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~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Risiko"
~subject:"Volatility"
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Search: subject_exact:"Option pricing theory"
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Risiko
Volatility
Option pricing theory
107
Optionspreistheorie
107
Volatilität
43
Derivat
36
Derivative
36
Option trading
31
Optionsgeschäft
31
Stochastic process
28
Stochastischer Prozess
28
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Realoptionsansatz
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Chen, Jun-Home
2
Ignatieva, Ekaterina
2
Kiesel, Rüdiger
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Lian, Yu-Min
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2
Liu, Dehong
2
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2
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1
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1
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Energy economics
International review of economics & finance : IREF
International journal of theoretical and applied finance
169
Quantitative finance
111
Applied mathematical finance
81
The journal of futures markets
80
Journal of banking & finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
The journal of computational finance
68
Review of derivatives research
57
Finance research letters
50
International journal of financial engineering
50
Finance and stochastics
46
European journal of operational research : EJOR
45
The North American journal of economics and finance : a journal of financial economics studies
41
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37
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
Risks : open access journal
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33
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Review of quantitative finance and accounting
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The European journal of finance
26
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Journal of risk and financial management : JRFM
22
Journal of empirical finance
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Economic modelling
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International review of financial analysis
19
The journal of finance : the journal of the American Finance Association
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Journal of financial and quantitative analysis : JFQA
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Mathematics and financial economics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Asia-Pacific financial markets
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1
Renewable energy investment under stochastic interest rate with regime-switching volatility
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
;
Reppen, A. Max
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046931
Saved in:
2
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
3
Does smile help detect the UK's price leadership change after MiFID?
Adams, Michael B.
;
Chen, Jing
;
Guo, Qian
;
Li, Xiaoxi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 756-769
Persistent link: https://www.econbiz.de/10014364155
Saved in:
4
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:
5
A hybrid stochastic volatility model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Saved in:
6
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
7
Quadratic hedging of risk neutral values
Secomandi, Nicola
- In:
Energy economics
112
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013350771
Saved in:
8
Implied volatility information of Chinese SSE 50 ETF options
Wu, Lingke
;
Liu, Dehong
;
Yuan, Jianglei
;
Huang, Zhenhuan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
Saved in:
9
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:
10
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
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