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Optionsgeschäft
Optionspreistheorie
14,803
Option pricing theory
14,344
Hedging
10,219
Theorie
9,041
Theory
8,846
Energiemarkt
6,661
Energy market
5,155
Decomposition method
5,137
Dekompositionsverfahren
5,120
Volatilität
5,015
Volatility
4,950
Derivat
4,151
Derivative
4,147
Stochastischer Prozess
3,605
Stochastic process
3,549
Portfolio-Management
3,287
Portfolio selection
3,262
Option trading
3,089
USA
2,435
Schätzung
2,423
Estimation
2,400
United States
2,383
Risikomanagement
1,838
Risk management
1,808
Welt
1,575
World
1,539
Risiko
1,524
Risk
1,524
Elektrizitätswirtschaft
1,509
Electric power industry
1,482
Deutschland
1,413
Energiepolitik
1,322
CAPM
1,319
Kapitaleinkommen
1,227
Capital income
1,224
Germany
1,198
Black-Scholes-Modell
1,189
EU-Staaten
1,180
EU countries
1,164
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Online availability
All
Free
969
Undetermined
887
Type of publication
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Article
1,882
Book / Working Paper
1,231
Journal
1
Type of publication (narrower categories)
All
Article in journal
1,767
Aufsatz in Zeitschrift
1,767
Graue Literatur
269
Non-commercial literature
269
Working Paper
260
Arbeitspapier
254
Aufsatz im Buch
101
Book section
101
Hochschulschrift
69
Thesis
50
Lehrbuch
36
Textbook
33
Glossar enthalten
22
Glossary included
22
Collection of articles of several authors
17
Sammelwerk
17
Handbook
14
Handbuch
14
Bibliografie enthalten
12
Bibliography included
12
Aufsatzsammlung
9
Collection of articles written by one author
8
Sammlung
8
Conference paper
7
Konferenzbeitrag
7
Accompanied by computer file
4
Elektronischer Datenträger als Beilage
4
Amtsdruckschrift
3
CD-ROM, DVD
3
Dissertation u.a. Prüfungsschriften
3
Forschungsbericht
3
Government document
3
Guidebook
3
Ratgeber
3
Reprint
3
Aufgabensammlung
2
Bibliografie
2
Einführung
2
Rezension
2
Diskette
1
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English
3,022
German
80
French
6
Italian
3
Spanish
2
Undetermined
1
Author
All
Hull, John
27
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
Fabozzi, Frank J.
11
Jacobs, Kris
11
Lee, Cheng F.
11
Ryu, Doojin
11
Schoutens, Wim
11
Alghalith, Moawia
10
Benth, Fred Espen
10
Ewald, Christian-Oliver
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
Zhu, Song-Ping
9
Alexander, Carol
8
Bernales, Alejandro
8
Bernard, Carole
8
Broeders, Dirk
8
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National Bureau of Economic Research
10
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
Pearson Studium
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
Practising Law Institute
1
Salomon Brothers Center for the Study of Financial Institutions
1
School of Economics, Mathematics and Statistics <London>
1
Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
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
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Published in...
All
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
28
European journal of operational research : EJOR
27
Journal of mathematical finance
26
International review of economics & finance : IREF
25
Journal of financial economics
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
10
Journal of derivatives & hedge funds
10
Mathematical finance
10
NBER working paper series
10
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Source
All
ECONIS (ZBW)
3,102
EconStor
6
USB Cologne (EcoSocSci)
6
Showing
1
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10
of
3,114
Sort
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date (newest first)
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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