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~isPartOf:"Quantitative finance"
~language:"eng"
~language:"spa"
~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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Supply chain
Volatilität
Theorie
283
Theory
283
Option pricing theory
190
Optionspreistheorie
190
Portfolio selection
190
Portfolio-Management
187
Volatility
185
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158
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158
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89
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Escobar, Marcos
4
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Felpel, Mike
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2
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2
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Quantitative finance
International journal of production economics
1,895
International journal of production research
1,548
European journal of operational research : EJOR
1,093
Transportation research / E : an international journal
670
Energy economics
632
Finance research letters
543
International journal of logistics systems and management
487
International review of financial analysis
408
Applied economics
406
Journal of banking & finance
382
Economic modelling
361
International journal of logistics : research and applications
350
International review of economics & finance : IREF
346
Supply chain management : an international journal
345
The journal of futures markets
344
Omega : the international journal of management science
337
The North American journal of economics and finance : a journal of financial economics studies
326
Journal of econometrics
320
The international journal of logistics management
318
Applied economics letters
274
Management science : journal of the Institute for Operations Research and the Management Sciences
270
Applied financial economics
265
Journal of empirical finance
261
Research in international business and finance
261
Economics letters
256
Production and operations management : an international journal of the Production and Operations Management Society
247
International journal of theoretical and applied finance
245
Journal of purchasing and supply management
241
International journal of physical distribution & logistics management : IJPD & LM
240
Journal of international financial markets, institutions & money
235
Journal of international money and finance
223
Journal of risk and financial management : JRFM
219
Journal of operations management
215
Manufacturing & service operations management : M & SOM
209
Logistics
205
Industrial marketing management : the international journal for industrial and high-tech firms
203
International journal of procurement management
194
Journal of financial economics
191
International journal of services and operations management
183
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ECONIS (ZBW)
183
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1
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183
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1
Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
Saved in:
2
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
3
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
4
Closed-form option pricing for exponential Lévy models : a residue approach
Aguilar, Jean-Philippe
;
Kirkby, Justin Lars
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10014232627
Saved in:
5
Coupled GARCH(1,1) model
Nie, Huasheng
;
Waelbroeck, Henri
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 759-776
Persistent link: https://www.econbiz.de/10014304344
Saved in:
6
Deep weighted Monte Carlo : a hybrid option pricing framework using neural networks
Kunsági-Máté, Sándor
;
Fáth, Gábor
;
Csabai, István
; …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 615-629
Persistent link: https://www.econbiz.de/10014304287
Saved in:
7
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
8
Effective stochastic local volatility models
Felpel, Mike
;
Kienitz, Jörg
;
McWalter, Thomas A.
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1731-1750
Persistent link: https://www.econbiz.de/10014452467
Saved in:
9
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
10
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
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