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~subject:"Option pricing theory"
~subject:"Volatility"
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Option valuation, optimization...
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Option pricing theory
Volatility
Portfolio-Management
44,150
Portfolio selection
43,806
Theorie
24,999
Theory
24,624
Optionspreistheorie
14,815
Kapitaleinkommen
7,619
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7,605
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7,299
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6,092
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5,814
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5,716
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5,690
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5,459
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5,399
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5,318
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4,821
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4,759
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4,705
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4,677
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4,630
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4,546
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4,483
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4,369
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4,348
Derivat
4,346
Derivative
4,340
Risikomanagement
4,101
Hedging
3,983
Investmentfonds
3,886
Risk management
3,826
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3,822
Kapitalanlage
3,749
Börsenkurs
3,711
Share price
3,668
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3,521
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3,149
Option trading
3,121
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Madan, Dilip B.
90
Fabozzi, Frank J.
79
Cui, Zhenyu
73
Härdle, Wolfgang
71
Joshi, Mark S.
66
McAleer, Michael
66
Carr, Peter
61
Takahashi, Akihiko
61
Chiarella, Carl
57
Schoutens, Wim
57
Stentoft, Lars
53
Elliott, Robert J.
48
Jacobs, Kris
46
Chang, Chia-Lin
45
Prokopczuk, Marcel
43
Benth, Fred Espen
42
Christoffersen, Peter F.
39
Hull, John
39
Kwok, Yue-Kuen
37
Platen, Eckhard
37
Oosterlee, Cornelis W.
36
Escobar, Marcos
35
Fusai, Gianluca
34
Jarrow, Robert A.
34
Kim, Young Shin
34
Lee, Cheng F.
34
Schlögl, Erik
34
Dumas, Bernard
33
Wong, Hoi Ying
33
Zhang, Jin E.
33
Chesney, Marc
32
Ma, Feng
32
Račev, Svetlozar T.
32
Wang, Xingchun
32
Alexander, Carol
31
Engle, Robert F.
31
Ewald, Christian-Oliver
31
Siu, Tak Kuen
31
Barone-Adesi, Giovanni
29
Hammoudeh, Shawkat
29
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National Bureau of Economic Research
88
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Svenska Handelshögskolan <Helsinki>
11
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Center for Economic Research <Tilburg>
9
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Deutsche Forschungsgemeinschaft
5
Institut for Finansiering <Frederiksberg>
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Johannes Gutenberg-Universität Mainz
4
Springer Fachmedien Wiesbaden
4
University of Canterbury / Dept. of Economics and Finance
4
Federal Reserve Bank of St. Louis
3
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Judge Institute of Management Studies
3
Karlsruher Institut für Technologie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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World Bank
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Associazione Operatori Bancari in Titoli
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Cambridge University Press
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Centre for Economic Policy Research
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Centre for Quantitative Economics & Computing
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Cornell University / Department of Agricultural Economics
2
Deutsche Börse AG
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of Cleveland
2
Federal Reserve System / Board of Governors
2
Hochschule für Bankwirtschaft
2
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International journal of theoretical and applied finance
480
The journal of futures markets
323
Mathematical finance : an international journal of mathematics, statistics and financial theory
263
Journal of banking & finance
255
The journal of computational finance
255
Applied mathematical finance
251
Energy economics
241
Finance and stochastics
223
Quantitative finance
219
The journal of derivatives : the official publication of the International Association of Financial Engineers
208
Finance research letters
202
Review of derivatives research
170
Insurance / Mathematics & economics
147
European journal of operational research : EJOR
144
Journal of economic dynamics & control
142
The North American journal of economics and finance : a journal of financial economics studies
121
International journal of financial engineering
119
Computational economics
118
Risks : open access journal
116
Journal of mathematical finance
114
International review of financial analysis
110
Research paper series / Swiss Finance Institute
106
Journal of financial economics
104
The European journal of finance
98
International review of economics & finance : IREF
97
Economic modelling
95
NBER working paper series
85
Journal of econometrics
81
Applied economics
79
Asia-Pacific financial markets
78
Journal of risk and financial management : JRFM
76
Journal of empirical finance
74
Working paper / National Bureau of Economic Research, Inc.
72
Review of quantitative finance and accounting
66
Working paper
66
Journal of financial and quantitative analysis : JFQA
64
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
64
The journal of finance : the journal of the American Finance Association
63
The review of financial studies
63
Swiss Finance Institute Research Paper
61
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ECONIS (ZBW)
17,733
RePEc
7
EconStor
3
Showing
1
-
10
of
17,743
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date (oldest first)
1
Pricing of Derivatives on Commodity Indices
Rauch, Johannes
-
2014
This paper introduces a novel method for pricing commodity
index
derivatives consistently with market prices of … and barrier options on the Dow Jones UBS Commodity
Index
by replicating the
index
with a portfolio of correlated single …
Persistent link: https://www.econbiz.de/10013065589
Saved in:
2
Pricing commodity
index
options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
3
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
4
Optimal hedging strategy with futures oil markets via FIEGARCH copula model
Ifa, Dhoifli
;
Ghorbel, Ahmed
- In:
American journal of finance and accounting
4
(
2015/2016
)
2
,
pp. 151-171
Persistent link: https://www.econbiz.de/10011607085
Saved in:
5
Pricing of derivatives on commodity indices
Rauch, Johannes
;
Krayzler, Mikhail
;
Brunner, Bernhard
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
Saved in:
6
Commodity options
Zieg, Kermit C.
-
1974
Persistent link: https://www.econbiz.de/10000531629
Saved in:
7
Commodity options
Alexander, Carol
;
Venkatramanan, Aanand
- In:
The handbook of commodity investing
,
(pp. 570-595)
.
2008
Persistent link: https://www.econbiz.de/10003795214
Saved in:
8
Seasonality and the valuation of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
-
2010
Persistent link: https://www.econbiz.de/10009375861
Saved in:
9
Convenience yield and the theory of storage : applying an option-based approach
Omura, Akihiro
;
West, Jason
- In:
The Australian journal of agricultural and resource …
59
(
2015
)
3
,
pp. 355-374
Persistent link: https://www.econbiz.de/10011392918
Saved in:
10
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:
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