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:"Optionspreistheorie"
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
Randomly modulated periodic si...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Australien
51,197
Australia
42,171
Volatility
40,405
Volatilität
40,228
Theorie
14,014
Theory
13,663
Schätzung
10,722
Estimation
10,447
Börsenkurs
9,829
Share price
9,680
USA
7,913
United States
7,506
Kapitaleinkommen
7,405
Capital income
7,378
Markt
6,683
ARCH-Modell
6,402
ARCH model
6,332
Welt
6,272
World
6,146
Aktienmarkt
6,098
Stock market
6,032
Market
5,034
Wechselkurs
5,022
Exchange rate
4,912
Elektrizität
4,859
Strompreis
4,581
Electricity price
4,507
Elektrizitätswirtschaft
4,442
Prognoseverfahren
4,428
Electricity
4,425
Forecasting model
4,366
Electric power industry
4,330
Deutschland
4,009
Stochastischer Prozess
3,952
Option pricing theory
3,903
Stochastic process
3,884
Großbritannien
3,739
Zeitreihenanalyse
3,642
Time series analysis
3,555
more ...
less ...
Online availability
All
Free
1,416
Undetermined
1,113
Type of publication
All
Article
2,273
Book / Working Paper
1,691
Type of publication (narrower categories)
All
Article in journal
2,179
Aufsatz in Zeitschrift
2,179
Graue Literatur
444
Non-commercial literature
444
Working Paper
437
Arbeitspapier
404
Hochschulschrift
104
Aufsatz im Buch
90
Book section
90
Thesis
75
Collection of articles written by one author
17
Sammlung
17
Conference paper
16
Konferenzbeitrag
16
Collection of articles of several authors
15
Sammelwerk
15
Forschungsbericht
11
Bibliografie enthalten
7
Bibliography included
7
Lehrbuch
7
Textbook
6
Amtsdruckschrift
4
Aufsatzsammlung
4
Government document
4
Dissertation u.a. Prüfungsschriften
3
Accompanied by computer file
2
Bibliografie
2
Elektronischer Datenträger als Beilage
2
Konferenzschrift
2
Systematic review
2
Übersichtsarbeit
2
CD-ROM, DVD
1
Elektronischer Datenträger
1
Handbook
1
Handbuch
1
Ratgeber
1
more ...
less ...
Language
All
English
3,907
German
56
French
2
Spanish
1
Undetermined
1
Author
All
Cui, Zhenyu
44
Carr, Peter
26
Chiarella, Carl
25
Härdle, Wolfgang
25
Jacquier, Antoine (Jack)
25
Jacobs, Kris
24
Gatheral, Jim
22
Nguyen, Duy
21
Fengler, Matthias R.
20
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Alòs, Elisa
19
Benth, Fred Espen
19
Guyon, Julien
19
Christoffersen, Peter F.
18
Wang, Xingchun
16
Escobar, Marcos
15
Grasselli, Martino
15
Elliott, Robert J.
14
Ewald, Christian-Oliver
14
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Schoutens, Wim
14
Skiadopoulos, George
14
Wu, Liuren
14
Grzelak, Lech A.
13
Madan, Dilip B.
13
Schlag, Christian
13
Todorov, Viktor
13
Wong, Hoi Ying
13
Zheng, Wendong
13
Branger, Nicole
12
Fabozzi, Frank J.
12
Heston, Steven L.
12
Jiang, George J.
12
more ...
less ...
Institution
All
National Bureau of Economic Research
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
6
Institut für Schweizerisches Bankwesen <Zürich>
6
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Central Electricity Generating Board
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Energy, Mines and Resources, Canada
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Hydro-Electric Commission through its Energy Management Centre
1
Institute of Finance and Accounting <London>
1
Institutt for Foretaksøkonomi <Bergen, Norwegen>
1
International Center for Financial Asset Management and Engineering
1
International Center for Financial Asset Management and Engineering <Genève>
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Springer Fachmedien Wiesbaden
1
Tasmanian Dairy and Food Industry training Committee inc.
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
157
Quantitative finance
105
The journal of futures markets
81
Journal of banking & finance
76
Applied mathematical finance
75
The journal of computational finance
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
Review of derivatives research
51
International journal of financial engineering
47
European journal of operational research : EJOR
44
Finance research letters
44
Finance and stochastics
40
Journal of econometrics
39
Journal of economic dynamics & control
38
The North American journal of economics and finance : a journal of financial economics studies
38
Computational economics
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
Journal of mathematical finance
35
Energy economics
28
Risks : open access journal
28
Research paper series / Swiss Finance Institute
27
Insurance / Mathematics & economics
26
Journal of financial economics
26
Review of quantitative finance and accounting
26
Annals of finance
25
The European journal of finance
24
International review of economics & finance : IREF
23
Applied economics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Journal of empirical finance
19
Journal of risk and financial management : JRFM
18
Asia-Pacific financial markets
17
Economic modelling
17
International review of financial analysis
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Journal of financial and quantitative analysis : JFQA
15
The journal of finance : the journal of the American Finance Association
15
Asia-Pacific journal of financial studies
14
Discussion paper / Tinbergen Institute
14
more ...
less ...
Source
All
ECONIS (ZBW)
3,908
EconStor
33
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
8
Showing
1
-
10
of
3,964
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility
modeling in equity and energy markets with applications to derivative pricing, hedging and risk management
Ignatieva, Ekaterina
-
2012
Persistent link: https://www.econbiz.de/10009548356
Saved in:
2
Preismodellierung und Derivatebewertung im Strommarkt : Theorie und Empirie
Seifert, Jan M.
-
2010
Persistent link: https://www.econbiz.de/10008663164
Saved in:
3
Valuation and risk management in the Norwegian
electricity
market
Bjerksund, Petter
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001624529
Saved in:
4
Valuation and risk management in the Norwegian
Electricity
market
Bjerksund, Petter
;
Rasmussen, Heine
;
Stensland, Gunnar
- In:
Energy, natural resources and environmental economics
,
(pp. 167-185)
.
2010
Persistent link: https://www.econbiz.de/10008651617
Saved in:
5
A space-time random field model for
electricity
forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
6
A critical empirical study of three
electricity
spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
7
Pricing
Electricity
Forwards under Future Information on the Stochastic Mean-Reversion Level
Hess, Markus
-
2020
We extend the arithmetic multi-factor
electricity
spot price model proposed by Benth, Kallsen & Meyer-Brandis by adding … further derive pricing formulas for
electricity
forwards under future information and investigate the associated information …
Persistent link: https://www.econbiz.de/10012848664
Saved in:
8
Electricity
price modelling with stochastic
volatility
and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
9
Pricing
electricity
forwards under future information on the stochastic mean-reversion level
Hess, Markus
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
2
,
pp. 751-767
Persistent link: https://www.econbiz.de/10012427666
Saved in:
10
Electricity
futures price models : calibration and forecasting
Islyaev, Suren
;
Date, Paresh
- In:
European journal of operational research : EJOR
247
(
2015
)
1
,
pp. 144-154
Persistent link: https://www.econbiz.de/10011347115
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
