//--> //--> //--> //-->
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:"International journal of financial engineering"
~isPartOf:"Journal of financial engineering"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Option trading"
~subject:"Risiko"
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
Option trading
Risiko
Derivat
101
Derivative
101
Option pricing theory
34
Optionspreistheorie
34
Theorie
30
Theory
30
Schweiz
27
Switzerland
27
USA
26
United States
26
Optionsgeschäft
18
Volatility
18
Volatilität
18
Stochastic process
17
Stochastischer Prozess
17
Hedging
15
Risk
12
Black-Scholes model
10
Black-Scholes-Modell
10
Portfolio selection
10
Portfolio-Management
10
Welt
10
World
10
Risikomanagement
9
Risk management
9
Estimation
8
Financial crisis
8
Finanzkrise
8
Schätzung
8
Yield curve
8
Zinsstruktur
8
Börsenkurs
7
Credit risk
7
Deutschland
7
France
7
Frankreich
7
Germany
7
Großbritannien
7
more ...
less ...
Online availability
All
Undetermined
18
Free
5
Type of publication
All
Article
21
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
30
Author
All
Matsumoto, Koichi
2
White, Eugene N.
2
Acharya, Viral V.
1
Andersen, Torben
1
Arai, Takuji
1
Bondarenko, Oleg
1
Brigo, Damiano
1
Burro, Giacomo
1
Carr, Peter
1
Chen, Su
1
Czerwonko, Michal
1
Dileep N.
1
Engelmann, Bernd
1
Funahashi, Hideharu
1
Giribone, Pier Giuseppe
1
Guo, Shimin
1
Gyamerah, Samuel Asante
1
Gürkaynak, Refet S.
1
Heal, Geoffrey
1
Hosokawa, Satoshi
1
Ikpe, Dennis
1
Inoue, Hiroshi
1
Jackwerth, Jens Carsten
1
Kitsul, Yuriy
1
Kotreshwar G.
1
Kōnstantinidēs, Giōrgos
1
Leung, Tim
1
Li, Weiping
1
Ligato, Simone
1
Liu, Jianguo
1
Liu, Xunzhi
1
Lu, Peili
1
Mulas, Martina
1
Muroi, Yoshifumi
1
Ngare, Philip
1
Pallavicini, Andrea
1
Perrakis, Stylianos
1
Qin, Haoyang
1
Querci, Francesca
1
Radoičić, Radoš
1
more ...
less ...
Published in...
All
International journal of financial engineering
Journal of financial engineering
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
39
International journal of theoretical and applied finance
26
Review of derivatives research
22
International review of economics & finance : IREF
21
Applied mathematical finance
20
Journal of banking & finance
18
Quantitative finance
18
Energy economics
17
Finance research letters
17
The North American journal of economics and finance : a journal of financial economics studies
15
European journal of operational research : EJOR
14
Journal of financial economics
13
The journal of derivatives : JOD
13
Finanzmarkt und Portfolio-Management
11
Risks : open access journal
11
Journal of economic dynamics & control
10
The European journal of finance
10
International review of financial analysis
9
Journal of mathematical finance
9
NBER working paper series
9
Journal of financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Annals of finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
NBER Working Paper
7
Applied economics
6
Applied economics letters
6
Computational economics
6
Finance and stochastics
6
Journal of derivatives & hedge funds
6
Journal of econometrics
6
The journal of asset management
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Bank- und finanzwirtschaftliche Forschungen
5
Economic modelling
5
Global finance journal
5
Insurance / Mathematics & economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
2
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
3
Optimal derivative liquidation timing under path-dependent risk penalties
Leung, Tim
;
Shirai, Yoshihiro
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010528389
Saved in:
4
Pricing interest rate derivatives with model risk
Hosokawa, Satoshi
;
Matsumoto, Koichi
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010528390
Saved in:
5
Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
6
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
Saved in:
7
Mean-variance hedging with model risk
Matsumoto, Koichi
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011807096
Saved in:
8
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
9
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
Saved in:
10
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->