//--> //--> //--> //-->
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:"Applied economics"
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
Volterra equation for pricing...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
60
Markov-Kette
60
Hedging
54
Option pricing theory
45
Optionspreistheorie
45
Volatility
42
Volatilität
42
Estimation
36
Schätzung
36
Portfolio selection
31
Portfolio-Management
31
Theorie
30
Theory
30
Capital income
23
Kapitaleinkommen
23
ARCH model
21
ARCH-Modell
21
Derivat
19
Derivative
19
Börsenkurs
18
Share price
18
Stochastic process
18
Stochastischer Prozess
18
Option trading
15
Optionsgeschäft
15
Commodity derivative
14
Risiko
14
Risk
14
Rohstoffderivat
14
Time series analysis
13
Zeitreihenanalyse
13
Risikomanagement
12
Risikomaß
12
Risk management
12
Risk measure
12
Welt
12
World
12
Business cycle
11
Konjunktur
11
China
10
more ...
less ...
Online availability
All
Undetermined
91
Free
3
Type of publication
All
Article
150
Type of publication (narrower categories)
All
Article in journal
149
Aufsatz in Zeitschrift
149
Language
All
English
150
Author
All
Blazsek, Szabolcs
4
Goutte, Stéphane
3
Ayala, Astrid
2
Barbi, Massimiliano
2
Barros, Carlos Pestana
2
Chen, Shi
2
Dempsey, Michael
2
Elyasiani, Elyas
2
Fabozzi, Frank J.
2
Gehricke, Sebastian A.
2
Gil-Alaña, Luis A.
2
Goodwin, Barry K.
2
Gubareva, Mariya
2
Hammoudeh, Shawkat
2
Ho, Han-Chiang
2
Huang, Fu-Wei
2
Kakamu, Kazuhiko
2
Lin, Jyh-horng
2
Lu, Su-lien
2
Mateus, Cesario
2
Muzzioli, Silvia
2
Roca, Eduardo
2
Wang, Peiming
2
Wang, Tianyi
2
Ze-To, Samuel Yau Man
2
Zhang, Jin E.
2
Abid, Ilyes
1
Abuzayed, Bana
1
Ahalawat, Shweta
1
Al-Fayoumi, Nedal
1
Alam, Md Rafayet
1
Alañón Pardo, Ángel
1
Alba, Joseph Dennis
1
Ali, F. Menla
1
Alizadeh-Masoodian, Amir H.
1
Allen, David E.
1
Almeida, Rodrigo Borges de
1
Aloui, Chaker
1
Anderson, David P.
1
Augusto, Mário Gomes
1
more ...
less ...
Published in...
All
Applied economics
International journal of theoretical and applied finance
602
The journal of futures markets
595
European journal of operational research : EJOR
430
Journal of banking & finance
336
Mathematical finance : an international journal of mathematics, statistics and financial theory
316
Finance and stochastics
300
Applied mathematical finance
292
The journal of computational finance
273
Finance research letters
271
Insurance / Mathematics & economics
266
The journal of derivatives : the official publication of the International Association of Financial Engineers
257
Quantitative finance
255
Energy economics
240
Journal of economic dynamics & control
239
Journal of econometrics
213
Review of derivatives research
202
IMF Working Papers
191
Computational economics
183
Economic modelling
180
Risks : open access journal
171
International review of financial analysis
167
International review of economics & finance : IREF
164
NBER working paper series
163
The North American journal of economics and finance : a journal of financial economics studies
154
Discussion paper / Tinbergen Institute
153
Operations research letters
151
Journal of financial economics
146
Economics letters
144
Journal of mathematical finance
142
The European journal of finance
139
International journal of financial engineering
137
Working paper / National Bureau of Economic Research, Inc.
137
Working paper
133
Mathematics of operations research
129
Research paper series / Swiss Finance Institute
127
NBER Working Paper
126
Management science : journal of the Institute for Operations Research and the Management Sciences
124
Mathematical methods of operations research
118
The review of financial studies
114
more ...
less ...
Source
All
ECONIS (ZBW)
150
Showing
1
-
10
of
150
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analytic formula for option margin with liquidity costs under dynamic delta
hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
2
A comparison of pricing and
hedging
performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
3
Pricing and
hedging
options with GARCH-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
4
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
5
A new factor to explain implied volatility smirk
Barbachan, José Santiago Fajardo
- In:
Applied economics
49
(
2017
)
40
,
pp. 4026-4034
Persistent link: https://www.econbiz.de/10011820005
Saved in:
6
Option implied beta and option return
Ze-To, Samuel Yau Man
- In:
Applied economics
50
(
2018
)
2
,
pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
Saved in:
7
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
8
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
9
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
10
Jumps and volatility dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied economics
49
(
2017
)
40
,
pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
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...
//-->