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~subject:"Option trading"
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Semianalytical pricing and hed...
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Option trading
Optionspreistheorie
14,840
Option pricing theory
14,379
Hedging
10,252
Theorie
9,069
Theory
8,874
Energiemarkt
6,700
Energy market
5,198
Decomposition method
5,169
Dekompositionsverfahren
5,152
Volatilität
5,034
Volatility
4,969
Derivat
4,165
Derivative
4,159
Stochastischer Prozess
3,626
Stochastic process
3,570
Portfolio-Management
3,309
Portfolio selection
3,283
Optionsgeschäft
3,126
USA
2,437
Schätzung
2,426
Estimation
2,403
United States
2,385
Risikomanagement
1,848
Risk management
1,817
Welt
1,600
World
1,564
Risiko
1,547
Risk
1,546
Elektrizitätswirtschaft
1,513
Electric power industry
1,486
Deutschland
1,419
Energiepolitik
1,326
CAPM
1,324
Kapitaleinkommen
1,232
Capital income
1,229
Germany
1,202
Black-Scholes-Modell
1,193
EU-Staaten
1,190
EU countries
1,174
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967
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1
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15
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3,016
German
74
French
6
Italian
3
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Hull, John
25
Cui, Zhenyu
21
Wang, Xingchun
20
Lee, Hangsuck
18
Joshi, Mark S.
17
Madan, Dilip B.
17
Stentoft, Lars
17
Carr, Peter
16
Zhang, Jin E.
15
Fusai, Gianluca
13
Guirguis, Michel
12
Kelly, Bryan T.
12
Orosi, Greg
12
Jacobs, Kris
11
Lee, Cheng F.
11
Ryu, Doojin
11
Schoutens, Wim
11
Alghalith, Moawia
10
Benth, Fred Espen
10
Ewald, Christian-Oliver
10
Fabozzi, Frank J.
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Perrakis, Stylianos
10
Zanette, Antonino
10
Bayraktar, Erhan
9
Chen, An
9
Hobson, David G.
9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
9
Lee, Minha
9
Li, Lingfei
9
Poteshman, Allen M.
9
Stork, Philip
9
Takahashi, Akihiko
9
Todorov, Viktor
9
Zhu, Song-Ping
9
Alexander, Carol
8
Bernales, Alejandro
8
Bernard, Carole
8
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National Bureau of Economic Research
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Center for Economic Research <Tilburg>
5
Centre for Analytical Finance <Århus>
4
Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
2
Weltwirtschaftsforum
2
Australian National University / Faculty of Economics and Commerce
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Christian-Albrechts-Universität zu Kiel
1
Deutsche Forschungsgemeinschaft
1
EOE
1
Eberhard Karls Universität Tübingen
1
Energy, Mines and Resources, Canada
1
Erasmus Research Institute of Management
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Federal Reserve Bank of Chicago
1
FernUniversität in Hagen
1
Institute for Fiscal Studies
1
Institute of Finance and Accounting <London>
1
International Shariʿah Research Academy for Islamic Finance
1
Investors Intelligence
1
Johannes Gutenberg-Universität Mainz
1
Judge Institute of Management Studies
1
Karlsruher Institut für Technologie
1
New York Institute of Finance
1
Pearson Studium
1
Practising Law Institute
1
School of Economics, Mathematics and Statistics <London>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
The Wharton Financial Institutions Center
1
USA / Subcommittee on Civil Service, Post Office, and General Services
1
United States / Securities and Exchange Commission / Division of Trading and Exchanges
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
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The journal of futures markets
97
International journal of theoretical and applied finance
91
Review of derivatives research
62
The journal of computational finance
59
Quantitative finance
53
Applied mathematical finance
52
The journal of derivatives : the official publication of the International Association of Financial Engineers
52
Finance research letters
49
Journal of banking & finance
49
Mathematical finance : an international journal of mathematics, statistics and financial theory
42
Journal of economic dynamics & control
38
The North American journal of economics and finance : a journal of financial economics studies
37
Finance and stochastics
33
International journal of financial engineering
32
Computational economics
30
European journal of operational research : EJOR
27
Journal of financial economics
26
Journal of mathematical finance
26
International review of economics & finance : IREF
25
Research paper series / Swiss Finance Institute
23
Risks : open access journal
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Asia-Pacific financial markets
19
Review of quantitative finance and accounting
17
The European journal of finance
17
Economic modelling
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Swiss Finance Institute Research Paper
15
Applied economics
14
Journal of risk and financial management : JRFM
14
Annals of finance
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
13
Journal of financial markets
13
International review of financial analysis
12
Journal of risk
12
Energy economics
11
Journal of derivatives & hedge funds
10
Journal of econometrics
10
Mathematical finance
10
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ECONIS (ZBW)
3,101
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1
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10
of
3,101
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date (oldest first)
1
On calendar energy options
Li, Lide
;
Kleindorfer, Paul R.
- In:
Risk and decision analysis
4
(
2013
)
4
,
pp. 225-233
Persistent link: https://www.econbiz.de/10010475802
Saved in:
2
Pricing and
hedging
Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
3
Pricing and
hedging
of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
4
Four contributions to quantitative financial risk management
Detering, Nils
-
2014
Persistent link: https://www.econbiz.de/10010403476
Saved in:
5
On the use of the moment-matching technique for pricing and
hedging
multi-asset spread options
Pellegrino, Tommaso
;
Sabino, Piergiacomo
- In:
Energy economics
45
(
2014
),
pp. 172-185
Persistent link: https://www.econbiz.de/10010504771
Saved in:
6
On
hedging
spark spread options in electricity markets
Li, Lide
;
Kleindorfer, Paul R.
- In:
Risk and decision analysis
1
(
2009
)
4
,
pp. 211-220
Persistent link: https://www.econbiz.de/10009300926
Saved in:
7
New proxy schemes for swing contracts
Koster, Frank
;
Oeltz, Daniel
;
Steffens, Angelina
- In:
The journal of energy markets
16
(
2023
)
4
,
pp. 15-30
Persistent link: https://www.econbiz.de/10014556497
Saved in:
8
Spark spread options when commodity prices are represented as time changed processes
Luciano, Elisa
- In:
Risk management in commodity markets : from shipping to …
,
(pp. 129-151)
.
2008
Persistent link: https://www.econbiz.de/10003787696
Saved in:
9
An option-based approach for the fair pricing of flexible electricity supply
Rosen, Christiane
;
Madlener, Reinhard
-
2015
Persistent link: https://www.econbiz.de/10011533700
Saved in:
10
Jump Risk Premia in Short-Term Spread Options : Evidence from the German Electricity Market
Marckhoff, Jan
-
2009
hours. This premium is based either on increased
hedging
demand or on speculation …
Persistent link: https://www.econbiz.de/10013159854
Saved in:
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