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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Portfolio-Management
43,966
Portfolio selection
43,866
Volatility
41,108
Volatilität
40,839
Theorie
38,903
Theory
38,414
Risikomanagement
35,439
Risk management
31,845
Kapitalanlage
15,853
Optionspreistheorie
14,848
Option pricing theory
14,387
Kapitaleinkommen
14,298
Capital income
14,267
Risiko
12,778
Börsenkurs
12,774
Risk
12,742
Share price
12,590
Schätzung
12,333
Estimation
12,113
USA
11,026
United States
10,662
Hedging
10,263
Welt
10,109
World
9,987
Financial investment
9,825
Aktienmarkt
8,904
Stock market
8,793
Anlageverhalten
8,700
Behavioural finance
8,596
ARCH-Modell
7,185
ARCH model
7,108
Stochastic process
6,615
Deutschland
6,512
Derivat
6,323
Derivative
6,306
CAPM
6,249
Germany
5,694
Prognoseverfahren
5,518
Forecasting model
5,462
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All
Free
2,352
Undetermined
2,105
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All
Article
4,034
Book / Working Paper
2,691
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All
Article in journal
3,797
Aufsatz in Zeitschrift
3,797
Working Paper
1,061
Graue Literatur
1,051
Non-commercial literature
1,051
Arbeitspapier
971
Aufsatz im Buch
224
Book section
224
Hochschulschrift
187
Thesis
141
Lehrbuch
44
Textbook
42
Conference paper
37
Konferenzbeitrag
37
Collection of articles of several authors
32
Sammelwerk
32
Aufsatzsammlung
21
Collection of articles written by one author
19
Forschungsbericht
19
Sammlung
19
Bibliografie enthalten
12
Bibliography included
12
Amtsdruckschrift
11
Government document
11
Konferenzschrift
9
Systematic review
9
Übersichtsarbeit
9
Conference proceedings
4
Einführung
4
Glossar enthalten
4
Glossary included
4
Handbook
4
Handbuch
4
Dissertation u.a. Prüfungsschriften
3
Mehrbändiges Werk
3
Mikroform
3
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3
Reprint
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
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English
6,619
German
107
French
1
Undetermined
1
Author
All
McAleer, Michael
71
Chiarella, Carl
42
Asai, Manabu
40
Koopman, Siem Jan
38
Cui, Zhenyu
37
Chan, Joshua
34
Todorov, Viktor
34
Takahashi, Akihiko
33
Escobar, Marcos
31
Platen, Eckhard
29
Madan, Dilip B.
28
Fabozzi, Frank J.
27
Clark, Todd E.
26
Elliott, Robert J.
26
Barndorff-Nielsen, Ole E.
25
Benth, Fred Espen
25
Carr, Peter
25
Hainaut, Donatien
25
Mumtaz, Haroon
25
Shephard, Neil G.
25
Tauchen, George Eugene
23
Wong, Hoi Ying
23
Fouque, Jean-Pierre
22
Nguyen, Duy
22
Bos, Charles S.
21
Kohlmann, Michael
21
Post, Thierry
21
Yu, Jun
21
Alòs, Elisa
20
Andersen, Torben
20
Carriero, Andrea
20
Račev, Svetlozar T.
20
Siu, Tak Kuen
20
Grasselli, Martino
19
Kang, Boda
19
Marcellino, Massimiliano
19
Oosterlee, Cornelis W.
19
Branger, Nicole
18
Leung, Tim
18
Renault, Eric
18
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Institution
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National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Nuffield College
3
Queen Mary College / Department of Economics
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
International Center for Financial Asset Management and Engineering
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of Canterbury / Dept. of Economics and Finance
2
University of Exeter / Department of Economics
2
Universität Ulm
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel
1
Deutsche Aktuarvereinigung / Arbeitsgruppe Interne Risikomodelle
1
Deutsche Aktuarvereinigung / Arbeitsgruppe Tarifierungsmethodik
1
Deutsche Gesellschaft für Versicherungs- und Finanzmathematik
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
International Conference on Mathematical Methods in Reliability <7, 2011, Peking>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Judge Institute of Management Studies
1
Rodney L. White Center for Financial Research
1
Shaker Verlag
1
Society of Actuaries
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Symposium on Operations Research <24, 1999, Magdeburg>
1
Taylor and Francis.
1
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Published in...
All
International journal of theoretical and applied finance
270
Insurance / Mathematics & economics
157
Quantitative finance
149
Finance and stochastics
141
European journal of operational research : EJOR
133
Journal of econometrics
116
Applied mathematical finance
113
Mathematical finance : an international journal of mathematics, statistics and financial theory
98
The journal of computational finance
95
Computational economics
77
Risks : open access journal
76
Journal of economic dynamics & control
72
International journal of financial engineering
70
Journal of mathematical finance
70
Finance research letters
68
Discussion paper / Tinbergen Institute
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Journal of banking & finance
58
Annals of finance
57
Research paper series / Swiss Finance Institute
47
Review of derivatives research
46
The journal of futures markets
46
Econometric reviews
45
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
43
Energy economics
42
The North American journal of economics and finance : a journal of financial economics studies
42
Journal of risk and financial management : JRFM
41
Working paper
40
Economic modelling
37
Asia-Pacific financial markets
35
Economics letters
35
Mathematical methods of operations research
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Journal of empirical finance
33
Mathematics and financial economics
32
Mathematical finance : an international journal of mathematics, statistics and financial economics
31
The European journal of finance
30
Applied economics
29
Scandinavian actuarial journal
27
Swiss Finance Institute Research Paper
27
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ECONIS (ZBW)
6,624
EconStor
91
USB Cologne (EcoSocSci)
9
BASE
1
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1
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6,725
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date (oldest first)
1
Hedging
surprises, jumps, and model misspecification : a risk management perspective on
hedging
S&P 500 options
Kaeck, Andreas
- In:
Review of finance : journal of the European Finance …
17
(
2013
)
4
,
pp. 1535-1569
Persistent link: https://www.econbiz.de/10009776228
Saved in:
2
VIX derivatives,
hedging
and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
3
Exploring
option
pricing and
hedging
via
volatility
asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
4
Informative
option
portfolios in filter design for
option
pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
5
Analysis of VIX Markets with a time-spread portfolio
Papanicolaou, A.
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 374-408
Persistent link: https://www.econbiz.de/10011704261
Saved in:
6
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
7
Simple robust
hedging
with nearby contracts
Wu, Liuren
;
Zhu, Jingyi
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
Saved in:
8
Robust static
hedging
of barrier options in stochastic
volatility
models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
Saved in:
9
Hedging
strategy comparisons of
volatility
index options using diffusion models
Lin, Jun-Biao
- In:
The international journal of business and finance …
9
(
2015
)
3
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011285427
Saved in:
10
Semi-static
hedging
of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Saved in:
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