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~subject:"Option pricing theory"
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Option pricing theory
Schifffahrt
4,345
Shipping
3,561
Frachtschifffahrt
2,512
Cargo shipping
2,495
Swap
2,468
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1,703
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1,150
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879
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827
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701
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395
Optionspreistheorie
391
Containerschifffahrt
369
Volatilität
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367
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361
Zinsstruktur
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Swishchuk, Anatoliy V.
9
Joshi, Mark S.
8
Zheng, Wendong
8
SenGupta, Indranil
7
Yang, Zhaojun
7
Carr, Peter
6
Pelsser, Antoon André Jean
6
Bösch, Martin
5
Kwok, Yue Kuen
5
Lian, Guanghua
5
Chance, Don M.
4
Chen, Son-nan
4
Cui, Zhenyu
4
Fabozzi, Frank J.
4
Houweling, Patrick
4
Jain, Shashi
4
Karlsson, Patrik
4
Kim, Jeong-Hoon
4
Kim, See-Woo
4
Kwok, Yue-Kuen
4
Longstaff, Francis A.
4
Oosterlee, Cornelis W.
4
Rolloos, Frido
4
Schoutens, Wim
4
Vorst, Ton
4
Wu, Ting-pin
4
Blake, David
3
Burgess, Nicholas
3
Cairns, Andrew
3
Chao Yang
3
Dawson, Paul
3
Dowd, Kevin
3
Filipović, Damir
3
Gruber, Peter H.
3
Guirguis, Michel
3
Henrard, Marc P. A.
3
Issaka, Aziz
3
Kemper, Annika
3
Lin, Shih-kuei
3
Luo, Pengfei
3
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Centre for Analytical Finance <Århus>
1
Chambre de commerce et d'industrie de Paris
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1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Judge Institute of Management Studies
1
New York Institute of Finance
1
Shaker Verlag
1
Verlag Franz Vahlen
1
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International journal of theoretical and applied finance
23
Applied mathematical finance
15
The journal of computational finance
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
European journal of operational research : EJOR
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Finance and stochastics
7
International journal of financial engineering
7
The journal of futures markets
7
Insurance / Mathematics & economics
6
Review of derivatives research
6
The North American journal of economics and finance : a journal of financial economics studies
6
International review of financial analysis
5
Vahlens Kurzlehrbücher
5
Computational economics
4
Discussion paper / Tinbergen Institute
4
Journal of financial economics
4
Finance research letters
3
Journal of economic dynamics & control
3
Quantitative finance
3
Risks : open access journal
3
The journal of finance : the journal of the American Finance Association
3
Transportation research / E : an international journal
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Annals of finance
2
Annals of financial economics
2
Applied economics letters
2
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Economic modelling
2
Journal of banking & finance
2
Journal of econometrics
2
Journal of mathematical finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Maritime policy & management
2
Operations research letters
2
Research paper series / Swiss Finance Institute
2
The North American journal of economics and finance : a journal of theory and practice
2
The journal of fixed income
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
2
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ECONIS (ZBW)
386
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1
A real option application to investment in low sulphur maritim transport
Acciaro, Michele
- In:
International journal of shipping and transport …
6
(
2014
)
2
,
pp. 189-212
Persistent link: https://www.econbiz.de/10010399208
Saved in:
2
Assessment of investment decision in the dry bulk
shipping
market based on real options thinking and the
shipping
cycle perspective
Yin, Jingbo
;
Wu, Yijie
;
Lu, Linjun
- In:
Maritime policy & management
46
(
2019
)
3
,
pp. 330-343
Persistent link: https://www.econbiz.de/10012209488
Saved in:
3
Freight options : price modelling and empirical analysis
Nomikos, Nikos K.
;
Kyriakou, Ioannis
;
Papapostolou, Nikos C.
- In:
Transportation research / E : an international journal
51
(
2013
),
pp. 82-94
Persistent link: https://www.econbiz.de/10009734013
Saved in:
4
Stochastic dynamical modelling of spot freight rates
Benth, Fred Espen
;
Koekebakker, Steen
;
Taib, Che Mohd …
- In:
IMA journal of management mathematics
26
(
2015
)
3
,
pp. 273-297
Persistent link: https://www.econbiz.de/10011405425
Saved in:
5
Measuring bulk
shipping
prices risk
Población García, Javier
;
Serna, Gregorio
- In:
Maritime economics & logistics
23
(
2021
)
2
,
pp. 291-309
Persistent link: https://www.econbiz.de/10012547984
Saved in:
6
Understanding the fundamentals of freight markets volatility
Lim, Kian-Guan
;
Nomikos, Nikos K.
;
Yap, Nelson
- In:
Transportation research / E : an international journal
130
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012117831
Saved in:
7
Freight derivatives pricing for decoupled mean-reverting diffusion and jumps
Kyriakou, Ioannis
;
Pouliasis, Panos K.
;
Papapostolou, …
- In:
Transportation research / E : an international journal
108
(
2017
),
pp. 80-96
Persistent link: https://www.econbiz.de/10011781992
Saved in:
8
Statistical arbitrage in the freight options market
Adland, Roar
;
Anestad, Lars Eirik
;
Abrahamsen, Bjarte
- In:
Maritime policy & management
50
(
2023
)
2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10014231507
Saved in:
9
Analytical view of pricing weather and freight derivatives : 1950-2020
Sekhar, G. V. Satya
- In:
Review of Pacific Basin financial markets and policies …
26
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014305115
Saved in:
10
Risikomanagement mit Frachtderivaten in der Massengut-Schiffahrt
Hartwig, Thomas
-
2011
Persistent link: https://www.econbiz.de/10009545641
Saved in:
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