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Search: subject:"spread options"
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Option pricing theory
32
Optionspreistheorie
32
Option trading
23
Optionsgeschäft
23
Derivat
21
Derivative
21
Spread options
21
spread options
17
Stochastic process
12
Stochastischer Prozess
12
Volatility
11
Volatilität
11
Risikoprämie
9
Risk premium
9
Credit risk
6
Kreditrisiko
6
Hedging
5
Spread Options
5
Cointegration
4
Energiemarkt
4
Energy market
4
Kointegration
4
Monte Carlo simulation
4
Risiko
4
Risk
4
Yield curve
4
Zinsstruktur
4
ARCH model
3
ARCH-Modell
3
Black-Scholes model
3
Black-Scholes-Modell
3
Commodity derivative
3
Commodity price
3
Correlation
3
Default risk
3
Energy Derivatives
3
Energy markets
3
Korrelation
3
Monte-Carlo-Simulation
3
Ornstein-Uhlenbeck processes
3
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Online availability
All
Undetermined
38
Free
8
Type of publication
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Article
44
Book / Working Paper
10
Type of publication (narrower categories)
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Article in journal
30
Aufsatz in Zeitschrift
30
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
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1
Working Paper
1
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English
37
Undetermined
17
Author
All
Wang, Xingchun
6
Sabino, Piergiacomo
5
Pellegrino, Tommaso
3
Tang, Dan
3
Alexander, Carol
2
Benth, Fred
2
Benth, Fred Espen
2
Campi, Luciano
2
Coulon, Michael
2
Farkas, Walter
2
Gardini, Matteo
2
Gourier, Elise
2
Huitema, Robert
2
Langrené, Nicolas
2
Li, Zelei
2
Mahringer, Steffen
2
Necula, Ciprian
2
Powell, Warren B.
2
Prokopczuk, Marcel
2
Saltyte-Benth, Jurate
2
Sasso, Emanuela
2
Schneider, Lorenz
2
Song, Shiyu
2
Venkatramanan, Aanand
2
Afkhami, Mohamad
1
Aid, René
1
Alfeus, Mesias
1
Alvarez, Alexander
1
Alòs, Elisa
1
Amershi, Amin
1
Aïd, René
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
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Henley Business School, University of Reading
3
Department of Economics and Business, Universitat Pompeu Fabra
1
Finance Discipline Group, Business School
1
HAL
1
University of Bonn, Germany
1
Université Paris-Dauphine (Paris IX)
1
Published in...
All
Energy economics
4
ICMA Centre Discussion Papers in Finance
3
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
Discussion Paper Serie B
1
Economics Papers from University Paris Dauphine
1
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
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
Research Paper Series / Finance Discipline Group, Business School
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
The European Journal of Finance
1
Working Papers / HAL
1
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ECONIS (ZBW)
33
RePEc
21
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1
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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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