//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~subject:"Optionsgeschäft"
~subject:"Optionspreistheorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Derivative"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optionsgeschäft
Optionspreistheorie
Derivat
90
Derivative
90
Volatility
36
Volatilität
36
Option pricing theory
32
Theorie
22
Theory
22
Option trading
18
Stochastic process
18
Stochastischer Prozess
18
Hedging
17
Credit risk
9
Estimation
9
Kreditrisiko
9
Schätzung
9
Commodity derivative
8
Rohstoffderivat
8
ARCH model
7
ARCH-Modell
7
Börsenkurs
7
Capital income
7
China
7
Kapitaleinkommen
7
Risiko
7
Risikomanagement
7
Risk
7
Risk management
7
Share price
7
Black-Scholes model
6
Black-Scholes-Modell
6
Commodity exchange
6
Derivatives
6
Forecasting model
6
Portfolio selection
6
Portfolio-Management
6
Prognoseverfahren
6
Warenbörse
6
Credit derivative
5
more ...
less ...
Online availability
All
Undetermined
30
Type of publication
All
Article
38
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
39
Author
All
Gouriéroux, Christian
3
Monfort, Alain
3
Chang, Chia-Lin
2
McAleer, Michael
2
Park, Yang-Ho
2
Wang, Xingchun
2
Xiu, Dacheng
2
Amengual, Dante
1
Ap Gwilym, Owain
1
Azzone, Michele
1
Aït-Sahalia, Yacine
1
Bae, Kwangil
1
Barone-Adesi, Giovanni
1
Baviera, Roberto
1
Benzennou, Bouchra
1
Bernales, Alejandro
1
Bondarenko, Oleg
1
Borochin, Paul
1
Braouezec, Yann
1
Broadie, Mark
1
Buchner, Axel
1
Byström, Hans N. E.
1
Cao, Jiling
1
Cañón, Carlos Iván
1
Clément, Emmanuelle
1
Escobar, Marcos
1
Fan, Qingqian
1
Feng, Sixian
1
Fusari, Nicola
1
Gan, Liu
1
Garcia, René
1
Gençay, Ramazan
1
Han, Lin
1
Hao, Jing
1
He, Feng
1
Hong, Han
1
Husmann, Sven
1
Jia, Jiayi
1
Kim, Jeong-Hoon
1
Kopeliovich, Yaacov
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
International journal of theoretical and applied finance
104
Applied mathematical finance
61
The journal of futures markets
48
Review of derivatives research
47
Quantitative finance
42
Journal of banking & finance
36
The journal of computational finance
32
European journal of operational research : EJOR
30
Journal of mathematical finance
30
International journal of financial engineering
24
Energy economics
22
Finance and stochastics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
The European journal of finance
21
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of derivatives : JOD
21
Risks : open access journal
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
International review of economics & finance : IREF
19
Computational economics
16
International review of financial analysis
16
SpringerLink / Bücher
16
Applied economics letters
15
Insurance / Mathematics & economics
14
Journal of financial economics
14
Annals of finance
12
Journal of risk and financial management : JRFM
12
SFB 649 discussion paper
11
Wiley finance series
11
Mathematical finance
10
Research paper series / Swiss Finance Institute
10
Applied economics
9
Economic modelling
9
Journal of financial markets
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
NBER working paper series
9
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
2
Rescaling the double-mean-reverting 4/2 stochastic volatility model for derivative pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Liu, Wenqiang
;
Zhang, WenJun
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014583526
Saved in:
3
An empirical study on the characterization of implied volatility and pricing in the Chinese option market
Fan, Qingqian
;
Feng, Sixian
- In:
Finance research letters
49
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013479611
Saved in:
4
Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets
Bae, Kwangil
;
Lee, Soonhee
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014581630
Saved in:
5
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
6
Price discovery and its determinants for the Chinese soybean options and futures markets
Hao, Jing
;
He, Feng
;
Liu-Chen, Baiao
;
Li, Zihe
- In:
Finance research letters
40
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012819235
Saved in:
7
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
8
Commonality in liquidity across options and stock futures markets
Benzennou, Bouchra
;
Ap Gwilym, Owain
;
Williams, Gwion
- In:
Finance research letters
32
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430742
Saved in:
9
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
10
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->