//--> //--> //--> //-->
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"
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
Option valuation, optimization...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
10,205
Portfolio-Management
10,122
Theory
4,603
Theorie
4,602
Option pricing theory
2,977
Optionspreistheorie
2,976
Volatility
2,435
Volatilität
2,434
Capital income
2,429
Kapitaleinkommen
2,429
Risk
1,760
Risiko
1,726
Anlageverhalten
1,567
Behavioural finance
1,567
Stochastischer Prozess
1,559
Stochastic process
1,558
Estimation
1,407
Schätzung
1,402
CAPM
1,328
Commodity derivative
1,267
Rohstoffderivat
1,267
Welt
1,243
World
1,242
Risikomanagement
1,166
Risk management
1,156
Börsenkurs
1,153
Share price
1,153
Derivat
1,072
Derivative
1,072
Risikomaß
1,059
Risk measure
1,057
Investmentfonds
1,028
Investment Fund
1,025
Hedging
1,011
Index
996
Aktienmarkt
959
Stock market
959
Index number
908
Option trading
899
Optionsgeschäft
899
more ...
less ...
Online availability
All
Undetermined
Free
22,652
Type of publication
All
Article
13,534
Book / Working Paper
1,625
Journal
22
Type of publication (narrower categories)
All
Article in journal
12,745
Aufsatz in Zeitschrift
12,745
Graue Literatur
688
Non-commercial literature
688
Arbeitspapier
684
Working Paper
684
Aufsatz im Buch
499
Book section
499
Conference paper
128
Konferenzbeitrag
128
Hochschulschrift
63
Aufsatzsammlung
57
Lehrbuch
43
Textbook
26
Collection of articles of several authors
19
Sammelwerk
19
research-article
15
Thesis
12
Amtsdruckschrift
10
Government document
10
Case study
8
Fallstudie
8
Handbook
8
Handbuch
8
Konferenzschrift
8
Ratgeber
7
Festschrift
4
Glossar enthalten
4
Glossary included
4
Systematic review
4
Übersichtsarbeit
4
Interview
3
Statistik
3
Einführung
2
Nachruf
2
Statistics
2
Bibliografie enthalten
1
Bibliography included
1
Collection of articles written by one author
1
Fallstudiensammlung
1
more ...
less ...
Language
All
English
14,758
German
226
Undetermined
189
Spanish
5
French
3
Slovenian
1
Author
All
Fabozzi, Frank J.
60
Kang, Sang Hoon
43
Lee, Cheng F.
39
Zaremba, Adam
39
Ma, Feng
35
Tiwari, Aviral Kumar
35
Bouri, Elie
34
Escobar, Marcos
34
Cui, Zhenyu
31
Mensi, Walid
31
Wang, Xingchun
30
Hammoudeh, Shawkat
27
Madan, Dilip B.
26
Goodell, John W.
25
Yoon, Seong-min
22
Nguyen, Duc Khuong
21
Xuan Vinh Vo
21
Auer, Benjamin R.
20
Bernard, Carole
20
Prokopczuk, Marcel
20
Shahzad, Syed Jawad Hussain
20
Uddin, Mohammed Gazi Salah
20
Wang, Yudong
20
Wong, Wing Keung
20
Zagst, Rudi
20
Zhang, Yaojie
20
Satchell, Stephen
19
Vanduffel, Steven
19
Chen, An
18
Forsyth, Peter A.
18
Härdle, Wolfgang
18
Ji, Qiang
18
Li, Duan
18
Uppal, Raman
18
Wei, Yu
18
Zhu, Song-Ping
18
Benth, Fred Espen
17
Irwin, Scott H.
17
Kelly, Bryan T.
17
Kim, Woo Chang
17
more ...
less ...
Institution
All
OECD
77
National Bureau of Economic Research
51
Springer Fachmedien Wiesbaden
21
International Energy Agency
13
World Bank
13
World Bank Group
10
Springer International Publishing
6
NetLibrary, Inc
4
Springer-Verlag GmbH
4
C.E.P.R. Discussion Papers
3
Edward Elgar Publishing
3
Taylor and Francis.
