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~subject:"Derivative"
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Derivative
Stochastischer Prozess
16,807
Stochastic process
16,631
Theorie
9,862
Theory
9,846
Volatility
3,802
Volatilität
3,802
Optionspreistheorie
3,172
Option pricing theory
3,166
Mathematical programming
2,134
Mathematische Optimierung
2,134
Portfolio selection
1,457
Portfolio-Management
1,457
Estimation
1,415
Schätzung
1,412
Zeitreihenanalyse
1,395
Time series analysis
1,389
Lagerhaltungsmodell
1,345
Inventory model
1,339
Inventory
1,102
Estimation theory
1,006
Schätztheorie
1,006
Supply chain
985
Lagermanagement
983
Warehouse management
981
Lieferkette
959
Markov chain
898
Markov-Kette
894
Simulation
822
Risk
819
Risiko
811
Forecasting model
718
Prognoseverfahren
718
Statistical distribution
658
Statistische Verteilung
658
Börsenkurs
652
Share price
650
Derivat
635
USA
634
United States
630
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246
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154
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Article
440
Book / Working Paper
195
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Graue Literatur
69
Non-commercial literature
69
Arbeitspapier
52
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52
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29
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26
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26
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18
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13
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12
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7
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7
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3
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3
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3
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3
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2
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2
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2
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2
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2
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1
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1
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1
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1
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Language
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English
618
German
17
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Benth, Fred Espen
11
Escobar, Marcos
10
Chiarella, Carl
9
Fouque, Jean-Pierre
8
Perrakis, Stylianos
8
Cheng, Benjamin
7
McAleer, Michael
7
Nikitopoulos, Christina Sklibosios
7
Schlögl, Erik
7
Cui, Zhenyu
6
Packham, Natalie
6
Papanicolaou, George
6
Schmidt, Wolfgang M.
6
Schoutens, Wim
6
Wang, Xingchun
6
Chang, Chia-Lin
5
Crépey, Stéphane
5
Kallsen, Jan
5
Kwok, Yue-Kuen
5
Madan, Dilip B.
5
Sabino, Piergiacomo
5
Sviščuk, Anatolij
5
Capriotti, Luca
4
Fabozzi, Frank J.
4
Fu, Michael
4
Gouriéroux, Christian
4
Howison, Sam
4
Kang, Boda
4
Schlögl, Lutz
4
Siu, Tak Kuen
4
Sklibosios Nikitopoulos, Christina
4
Xu, Wei
4
Zagst, Rudi
4
Antonelli, Fabio
3
Baldeaux, Jan
3
Barth, Jörn
3
Bertsimas, Dimitris
3
Branger, Nicole
3
Carr, Peter
3
Dyachenko, Artem
3
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National Bureau of Economic Research
3
Eberhard Karls Universität Tübingen
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Instituto Valenciano de Investigaciones Económicas
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Swiss Finance Institute
1
Universität Trier
1
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Published in...
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International journal of theoretical and applied finance
59
Applied mathematical finance
24
Quantitative finance
19
Journal of mathematical finance
15
Review of derivatives research
14
European journal of operational research : EJOR
13
International journal of financial engineering
13
Journal of banking & finance
12
The journal of computational finance
12
Journal of econometrics
11
Journal of economic dynamics & control
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance and stochastics
10
Annals of finance
9
Energy economics
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Finance research letters
7
Computational economics
6
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Risks : open access journal
6
Journal of risk and financial management : JRFM
5
Mathematical finance
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of derivatives : JOD
5
Applied economics
4
Mathematics and financial economics
4
Research paper series / Swiss Finance Institute
4
Research series / Universiteit van Amsterdam
4
The journal of futures markets
4
Tinbergen Institute research series
4
Working paper series / Centre for Practical Quantitative Finance
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Asia-Pacific journal of financial studies
3
Discussion paper / Tinbergen Institute
3
International review of financial analysis
3
Journal of financial economics
3
Journal of financial engineering
3
NBER working paper series
3
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ECONIS (ZBW)
635
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1
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10
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635
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1
Futures basis,
inventory
and commodity price volatility : an empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
Saved in:
2
Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej
;
Muchorski, Rafał
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
Saved in:
3
An effective approximation for zero-coupon bonds and arrow-debreu prices in the Black-Karasinski model
Stehlíková, Beáta
;
Capriotti, Luca
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010438534
Saved in:
4
Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
Saved in:
5
Estimating stochastic volatility : the rough side to equityreturns
Haynes, Jonathan
;
Schmitt, Daniel
;
Grimm, Lukas
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 449-469
Persistent link: https://www.econbiz.de/10012127236
Saved in:
6
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
7
Options with stochastic lives
Jennergren, Lars Peter
;
Näslund, Bertil
-
1991
Persistent link: https://www.econbiz.de/10000826417
Saved in:
8
Financial calculus : an introduction to derivative pricing
Baxter, Martin
-
1996
-
1. publ.
Persistent link: https://www.econbiz.de/10000614304
Saved in:
9
The concept of credit OAS in valuation of MBS
Levin, Alexander
;
Davidson, Andrew
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
3
,
pp. 41-55
Persistent link: https://www.econbiz.de/10003727642
Saved in:
10
Modeling simultaneous defaults : a top-down approach
Kunisch, Michael
;
Uhrig-Homburg, Marliese
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 25-36
Persistent link: https://www.econbiz.de/10003757569
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