//--> //--> //--> //-->
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:"European journal of operational research : EJOR"
~subject:"Derivat"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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
Das Reportgeschäft
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Option pricing theory
Portfolio selection
Derivative
55
Optionspreistheorie
29
Theorie
17
Theory
17
Finance
13
Portfolio-Management
13
Stochastic process
13
Stochastischer Prozess
13
Volatility
12
Volatilität
12
Option trading
11
Optionsgeschäft
11
Credit risk
8
Hedging
8
Kreditrisiko
8
Risikomanagement
7
Risk management
7
Commodity derivative
5
Lieferkette
5
Rohstoffderivat
5
Supply chain
5
CAPM
4
Data envelopment analysis
4
Data-Envelopment-Analyse
4
Electricity price
4
Forecasting model
4
Markov chain
4
Markov-Kette
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing
4
Prognoseverfahren
4
Risiko
4
Risikoprämie
4
Risk
4
Risk premium
4
Robust statistics
4
more ...
less ...
Online availability
All
Undetermined
32
Type of publication
All
Article
55
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
55
Language
All
English
55
Author
All
Cao, Yi
2
Chung, Kun-jen
2
Fang, Liping
2
Fusai, Gianluca
2
Liu, Xiaoquan
2
Oliveira, Fernando S.
2
Wahab, M. I. M.
2
Albanese, Claudio
1
Alexander, Carol
1
Alibeiki, Hedayat
1
Anh Ngoc Lai
1
Antonelli, Fabio
1
Balter, Anne G.
1
Bandi, Chaithanya
1
Bao, Qunfang
1
Bertsimas, Dimitris
1
Braouezec, Yann
1
Caldana, Ruggero
1
Chen, Jian
1
Chen, Weiwei
1
Chen, Yao
1
Chiu, Mei Choi
1
Cook, Wade D.
1
Cui, Zhenyu
1
Date, Paresh
1
Deng, Jun
1
Elias, R. S.
1
Ewald, Christian
1
Falini, Jury
1
Fanelli, Viviana
1
Fletcher, Mary
1
François, Pascal
1
Fu, Jun
1
Fu, Michael
1
Førsund, Finn R.
1
Gabrysch, Janet
1
Gabrysch, Sandra
1
Garnier, Josselin
1
Gauthier, Geneviève
1
Godin, Frédéric
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
The journal of futures markets
389
Journal of banking & finance
178
International journal of theoretical and applied finance
170
Energy economics
120
Applied mathematical finance
79
The journal of finance : the journal of the American Finance Association
79
International review of financial analysis
72
Journal of financial economics
72
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Finance research letters
64
The European journal of finance
63
Applied financial economics
61
International review of economics & finance : IREF
61
Quantitative finance
61
Journal of financial and quantitative analysis : JFQA
58
Advances in futures and options research : a research annual
52
Die Bank
48
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
44
The journal of computational finance
44
Applied economics letters
41
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Journal of risk and financial management : JRFM
37
Derivatives & financial instruments
36
Review of quantitative finance and accounting
36
Economic modelling
33
Research in international business and finance
33
The journal of credit risk : published quarterly by Incisive Media
33
Journal of securities operations & custody
32
Risks : open access journal
32
International journal of financial engineering
31
more ...
less ...
Source
All
ECONIS (ZBW)
55
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Saved in:
2
A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann
;
Grunspan, Cyril
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
Saved in:
3
Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom
;
Leung, Tim
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 525-539
Persistent link: https://www.econbiz.de/10011436733
Saved in:
4
Optimal search for parameters in Monte Carlo simulation for derivative pricing
Wang, Chuan-Ju
;
Kao, Ming-Yang
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 683-690
Persistent link: https://www.econbiz.de/10011436827
Saved in:
5
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:
6
An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures
Weng, Chengfeng
;
Wang, Xiaoqun
;
He, Zhijian
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 304-311
Persistent link: https://www.econbiz.de/10011503307
Saved in:
7
Supply chain network equilibrium with strategic financial hedging using futures
Liu, Zugang
;
Wang, Jia
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 962-978
Persistent link: https://www.econbiz.de/10011942697
Saved in:
8
Wavelet-based option pricing : an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
Saved in:
9
Robust portfolio selection problem under temperature uncertainty
Gülpınar, Nalân
;
Çanakoḡlu, Ethem
- In:
European journal of operational research : EJOR
256
(
2017
)
2
,
pp. 500-523
Persistent link: https://www.econbiz.de/10011612035
Saved in:
10
New results on high-order risk changes
Menegatti, Mario
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 678-681
Persistent link: https://www.econbiz.de/10010509993
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->