3
Cambridge University Press
2
Centre for Economic Policy Research
2
De Gruyter Oldenbourg
2
IGI Global
2
Organisation for Economic Co-operation and Development
2
Stellenbosch University / Bureau for Economic Research
2
CAF Development Bank of Latin America
1
CFA Institute <Charlottesville, Va.>
1
CRC Press LLC.
1
Chinese Academy of Social Sciences
1
Corporación Andina de Fomento
1
Directorate for Financial, Fiscal and Enterprises Affairs, Organisation de Coopération et de Développement Économiques (OCDE)
1
Economic Research Institute for ASEAN and East Asia
1
Egyptian Center for Public Opinion Research
1
England and Wales / Parliament / House of Commons
1
Ernst & Young
1
European Bank for Reconstruction and Development
1
International Conference on Banking and Finance Perspectives <6., 2022, Cuenca>
1
International Conference on Risk Management <2., 2018, Turin>
1
International Finance Corporation
1
International Forum on Financial Mathematics and Financial Technology <2., 2021, Online>
1
Julius-Maximilians-Universität Würzburg
1
Karlsruher Institut für Technologie
1
Nomos Verlagsgesellschaft
1
Palgrave Macmillan <Firma>
1
Peter Lang GmbH
1
Springer Nature Switzerland AG
1
Technische Universität Chemnitz
1
more ...
less ...
Published in...
All
Finance research letters
575
Quantitative finance
345
Energy economics
330
European journal of operational research : EJOR
313
Journal of banking & finance
312
International review of financial analysis
293
Insurance / Mathematics & economics
281
SpringerLink / Bücher
247
Discussion paper / Centre for Economic Policy Research
239
International journal of theoretical and applied finance
226
The North American journal of economics and finance : a journal of financial economics studies
224
International review of economics & finance : IREF
208
Applied economics
201
Computational economics
172
Journal of financial economics
170
Management science : journal of the Institute for Operations Research and the Management Sciences
157
Economic modelling
154
International journal of financial engineering
144
Journal of empirical finance
143
Research in international business and finance
137
The journal of futures markets
132
Discussion papers / CEPR
127
Pacific-Basin finance journal
127
The journal of asset management
127
Finance and stochastics
124
Applied economics letters
122
The European journal of finance
121
Working paper / National Bureau of Economic Research, Inc.
120
Journal of economic dynamics & control
118
The journal of portfolio management : JPM
118
Economics letters
108
Journal of mathematical finance
106
The journal of computational finance
105
Journal of international financial markets, institutions & money
99
Applied mathematical finance
97
The journal of investing : JOI
91
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
89
Mathematics and financial economics
88
Journal of financial and quantitative analysis : JFQA
79
Review of quantitative finance and accounting
77
more ...
less ...
Source
All
ECONIS (ZBW)
14,970
RePEc
189
Other ZBW resources
20
OLC EcoSci
1
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
15,181
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing commodity
index
options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
2
A study of first generation commodity indices : indices based on financial diversification
Ahn, Jung-Hyun
;
Six, Pierre
- In:
Finance research letters
30
(
2019
),
pp. 194-200
Persistent link: https://www.econbiz.de/10012420486
Saved in:
3
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
4
The order flow cost of
index
rolling in commodity futures markets
Irwin, Scott H.
;
Sanders, Dwight R.
;
Yan, Lei
- In:
Applied economic perspectives and policy
45
(
2023
)
2
,
pp. 1025-1050
Persistent link: https://www.econbiz.de/10014315487
Saved in:
5
Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
6
Three-factor commodity forward curve model and its joint P and Q dynamics
Ladokhin, Sergiy
;
Borovkova, Svetlana
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161542
Saved in:
7
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
Saved in:
8
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
9
A four-factor stochastic volatility model of commodity prices
Schöne, Max F.
;
Spinler, Stefan
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10011935975
Saved in:
10
Commodity spread option with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->