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~isPartOf:"International journal of financial engineering"
~subject:"Risiko"
~subject:"Share price"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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Risiko
Share price
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Derivat
31
Derivative
31
Option pricing theory
24
Optionspreistheorie
24
Option trading
14
Optionsgeschäft
14
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13
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8
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Aghili, A.
1
Cui, Zhenyu
1
Dileep N.
1
Dunsmuir, William T.M.
1
Florescu, Ionuţ
1
Funahashi, Hideharu
1
Guo, Shimin
1
Gyamerah, Samuel Asante
1
Ikpe, Dennis
1
Kotreshwar G.
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Kwok, Yue-Kuen
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Li, Yu
1
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1
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Ngare, Philip
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Peters, Gareth W.
1
Qin, Haoyang
1
Radoičić, Radoš
1
Richards, Kylie-Anne
1
Saito, Taiga
1
Shen, Jiaqi
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Stefanica, Dan
1
Sun, Youfa
1
Wirjanto, Tony S.
1
Xu, Wei
1
Yang, Ying
1
Ye, Zhongxing
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Yuan, George
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Yuan, Steven
1
Zhao, Liheng
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1
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International journal of financial engineering
The journal of futures markets
90
Energy economics
47
Journal of banking & finance
46
International journal of theoretical and applied finance
41
Finance research letters
30
International review of economics & finance : IREF
30
Applied mathematical finance
28
International review of financial analysis
28
Quantitative finance
27
Review of derivatives research
25
The European journal of finance
20
Applied economics letters
18
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
18
The North American journal of economics and finance : a journal of financial economics studies
18
Applied economics
17
European journal of operational research : EJOR
16
Research in international business and finance
16
The journal of finance : the journal of the American Finance Association
16
Applied financial economics
15
Journal of econometrics
13
Journal of empirical finance
13
Review of quantitative finance and accounting
13
Risks : open access journal
13
Working paper / National Bureau of Economic Research, Inc.
13
Journal of financial economics
12
NBER working paper series
12
Pacific-Basin finance journal
12
Economic modelling
11
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 economic dynamics & control
11
Journal of financial markets
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Journal of international financial markets, institutions & money
9
Journal of risk and financial management : JRFM
9
Review of Pacific Basin financial markets and policies
9
The review of financial studies
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ECONIS (ZBW)
17
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1
Hedging rainfall risk : an illustrative analysis of rainfall index-based futures contracts
Dileep N.
;
Kotreshwar G.
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014521332
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
Weather derivatives for managing weather and climate risk in agriculture
Gyamerah, Samuel Asante
;
Ngare, Philip
;
Ikpe, Dennis
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012603781
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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