//--> //--> //--> //-->
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:"Journal of economic dynamics & control"
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:"Contingent claim"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
39
Derivative
39
Option pricing theory
21
Optionspreistheorie
21
Theorie
20
Theory
20
Stochastic process
11
Stochastischer Prozess
11
Hedging
9
Portfolio selection
9
Portfolio-Management
9
Volatility
9
Volatilität
9
Option trading
8
Optionsgeschäft
8
CAPM
7
Credit risk
4
Derivatives
4
Kreditrisiko
4
Stochastic volatility
4
Financial crisis
3
Insolvency
3
Insolvenz
3
Swap
3
Ambiguity
2
Analysis of variance
2
Capital structure
2
Corporate finance
2
Credit market
2
Derivatives pricing
2
Early exercise
2
Finanzkrise
2
Greece
2
Griechenland
2
Intertemporal equilibrium
2
Intertemporales Gleichgewicht
2
Kapitalstruktur
2
Kreditmarkt
2
LIBOR market model
2
Monte Carlo
2
more ...
less ...
Online availability
All
Undetermined
18
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
Chiarella, Carl
2
Joshi, Mark S.
2
Li, Lingfei
2
Lioui, Abraham
2
Poncet, Patrice
2
Tang, Robert
2
Zhang, Gongqiu
2
Augustin, Patrick
1
Backhaus, Jochen
1
Badescu, Alexandru
1
Bardoscia, Marco
1
Barletta, Andrea
1
Beveridge, Christopher
1
Blenman, Lloyd P.
1
Boppart, Timo
1
Branger, Nicole
1
Breton, Michèle
1
Cai, Ning
1
Chang, Chien-hung
1
Chen, Zheng
1
Cheng, Jun
1
Das, Sanjiv R.
1
Duffie, Darrell
1
Elliott, Robert J.
1
Escobar, Marcos
1
Ewald, Christian-Oliver
1
Fabozzi, Frank J.
1
Ferrando, Sebastian
1
Ferrara, Gerardo
1
Fontini, Fulvio
1
Fouda, Henri
1
Frey, Rüdiger
1
Füss, Roland
1
Gao, Bin
1
Guo, Ivan
1
Guégan, Dominique
1
Hassan, Nadima el
1
Hu, Yuan
1
Huang, Jing-Zhi
1
Ibraimi, Meriton
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
The journal of futures markets
395
Journal of banking & finance
178
International journal of theoretical and applied finance
172
Energy economics
121
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
Journal of financial economics
73
International review of financial analysis
70
Review of derivatives research
69
Finance research letters
67
SpringerLink / Bücher
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
The European journal of finance
62
International review of economics & finance : IREF
61
Quantitative finance
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
European journal of operational research : EJOR
58
Journal of financial and quantitative analysis : JFQA
58
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Finance and stochastics
46
Applied economics
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
45
The journal of fixed income
45
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
43
Applied economics letters
40
Economics letters
40
Journal of mathematical finance
40
Wiley finance series
40
The review of financial studies
39
Review of quantitative finance and accounting
38
Derivatives & financial instruments
36
Economic modelling
36
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
2
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
3
Investing in electricity production under a reliability options scheme
Fontini, Fulvio
;
Vargiolu, Tiziano
;
Zormpas, Dimitrios
- In:
Journal of economic dynamics & control
126
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012667919
Saved in:
4
Simulating liquidity stress in the derivatives market
Bardoscia, Marco
;
Ferrara, Gerardo
;
Vause, Nicholas
; …
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014535140
Saved in:
5
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
6
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
7
Perturbations in DSGE models : an odd derivatives theorem
Lott, Sherwin
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012131998
Saved in:
8
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
Saved in:
9
The use of equity financing in debt renegotiation
Silaghi, Florina
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011973859
Saved in:
10
Evaluation of counterparty risk for derivatives with early-exercise features
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011973914
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->