//--> //--> //--> //-->
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:"The European journal of finance"
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
Convergence of minimum entropy...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
81
Optionspreistheorie
81
Hedging
46
Theorie
36
Theory
36
Derivat
29
Derivative
29
Volatility
26
Volatilität
26
Stochastic process
20
Stochastischer Prozess
20
Option trading
17
Optionsgeschäft
17
Portfolio selection
17
Portfolio-Management
17
CAPM
13
Risiko
13
Risk
13
Estimation
11
Real options analysis
11
Realoptionsansatz
11
Schätzung
11
Capital income
9
Kapitaleinkommen
9
Risikomanagement
9
Risk management
9
hedging
9
Black-Scholes model
8
Black-Scholes-Modell
8
Hedge fund
8
Hedgefonds
8
ARCH model
7
ARCH-Modell
7
Yield curve
7
Zinsstruktur
7
Börsenkurs
6
Credit risk
6
Currency derivative
6
Forecasting model
6
Kreditrisiko
6
more ...
less ...
Online availability
All
Undetermined
43
Free
2
Type of publication
All
Article
119
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
122
Aufsatz in Zeitschrift
122
Collection of articles of several authors
3
Sammelwerk
3
Conference paper
2
Konferenzbeitrag
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
122
Author
All
Dunis, Christian
4
Paxson, Dean A.
4
Chen, Son-nan
3
Wang, Xingchun
3
Anderluh, J. H. M.
2
Ballotta, Laura
2
Barbi, Massimiliano
2
Brandão, Luiz Eduardo Teixeira
2
Búa, Milagros Vivel
2
Chesney, Marc
2
Coakley, Jerry
2
Cotter, John
2
Dockendorf, Jörg
2
Elliott, Robert J.
2
Hsu, Pao-Peng
2
Lindset, Snorre
2
Liu, Xiaoquan
2
Marshall, Andrew P.
2
Romagnoli, Silvia
2
Santomil, Pablo Durán
2
Satchell, Stephen
2
Song, Shiyu
2
Wang, Guanying
2
Yang, Jinqiang
2
Abad Díaz, David
1
Adkins, Roger
1
Ahlip, Rehez
1
Ahmed, Hany
1
Algaba, Andres
1
Allegretto, Walter
1
Areal, Nelson
1
Arratia, Argimiro
1
Avanzi, Benjamin
1
Baestaens, Dirk J. Emma
1
Bailly, Nicholas
1
Bajo, Emanuele
1
Barkoulas, John T.
1
Barone-Adesi, Giovanni
1
Bastian-Pinto, Carlos de Lamare
1
Bastin-Pinto, Carlos
1
more ...
less ...
Published in...
All
The European journal of finance
The journal of futures markets
564
International journal of theoretical and applied finance
538
Journal of banking & finance
324
Mathematical finance : an international journal of mathematics, statistics and financial theory
321
Finance and stochastics
301
Applied mathematical finance
269
The journal of computational finance
260
NBER working paper series
259
Journal of economic dynamics & control
248
Finance research letters
243
The journal of derivatives : the official publication of the International Association of Financial Engineers
230
Working paper / National Bureau of Economic Research, Inc.
224
Quantitative finance
218
Insurance / Mathematics & economics
210
Energy economics
196
European journal of operational research : EJOR
195
Review of derivatives research
185
NBER Working Paper
183
IMF Working Papers
163
Discussion paper / Centre for Economic Policy Research
156
Physica A: Statistical Mechanics and its Applications
152
Journal of financial economics
148
Computational economics
141
International review of economics & finance : IREF
137
International review of financial analysis
137
The North American journal of economics and finance : a journal of financial economics studies
136
Research paper series / Swiss Finance Institute
133
Economic modelling
130
The review of financial studies
129
Risks : open access journal
127
International journal of financial engineering
125
Working paper
125
Journal of mathematical finance
124
The journal of finance : the journal of the American Finance Association
119
Journal of mathematical economics
116
Economics letters
115
Applied economics
112
Journal of financial and quantitative analysis : JFQA
107
Journal of economic theory
103
more ...
less ...
Source
All
ECONIS (ZBW)
122
Showing
1
-
10
of
122
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal
hedging
of variance derivatives
Crosby, John
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 150-180
Persistent link: https://www.econbiz.de/10010462131
Saved in:
2
Hawkes jump-diffusions and finance : a brief history and review
Hawkes, Alan G.
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 627-641
Persistent link: https://www.econbiz.de/10013373304
Saved in:
3
What a delta hedge really does : a theoretical and pedagogical note
Howell, Sydney D.
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10003744671
Saved in:
4
Commodity volatility modelling and option pricing with a potential function approach
Anderluh, J. H. M.
;
Borovkova, Svetlana
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 91-113
Persistent link: https://www.econbiz.de/10003744733
Saved in:
5
A generalized approach to optimal
hedging
with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
Saved in:
6
Distribution-free upper bounds for spread options and market-implied antimonotonicity gap
Laurence, Peter
;
Wang, Tai-ho
- In:
The European journal of finance
14
(
2008
)
7/8
,
pp. 717-734
Persistent link: https://www.econbiz.de/10003816553
Saved in:
7
Option pricing and
hedging
in different cyclical structures : a two-dimensional Markov-modulated model
Chen, Son-nan
;
Hsu, Pao-Peng
;
Liang, Kuo-yuan
- In:
The European journal of finance
25
(
2019
)
8
,
pp. 762-779
Persistent link: https://www.econbiz.de/10012207028
Saved in:
8
Hedging
of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
Saved in:
9
Investments, financial structure and imperfect financial markets : an intertemporal discrete-time framework
Mazzoli, Marco
- In:
The European journal of finance
11
(
2005
)
3
,
pp. 247-258
Persistent link: https://www.econbiz.de/10002994791
Saved in:
10
Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès
- In:
The European journal of finance
3
(
1997
)
4
,
pp. 325-347
Persistent link: https://www.econbiz.de/10001236107
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...
//-->