//--> //--> //--> //-->
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
~accessRights:"restricted"
~subject:"Climate change"
~subject:"Optionspreistheorie"
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
Estimation of operational valu...
Similar by person
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Climate change
Optionspreistheorie
Option pricing theory
11
Risk management
11
Risikomanagement
10
Stochastic process
9
Stochastischer Prozess
9
Theorie
8
Theory
8
Australia
7
Electricity price
7
Australien
6
CAPM
6
Derivat
6
Derivative
6
Electric power industry
6
Elektrizitätswirtschaft
6
Estimation
6
Schätzung
6
Statistical distribution
6
Statistische Verteilung
6
Strompreis
6
Energiemarkt
5
Energy market
5
Option pricing
5
Volatility
5
Volatilität
5
Electricity
4
Electricity markets
4
Elektrizität
4
Portfolio selection
4
Portfolio-Management
4
Risikoprämie
4
Risk premium
4
ARCH model
3
ARCH-Modell
3
Bank
3
Bank risk
3
Bankrisiko
3
Capital income
3
more ...
less ...
Online availability
All
Undetermined
Free
12
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Račev, Svetlozar T.
11
Fabozzi, Frank J.
10
Shirvani, Abootaleb
6
Stoyanov, Stoyan V.
6
Kim, Young Shin
3
Trück, Stefan
3
Hu, Yuan
2
Truong, Chi
2
Bianchi, Michele Leonardo
1
Lindquist, W. Brent
1
Mahanama, Thilini
1
Mathew, Supriya
1
Mittnik, Stefan
1
Racheva-Iotova, Boryana
1
Weron, Rafał
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
3
European journal of operational research : EJOR
2
Applied economics
1
Computational economics
1
Econometric reviews
1
Economics letters
1
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
1
Finance research letters
1
Journal of economic dynamics & control
1
The journal of derivatives : JOD
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
It's not now or never : implications of investment timing and risk aversion on climate adaptation to extreme events
Truong, Chi
;
Trück, Stefan
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 856-868
Persistent link: https://www.econbiz.de/10011494108
Saved in:
2
Convenience yields and risk premiums in the EU-ETS-evidence from the Kyoto commitment period
Trück, Stefan
;
Weron, Rafał
- In:
The journal of futures markets
36
(
2016
)
6
,
pp. 587-611
Persistent link: https://www.econbiz.de/10011568460
Saved in:
3
Managing risks from climate impacted hazards : the value of investment flexibility under uncertainty
Truong, Chi
;
Trück, Stefan
;
Mathew, Supriya
- In:
European journal of operational research : EJOR
269
(
2018
)
1
,
pp. 132-145
Persistent link: https://www.econbiz.de/10011864223
Saved in:
4
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
5
A natural disasters index
Mahanama, Thilini
;
Shirvani, Abootaleb
;
Račev, Svetlozar T.
- In:
Environmental economics and policy studies : the …
24
(
2022
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10013199401
Saved in:
6
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
7
Option pricing with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
8
Option pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
9
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
10
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->