//--> //--> //--> //-->
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:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Markov-Kette"
~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
Markov-Kette
Option trading
Risiko
Derivat
62
Derivative
62
Option pricing theory
32
Optionspreistheorie
32
Optionsgeschäft
21
Hedging
17
Volatility
17
Volatilität
17
Stochastic process
15
Stochastischer Prozess
15
Theorie
12
Theory
12
Credit risk
10
Kreditrisiko
10
Portfolio selection
10
Portfolio-Management
10
Risikomanagement
9
Risk management
9
Black-Scholes model
8
Black-Scholes-Modell
8
Credit derivative
5
Kreditderivat
5
Risk
5
Yield curve
5
Zinsstruktur
5
Börsenkurs
4
CAPM
4
Incomplete market
4
Option pricing
4
Risikoprämie
4
Risk premium
4
Share price
4
Swap
4
Unvollkommener Markt
4
derivatives
4
Experiment
3
Mathematical programming
3
Mathematische Optimierung
3
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
28
Author
All
Du, Du
2
Arai, Takuji
1
Aramonte, Sirio
1
Augustin, Patrick
1
Battauz, Anna
1
Brenner, Menachem
1
Burro, Giacomo
1
Chen, Zhanhui
1
Christoffersen, Peter F.
1
De Donno, Marzia
1
Dileep N.
1
Elkamhi, Redouane
1
Engelmann, Bernd
1
Funahashi, Hideharu
1
Giribone, Pier Giuseppe
1
Guo, Shimin
1
Gyamerah, Samuel Asante
1
Hsieh, PeiLin
1
Ikpe, Dennis
1
Inoue, Hiroshi
1
Jahan-Parvar, Mohammad R.
1
Jarrow, Robert A.
1
Kotreshwar G.
1
Leung, Tim
1
Li, Jiao
1
Ligato, Simone
1
Liu, Jianguo
1
Liu, Xunzhi
1
Lu, Peili
1
Lu, Yang
1
Luo, Dan
1
Matsumoto, Koichi
1
Mulas, Martina
1
Muroi, Yoshifumi
1
Neilson, Jed J.
1
Ngare, Philip
1
Qin, Haoyang
1
Querci, Francesca
1
Radoičić, Radoš
1
Rosen, Samuel
1
more ...
less ...
Published in...
All
International journal of financial engineering
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of futures markets
42
International journal of theoretical and applied finance
38
Review of derivatives research
25
International review of economics & finance : IREF
24
Quantitative finance
23
Applied mathematical finance
21
Finance research letters
19
Journal of banking & finance
19
European journal of operational research : EJOR
18
Energy economics
17
Journal of financial economics
15
The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
14
The journal of derivatives : JOD
13
The European journal of finance
12
Finance and stochastics
11
Finanzmarkt und Portfolio-Management
11
Journal of economic dynamics & control
11
Journal of mathematical finance
11
Risks : open access journal
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
Annals of finance
8
Insurance / Mathematics & economics
8
Journal of financial markets
8
Mathematics and financial economics
8
Computational economics
7
Journal of econometrics
7
NBER Working Paper
7
Review of quantitative finance and accounting
7
The journal of computational finance
7
Applied economics
6
Applied economics letters
6
Economic modelling
6
Journal of derivatives & hedge funds
6
Swiss journal of economics and statistics
6
The journal of asset management
6
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Real options and American derivatives : the double continuation region
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
Management science : journal of the Institute for …
61
(
2015
)
5
,
pp. 1094-1107
Persistent link: https://www.econbiz.de/10011284877
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
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:
4
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:
5
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:
6
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
7
Weather derivatives for managing weather and climate risk in agriculture
Gyamerah, Samuel Asante
;
Ngare, Philip
;
Ikpe, Dennis
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012603781
Saved in:
8
Trading VIX futures under mean reversion with regime switching
Li, Jiao
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011588132
Saved in:
9
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
Saved in:
10
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->