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
~subject:"Erdöl"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Erdöl
Optionspreistheorie
14,815
Option pricing theory
14,350
Volatilität
4,019
Volatility
3,951
Theorie
3,933
Theory
3,786
Stochastischer Prozess
3,306
Stochastic process
3,253
Optionsgeschäft
2,976
Option trading
2,956
Derivat
2,458
Derivative
2,454
Black-Scholes-Modell
1,726
Black-Scholes model
1,630
Hedging
1,326
Portfolio-Management
1,185
Portfolio selection
1,169
CAPM
1,066
Zinsstruktur
961
Yield curve
951
Schätzung
914
Estimation
899
USA
781
United States
765
Risiko
657
Risk
654
Realoptionsansatz
652
Real options analysis
650
Monte-Carlo-Simulation
627
Monte Carlo simulation
616
Kreditrisiko
598
Börsenkurs
594
Credit risk
588
Statistische Verteilung
587
Share price
579
Statistical distribution
577
Kapitaleinkommen
539
Capital income
538
Zinsderivat
464
Aktienoption
462
more ...
less ...
Online availability
All
Free
12
Undetermined
9
Type of publication
All
Article
20
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Graue Literatur
6
Non-commercial literature
6
Arbeitspapier
5
Working Paper
5
Hochschulschrift
3
Thesis
3
more ...
less ...
Language
All
English
33
German
1
Author
All
Schwartz, Eduardo S.
6
Trolle, Anders B.
5
Nikitopoulos, Christina Sklibosios
4
Schlögl, Erik
4
Cheng, Benjamin
3
Jacobs, Kris
3
Li, Bingxin
3
Christoffersen, Peter F.
2
Ederington, Louis H.
2
Fernando, Chitru S.
2
Schneider, Lorenz
2
Tavin, Bertrand
2
Łamasz, Bartosz
2
Adailah, Radi Mohammad
1
Al-Damour, Saba Bassam
1
Al-Majali, Ahmad
1
Borovkova, Svetlana
1
Chatrath, Arjun
1
Chiarella, Carl
1
Christoffersen, Peter
1
Dewally, Michaël
1
Dewaly, Michaël
1
Ekern, Steinar
1
Gagnon, Marie-Hélène
1
Goard, Joanna
1
Han, Lin
1
Iwaszczuk, Natalia
1
Jia, Xiaolan
1
Jäger, Simon
1
Kang, Boda
1
Karlsson, Patrik
1
Kolpakov, Ilya
1
Korn, Olaf
1
Ladokhin, Sergiy
1
Manera, Matteo
1
Mason, Charles F.
1
Miao, Hong
1
Michalski, Marek
1
Murphy, Frederic H.
1
Oliveira, Fernando S.
1
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
Energy economics
4
International Journal of Energy Economics and Policy : IJEEP
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Journal of banking & finance
2
The review of financial studies
2
Finance research letters
1
International journal of theoretical and applied finance
1
Journal of commodity markets
1
Journal of forecasting
1
NBER Working Paper
1
NBER working paper series
1
Resource and energy economics
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
The energy journal
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
Working paper / National Bureau of Economic Research, Inc.
1
ZEW-Wirtschaftsanalysen : Schriftenreihe des ZEW
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinear and stochastic dynamical systems modeling price dynamics : aspects of financial economics in oil markets
Jäger, Simon
-
2008
Persistent link: https://www.econbiz.de/10003719533
Saved in:
2
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
Saved in:
3
Pricing and hedging illiquid energy derivatives : an application to the JCC index
Scarpa, Elisa
;
Manera, Matteo
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 464-487
Persistent link: https://www.econbiz.de/10003699701
Saved in:
4
An option pricing approach to evaluating petroleum projects
Ekern, Steinar
- In:
Energy economics
10
(
1988
)
2
,
pp. 91-99
Persistent link: https://www.econbiz.de/10003537757
Saved in:
5
Commodity spread option pricing and the economic fundamentals of crack spreads
Kolpakov, Ilya
-
2014
Persistent link: https://www.econbiz.de/10010516044
Saved in:
6
Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
7
The forecasting efficacy of risk-neutral mopments for crude oil volatility
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
;
Wang, …
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10011305272
Saved in:
8
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
9
Pricing option contracts on the strategic petroleum reserve
Murphy, Frederic H.
;
Oliveira, Fernando S.
- In:
Energy economics
40
(
2013
),
pp. 242-250
Persistent link: https://www.econbiz.de/10010349565
Saved in:
10
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
-
2006
Persistent link: https://www.econbiz.de/10003399801
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
