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Stochastic process
Portfolio-Management
44,150
Portfolio selection
43,806
Theorie
24,999
Theory
24,624
Optionspreistheorie
14,815
Option pricing theory
14,356
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7,619
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7,605
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7,207
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5,690
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5,425
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5,399
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5,318
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4,821
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4,759
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4,705
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4,677
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4,630
Stochastischer Prozess
4,546
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4,369
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4,348
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4,346
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4,340
Risikomanagement
4,101
Hedging
3,983
Investmentfonds
3,886
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3,826
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3,822
Kapitalanlage
3,749
Börsenkurs
3,711
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3,668
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3,521
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3,121
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Cui, Zhenyu
36
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34
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33
Escobar, Marcos
29
Fabozzi, Frank J.
26
Elliott, Robert J.
25
Carr, Peter
23
Madan, Dilip B.
23
Nguyen, Duy
22
Hainaut, Donatien
21
Post, Thierry
21
Wong, Hoi Ying
21
Platen, Eckhard
20
Alòs, Elisa
19
Račev, Svetlozar T.
19
Oosterlee, Cornelis W.
18
Benth, Fred Espen
17
Fouque, Jean-Pierre
17
Kim, Young Shin
17
Leung, Tim
17
Siu, Tak Kuen
17
Wong, Wing Keung
17
Wang, Xingchun
16
Bayraktar, Erhan
15
Grasselli, Martino
15
Kang, Boda
15
Lorig, Matthew
15
Topaloglou, Nikolas
15
Jacquier, Antoine (Jack)
14
Schoutens, Wim
14
Ziveyi, Jonathan
14
Ferrari, Giorgio
13
Forde, Martin
13
Föllmer, Hans
13
Hess, Markus
13
Kraft, Holger
13
Leippold, Markus
13
Levendorskij, Sergej Z.
13
Runggaldier, Wolfgang J.
13
Shiraya, Kenichiro
13
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Centre for Analytical Finance <Århus>
3
Chambre de commerce et d'industrie de Paris
2
Queen Mary College / Department of Economics
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
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1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
International Center for Financial Asset Management and Engineering
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Judge Institute of Management Studies
1
Society of Actuaries
1
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Springer International Publishing
1
Springer-Verlag GmbH
1
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1
Taylor and Francis.
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Exeter / Department of Economics
1
Universität Ulm
1
Walter de Gruyter GmbH & Co. KG
1
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International journal of theoretical and applied finance
246
Insurance / Mathematics & economics
141
Quantitative finance
133
Finance and stochastics
115
European journal of operational research : EJOR
113
Applied mathematical finance
101
The journal of computational finance
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
85
International journal of financial engineering
66
Risks : open access journal
63
Computational economics
62
Journal of mathematical finance
62
Finance research letters
56
Journal of economic dynamics & control
55
The journal of futures markets
45
Annals of finance
44
Journal of banking & finance
44
Review of derivatives research
44
The North American journal of economics and finance : a journal of financial economics studies
38
Mathematical methods of operations research
33
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
33
Research paper series / Swiss Finance Institute
33
Energy economics
32
Journal of econometrics
31
Asia-Pacific financial markets
29
Mathematics and financial economics
29
Journal of risk and financial management : JRFM
28
Mathematical finance : an international journal of mathematics, statistics and financial economics
28
Scandinavian actuarial journal
24
The European journal of finance
24
Economic modelling
23
Mathematics of operations research
22
Operations research letters
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Applied economics
18
Journal of financial economics
18
Swiss Finance Institute Research Paper
18
Decisions in economics and finance : DEF ; a journal of applied mathematics
17
IMA journal of management mathematics
17
Computational Management Science : CMS
16
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ECONIS (ZBW)
4,483
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1
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1
Pricing commodity
index
options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
2
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
3
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
4
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
Saved in:
5
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
6
A four-factor stochastic volatility model of commodity prices
Schöne, Max F.
;
Spinler, Stefan
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10011935975
Saved in:
7
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
8
Portfolio speculation and commodity price volatility in a stochastic storage model
Vercammen, James Alfred
;
Doroudian, Ali
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
Saved in:
9
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
10
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
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