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~subject:"Optionspreistheorie"
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Optionspreistheorie
Volatility
29
Volatilität
29
Option pricing theory
27
Yield curve
21
Zinsstruktur
21
Commodity derivative
20
Rohstoffderivat
20
Derivat
17
Derivative
17
Stochastic process
17
Stochastischer Prozess
17
Theorie
17
Theory
17
Estimation
14
Schätzung
14
Oil price
12
Ölpreis
12
Hedging
9
Option trading
9
Optionsgeschäft
9
Erdöl
8
Petroleum
8
Australia
7
Interest rate
7
Portfolio selection
7
Portfolio-Management
7
Zins
7
Australien
6
Risiko
6
Risk
6
Stochastic volatility
6
Welt
6
World
6
Bond market
5
Forecasting model
5
Oil market
5
Prognoseverfahren
5
Rentenmarkt
5
Risikoprämie
5
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Free
14
Undetermined
5
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17
Article
10
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10
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Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
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8
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English
27
Author
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Nikitopoulos, Christina Sklibosios
13
Schlögl, Erik
12
Cheng, Benjamin
8
Chiarella, Carl
8
Konstandatos, Otto
7
Sklibosios Nikitopoulos, Christina
7
Kang, Boda
4
Buchen, Peter W.
3
Taruvinga, Blessing
3
Bienek, Tobias
2
He, Xue-zhong
2
Kyng, Timothy
2
Alfeus, Mesias
1
Bermin, Hans-Peter
1
Chege Maina, Samuel
1
Maina, Samuel Chege
1
Overbeck, Ludger
1
Tô, Thuy-Duong
1
Yang, Hongang
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Applied mathematical finance
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Dynamic modeling and econometrics in economics and finance
1
Energy economics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
1
SpringerLink / Bücher
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University of Technology Sydney Quantitative Finance Research Centre Research Paper
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ECONIS (ZBW)
27
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A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
Saved in:
2
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
3
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2005
Persistent link: https://www.econbiz.de/10003194455
Saved in:
4
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
5
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
6
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
7
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
8
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
9
Pricing American options under regime switching using method of lines
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777915
Saved in:
10
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
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