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~isPartOf:"Quantitative finance"
~language:"eng"
~language:"spa"
~subject:"Derivative"
~subject:"Supply chain"
~subject:"Volatilität"
~type_genre:"Accompanied by computer file"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
~type_genre:"Übersichtsarbeit"
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Derivative
Supply chain
Volatilität
Theorie
297
Theory
297
Option pricing theory
196
Optionspreistheorie
196
Portfolio selection
195
Portfolio-Management
195
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191
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165
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165
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93
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93
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89
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Escobar, Marcos
4
Gatheral, Jim
4
Radoičić, Radoš
4
Sornette, Didier
4
Bayer, Christian
3
Bormetti, Giacomo
3
Felpel, Mike
3
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3
Horvath, Blanka Nora
3
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3
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3
Lillo, Fabrizio
3
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3
Pirjol, Dan
3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Quantitative finance
International journal of production economics
1,896
International journal of production research
1,589
European journal of operational research : EJOR
1,152
Energy economics
733
The journal of futures markets
699
Transportation research / E : an international journal
675
Finance research letters
664
Journal of banking & finance
528
International journal of logistics systems and management
487
International review of financial analysis
476
Applied economics
443
International review of economics & finance : IREF
420
Economic modelling
391
International journal of logistics : research and applications
385
International journal of theoretical and applied finance
377
Omega : the international journal of management science
359
The North American journal of economics and finance : a journal of financial economics studies
357
Supply chain management : an international journal
345
Journal of econometrics
331
The international journal of logistics management
318
Applied financial economics
313
Applied economics letters
309
Management science : journal of the Institute for Operations Research and the Management Sciences
299
Economics letters
294
Journal of empirical finance
284
Research in international business and finance
282
Journal of financial economics
257
Journal of international financial markets, institutions & money
257
Journal of international money and finance
249
Journal of risk and financial management : JRFM
248
Production and operations management : an international journal of the Production and Operations Management Society
247
Journal of purchasing and supply management
241
International journal of physical distribution & logistics management : IJPD & LM
240
Manufacturing & service operations management : M & SOM
225
Journal of operations management
224
Logistics
217
The European journal of finance
209
Industrial marketing management : the international journal for industrial and high-tech firms
203
Pacific-Basin finance journal
203
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ECONIS (ZBW)
233
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1
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10014552074
Saved in:
2
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
3
Dynamic partial (co)variance forecasting model
Chen, Zirong
;
Zhou, Yao
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 643-653
Persistent link: https://www.econbiz.de/10014552126
Saved in:
4
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
5
A generalization of the rational rough Heston approximation
Gatheral, Jim
;
Radoičić, Radoš
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 329-335
Persistent link: https://www.econbiz.de/10014551997
Saved in:
6
Implied roughness in the term structure of oil market volatility
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10014552013
Saved in:
7
Physics-informed convolutional transformer for predicting volatility surface
Kim, Soohan
;
Yun, Seok-Bae
;
Bae, Hyeong-Ohk
;
Lee, Muhyun
; …
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10014551964
Saved in:
8
Quantum-inspired variational algorithms for partial differential equations : application to financial derivative pricing
Zhao, Tianchen
;
Sun, Chuhao
;
Cohen, Asaf
;
Stokes, James
; …
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014551890
Saved in:
9
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
10
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
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