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~isPartOf:"International journal of financial engineering"
~subject:"Black-Scholes model"
~subject:"Share price"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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Black-Scholes model
Share price
Volatilität
Derivat
31
Derivative
31
Option pricing theory
24
Optionspreistheorie
24
Option trading
14
Optionsgeschäft
14
Stochastic process
13
Stochastischer Prozess
13
Volatility
12
Black-Scholes-Modell
8
Hedging
7
Portfolio selection
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Portfolio-Management
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Risikomanagement
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Risk management
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Kreditrisiko
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Theory
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Aghili, A.
1
Burro, Giacomo
1
Cui, Zhenyu
1
Dunsmuir, William T.M.
1
Florescu, Ionuţ
1
Funahashi, Hideharu
1
Giribone, Pier Giuseppe
1
Guo, Shimin
1
Kwok, Yue-Kuen
1
Li, Jiao
1
Li, Yu
1
Ligato, Simone
1
Liu, Jianguo
1
Liu, Xunzhi
1
Lu, Peili
1
Ma, Changfu
1
Mudzimbabwe, Walter
1
Mulas, Martina
1
Muroi, Yoshifumi
1
Peters, Gareth W.
1
Qin, Haoyang
1
Querci, Francesca
1
Radoičić, Radoš
1
Richards, Kylie-Anne
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Saeki, Ryota
1
Saito, Taiga
1
Shen, Jiaqi
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Stefanica, Dan
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Suda, Shintaro
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Sun, Youfa
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Wirjanto, Tony S.
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Xu, Wei
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Yang, Ying
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Ye, Zhongxing
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Yuan, George
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Yuan, Steven
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Zhao, Liheng
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International journal of financial engineering
The journal of futures markets
76
International journal of theoretical and applied finance
47
Journal of banking & finance
43
Energy economics
36
Applied mathematical finance
29
International review of financial analysis
28
Finance research letters
26
International review of economics & finance : IREF
24
Quantitative finance
23
Review of derivatives research
22
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
19
Applied economics letters
18
The European journal of finance
18
The journal of finance : the journal of the American Finance Association
18
The North American journal of economics and finance : a journal of financial economics studies
17
Applied financial economics
15
Research in international business and finance
15
Applied economics
14
Journal of econometrics
14
Review of quantitative finance and accounting
14
European journal of operational research : EJOR
13
Journal of mathematical finance
13
Economic modelling
12
Journal of empirical finance
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Global finance journal
11
International journal of bonds and derivatives
11
Journal of financial economics
11
Journal of financial markets
11
Pacific-Basin finance journal
11
Risks : open access journal
11
Journal of economic dynamics & control
10
The journal of computational finance
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Advances in futures and options research : a research annual
9
Finance and stochastics
9
Journal of risk and financial management : JRFM
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The review of financial studies
9
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ECONIS (ZBW)
16
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1
Binomial tree method for option pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
2
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
Saved in:
3
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
Saved in:
4
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
5
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
6
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
7
Fractional Black-Scholes equation
Aghili, A.
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673108
Saved in:
8
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
Saved in:
9
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
Saved in:
10
A mean bound financial model and options pricing
Li, Yu
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011807105
Saved in:
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