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~isPartOf:"Finance research letters"
~subject:"Optionspreistheorie"
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Option valuation, optimization...
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Optionspreistheorie
Portfolio selection
436
Portfolio-Management
436
Theorie
186
Theory
186
Volatility
127
Capital income
126
Kapitaleinkommen
126
Volatilität
126
Option pricing theory
111
Risk
93
Risiko
88
Welt
79
World
79
Anlageverhalten
77
Behavioural finance
77
Commodity derivative
74
Rohstoffderivat
74
CAPM
69
Estimation
69
Schätzung
69
Börsenkurs
57
Hedging
57
Share price
57
Stochastic process
52
Stochastischer Prozess
52
Risikomaß
51
Risk measure
51
Aktienmarkt
50
Stock market
50
ARCH model
48
ARCH-Modell
48
Forecasting model
46
Prognoseverfahren
46
Virtual currency
46
Virtuelle Währung
46
Option trading
45
Optionsgeschäft
45
Risikomanagement
45
Risk management
45
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English
111
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Wang, Xingchun
7
Lee, Hangsuck
4
Chen, Jun-Home
3
Lee, Minha
3
Lian, Yu-Min
3
Madan, Dilip B.
3
Wang, King
3
Zhao, Yonggan
3
Ziemba, William T.
3
Cao, Jiling
2
Chung, Y. Peter
2
Cui, Zhenyu
2
Ha, Hongjun
2
Hsu, Pao-peng
2
Jeon, Junkee
2
Johnson, Herbert
2
Jun, Doobae
2
Kim, Jeong-Hoon
2
Kong, Byungdoo
2
Ku, Hyejin
2
Li, Hongyi
2
Schadner, Wolfgang
2
Vaello-Sebastià, Antoni
2
Wang, Guanying
2
Xiao, Weilin
2
Xu, Weidong
2
Zhang, WenJun
2
Agliardi, Elettra
1
Ahn, Jungkyu
1
Ahn, Yongkil
1
Alcock, Jamie
1
Altay-Salih, Aslihan
1
Amédée-Manesme, Charles-Olivier
1
Azzone, Michele
1
Badescu, Alexandru
1
Bae, Kwangil
1
Ballestra, Luca Vincenzo
1
Baviera, Roberto
1
Bhandari, Rishabh
1
Bhuruth, M.
1
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Finance research letters
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
International journal of financial engineering
116
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
111
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1
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
2
Risky coupon bonds as a portfolio of zero-coupon bonds
Jarrow, Robert A.
- In:
Finance research letters
1
(
2004
)
2
,
pp. 100-105
Persistent link: https://www.econbiz.de/10003307257
Saved in:
3
Merton's portfolio problem under Volterra Heston model
Han, Bingyan
;
Wong, Hoi Ying
- In:
Finance research letters
39
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012805194
Saved in:
4
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
5
Real option with liquidity constraints under secondary debt illiquidity risk market
Xu, Qing
;
Yang, Jinqiang
- In:
Finance research letters
21
(
2017
),
pp. 57-65
Persistent link: https://www.econbiz.de/10011807494
Saved in:
6
Model misspecification and pricing of illiquid claims
Rubtsov, Alexey
- In:
Finance research letters
18
(
2016
),
pp. 242-249
Persistent link: https://www.econbiz.de/10011657056
Saved in:
7
Ex-ante risk factors and required structures of the implied correlation matrix
Schadner, Wolfgang
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013336218
Saved in:
8
Generalized two-barrier proportional step options
Li, Xin
- In:
Finance research letters
51
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014288833
Saved in:
9
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
10
Option pricing in a Garch model with tempered stable innovations
Mercuri, Lorenzo
- In:
Finance research letters
5
(
2008
)
3
,
pp. 172-182
Persistent link: https://www.econbiz.de/10003769904
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