//--> //--> //--> //-->
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:"The journal of futures markets"
~subject:"Grain"
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
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_exact:"Derivative"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Grain
Option pricing theory
Derivat
388
Derivative
388
USA
157
United States
157
Theorie
124
Theory
124
Hedging
91
Commodity exchange
51
Warenbörse
51
Volatility
49
Volatilität
49
Getreide
37
Börsenkurs
33
Share price
33
Optionspreistheorie
32
Index futures
30
Index-Futures
30
Estimation
26
Schätzung
26
Option trading
25
Optionsgeschäft
25
CAPM
22
Großbritannien
18
United Kingdom
18
Financial market regulation
17
Finanzmarktregulierung
17
Portfolio selection
15
Portfolio-Management
15
Sojabohne
15
Soybean
15
Capital income
14
Kapitaleinkommen
14
Risiko
14
Risk
14
Commodity derivative
12
Forecasting model
12
Prognoseverfahren
12
Rohstoffderivat
12
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
67
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
68
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
68
Author
All
Wilson, William W.
3
Brorsen, B. Wade
2
Chang, Jui-jane
2
Fortenbery, T. Randall
2
Fung, Hung-gay
2
Khoury, Nabil T.
2
Leuthold, Raymond M.
2
Li, Miao
2
Lien, Da-hsiang Donald
2
Luo, Xingguo
2
Martin, Larry J.
2
Milonas, Nikolaos T.
2
Wang, Xingchun
2
Xiong, Tao
2
Zapata, Hector O.
2
Agarwalla, Sobhesh Kumar
1
Avriel, Mordekhai
1
Ballotta, Laura
1
Barrett, W. B.
1
Bhar, Ramaprasad
1
Bigman, David
1
Boyd, Milton
1
Braga, Francesco S.
1
Cakici, Nusret
1
Canarella, Giorgio
1
Chen, Son-nan
1
Chen, Yi-chun
1
Cui, Zhenyu
1
Dai, Tian-shyr
1
Dinehart, Stephen J.
1
Ding, Kailin
1
Ehrhardt, Michael C.
1
Espinosa, Juan Andres
1
Fonseca, José da
1
François, Pascal
1
Galarneau-Vincent, Rémi
1
García, Philip
1
Garrett, Ian
1
Gauthier, Geneviève
1
Gazi, Adnan
1
more ...
less ...
Institution
All
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Published in...
All
The journal of futures markets
International journal of theoretical and applied finance
101
Applied mathematical finance
61
Review of derivatives research
44
Quantitative finance
41
The journal of computational finance
32
Journal of mathematical finance
30
European journal of operational research : EJOR
29
Journal of banking & finance
29
International journal of financial engineering
24
Energy economics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Finance and stochastics
20
Risks : open access journal
20
The journal of derivatives : JOD
20
The European journal of finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
15
Journal of econometrics
15
Applied economics letters
14
Insurance / Mathematics & economics
14
International review of economics & finance : IREF
14
International review of financial analysis
14
American journal of agricultural economics
12
Annals of finance
12
Journal of risk and financial management : JRFM
11
Applied economics
10
Economic modelling
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Asia-Pacific financial markets
8
International journal of financial markets and derivatives
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematics and financial economics
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Journal of financial economics
7
Risk and decision analysis
7
Theoretical economics letters
7
more ...
less ...
Source
All
ECONIS (ZBW)
68
Showing
1
-
10
of
68
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
2
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
3
Can night trading reduce price volatility? : evidence from China's corn and corn starch futures markets
Xia, Weiyi
;
Xiong, Tao
;
Li, Miao
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 585-604
Persistent link: https://www.econbiz.de/10014536653
Saved in:
4
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
5
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
6
Sequential Itô-Taylor expansions and characteristic functions of stochastic volatility models
Ding, Kailin
;
Cui, Zhenyu
;
Liu, Yanchu
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1750-1769
Persistent link: https://www.econbiz.de/10014433005
Saved in:
7
A tale of two contracts : examining the behavior of bid-ask spreads of corn futures in China
Li, Miao
;
Xiong, Tao
;
Li, Ziran
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 792-806
Persistent link: https://www.econbiz.de/10014293232
Saved in:
8
Why are the prices of European-style derivatives greater than the prices of American-style derivatives?
Jin, Xuejun
;
Zhao, Jingyu
;
Luo, Xingguo
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1772-1793
Persistent link: https://www.econbiz.de/10013465814
Saved in:
9
Venturing into uncharted territory : an extensible implied volatility surface model
François, Pascal
;
Galarneau-Vincent, Rémi
;
Gauthier, …
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1912-1940
Persistent link: https://www.econbiz.de/10013465829
Saved in:
10
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->