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Search: subject:"spread options"
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Option pricing theory
30
Optionspreistheorie
30
Option trading
22
Optionsgeschäft
22
Derivat
20
Derivative
20
Spread options
17
spread options
13
Stochastic process
12
Stochastischer Prozess
12
Volatility
9
Volatilität
9
Risikoprämie
8
Risk premium
8
Credit risk
6
Kreditrisiko
6
Hedging
5
Energiemarkt
4
Energy market
4
Monte Carlo simulation
4
Risiko
4
Risk
4
Spread Options
4
ARCH model
3
ARCH-Modell
3
Black-Scholes model
3
Black-Scholes-Modell
3
Cointegration
3
Default risk
3
Energy Derivatives
3
Energy markets
3
Kointegration
3
Monte-Carlo-Simulation
3
Ornstein-Uhlenbeck processes
3
Risikomanagement
3
Risk management
3
Yield curve
3
Zinsstruktur
3
fast Fourier transform
3
Commodity derivative
2
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Undetermined
36
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2
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1
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English
31
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13
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Wang, Xingchun
6
Sabino, Piergiacomo
5
Pellegrino, Tommaso
3
Tang, Dan
3
Benth, Fred
2
Benth, Fred Espen
2
Coulon, Michael
2
Gardini, Matteo
2
Li, Zelei
2
Powell, Warren B.
2
Saltyte-Benth, Jurate
2
Sasso, Emanuela
2
Schneider, Lorenz
2
Song, Shiyu
2
Afkhami, Mohamad
1
Alfeus, Mesias
1
Alvarez, Alexander
1
Amershi, Amin
1
BENTH, FRED ESPEN
1
Brooks, Robert
1
Börger, Reik H.
1
Chang, Jui-Jane
1
Cline, Brandon N.
1
Cufaro Petroni, Nicola
1
Deng, Shi-Jie
1
Di Nunno, Giulia
1
Dieckmann, Birgit
1
Dong, Ziming
1
Escobar, Marcos
1
Farkas, Walter
1
Ghoddusi, Hamed
1
Gourier, Elise
1
HIKSPOORS, SAMUEL
1
Hagan, Patrick S.
1
Herath, Hemantha
1
Hikspoors, Samuel
1
Huang, Pao-Hsien
1
Huitema, Robert
1
JAIMUNGAL, SEBASTIAN
1
Jaimungal, Sebastian
1
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Energy economics
4
Journal of mathematical finance
3
Quantitative finance
3
Applied mathematical finance
2
Energy Economics
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of financial engineering
2
Journal of banking & finance
2
Studies in Nonlinear Dynamics & Econometrics
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied Mathematical Finance
1
Applied economics letters
1
Decisions in economics and finance : a journal of applied mathematics
1
Emerging markets, finance and trade : EMFT
1
Energy Policy
1
Finance and stochastics
1
Financial services review : the journal of individual financial management
1
International Journal of Financial Markets and Derivatives
1
International Journal of Portfolio Analysis and Management
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of Economics and Finance
1
Manufacturing & Service Operations Management
1
Mathematics of operations research
1
Quantitative Finance
1
Review of derivatives research
1
The European Journal of Finance
1
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ECONIS (ZBW)
31
RePEc
13
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1
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44
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date (oldest first)
1
Intermittently coupled electricity markets
Pierre, Erwan
;
Schneider, Lorenz
- In:
Energy economics
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014559257
Saved in:
2
Pricing and risk management of multi-assets financial instruments to natural disasters
Chang, Jui-Jane
;
Huang, Pao-Hsien
;
Wu, Ting-Pin
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
1
,
pp. 19-43
Persistent link: https://www.econbiz.de/10014444330
Saved in:
3
Valuation of
spread
options
under correlated skew Brownian motions
Song, Shiyu
;
Wang, Xingchun
;
Zhang, Xiaowen
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 503-523
Persistent link: https://www.econbiz.de/10014547897
Saved in:
4
Correlating Lévy processes with self-decomposability : applications to energy markets
Gardini, Matteo
;
Sabino, Piergiacomo
;
Sasso, Emanuela
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
2
,
pp. 1253-1280
Persistent link: https://www.econbiz.de/10012795133
Saved in:
5
Valuing basket-
spread
options
with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
6
An analytical GARCH valuation model for
spread
options
with default risk
Song, Shiyu
;
Tang, Dan
;
Xu, Guangli
;
Yin, Xunbai
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
Saved in:
7
Pricing vulnerable basket
spread
options
with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
8
Exchange options and
spread
options
with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
9
Pricing basket
spread
options
with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
10
Pricing renewable identification numbers under uncertainty
Afkhami, Mohamad
;
Ghoddusi, Hamed
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 725-742
Persistent link: https://www.econbiz.de/10013367855
Saved in:
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