://www.econbiz.de/10012486036
Saved in:
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