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~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of computational finance"
~subject:"Option pricing theory"
~subject:"Optionsgeschäft"
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Option pricing theory
Optionsgeschäft
Derivat
113
Derivative
113
Optionspreistheorie
47
Theorie
33
Theory
33
Volatility
32
Volatilität
32
Hedging
25
Commodity derivative
20
Rohstoffderivat
20
Credit risk
18
Kreditrisiko
18
Stochastic process
15
Stochastischer Prozess
15
Option trading
14
Swap
14
Estimation
13
Portfolio selection
13
Portfolio-Management
13
Schätzung
13
Yield curve
13
Zinsstruktur
13
Futures
12
Interest rate derivative
11
Zinsderivat
11
ARCH model
9
ARCH-Modell
9
Börsenkurs
9
Commodity exchange
9
Credit derivative
9
Kreditderivat
9
Share price
9
Warenbörse
9
Forecasting model
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Prognoseverfahren
8
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49
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49
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English
49
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Xu, Yaofei
3
Yan, Cheng
3
Zagst, Rudi
3
Crépey, Stéphane
2
Escobar, Marcos
2
Kandhai, Drona
2
Reisinger, Christoph
2
Shi, Yukun
2
Stasinakis, Charalampos
2
Benk, Janos
1
Bhim, Louis
1
Bhuruth, Muddun
1
Białkowski, Je̜drzej
1
Brunner, Bernhard
1
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1
Calvo-Garrido, M. C.
1
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1
Chataigner, Marc
1
Chen, Bin
1
Chen, Ding
1
Chen, Jilong
1
Chen, Yuwei
1
Christara, Christiana C.
1
Christara, Christina C.
1
Coonjobeharry, Radha Krishn
1
Daluiso, Roberto
1
Dang, Duy Minh
1
Davis, Jesse
1
Devos, Laurens
1
Dixon, Matthew F.
1
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1
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1
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1
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1
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1
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1
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1
Graaf, Cornelis S. L. de
1
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1
Guo, Biao
1
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International review of financial analysis
The journal of computational finance
International journal of theoretical and applied finance
104
Applied mathematical finance
61
The journal of futures markets
56
Review of derivatives research
48
Quantitative finance
43
Journal of banking & finance
36
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
The European journal of finance
22
The North American journal of economics and finance : a journal of financial economics studies
22
Finance research letters
21
Journal of economic dynamics & control
21
Risks : open access journal
21
The journal of derivatives : JOD
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
International review of economics & finance : IREF
19
Journal of econometrics
18
Computational economics
16
SpringerLink / Bücher
16
Applied economics letters
15
Journal of financial economics
15
Insurance / Mathematics & economics
14
Wiley finance series
13
Annals of finance
12
Journal of risk and financial management : JRFM
12
SFB 649 discussion paper
11
Applied economics
10
Mathematical finance
10
NBER working paper series
10
Research paper series / Swiss Finance Institute
10
Economic modelling
9
Journal of financial markets
9
Lecture notes in economics and mathematical systems : LNEMS
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
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ECONIS (ZBW)
49
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1
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
2
Trading activity of VIX futures and options around FOMC announcements
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Yang, J. Jimmy
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543990
Saved in:
3
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
4
COVID lockdown, Robinhood traders, and liquidity in stock and option markets
Shang, Danjue
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469185
Saved in:
5
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
6
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
7
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
8
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
9
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
10
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
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