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Derivat
13,840
Derivative
13,840
Theorie
4,919
Theory
4,905
Optionspreistheorie
2,508
Option pricing theory
2,481
Hedging
2,260
pricing
2,194
USA
1,731
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1,721
United States
1,692
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1,665
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1,663
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1,355
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1,306
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1,261
Portfolio-Management
1,243
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1,242
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1,204
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1,161
Pricing strategy
1,157
Optionsgeschäft
1,111
Welt
1,042
World
1,039
Futures
1,025
Option trading
1,018
Derivat <Wertpapier>
967
Börsenkurs
900
Share price
895
Rohstoffderivat
840
Commodity derivative
839
Deutschland
819
Germany
771
Stochastischer Prozess
722
Stochastic process
720
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706
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699
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680
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667
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663
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50
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32
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794
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794
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705
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581
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275
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261
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261
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252
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142
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112
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111
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111
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109
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91
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82
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82
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65
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65
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65
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58
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49
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49
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41
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28
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4
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Fabozzi, Frank J.
75
McAleer, Michael
63
Hull, John
62
Lien, Da-hsiang Donald
62
Broll, Udo
47
Benth, Fred Espen
44
Jarrow, Robert A.
43
Irwin, Scott H.
38
Chang, Chia-Lin
37
Cotterill, Ronald W.
37
Kolb, Robert W.
35
Chance, Don M.
31
Moser, James T.
31
Chen, Jing
30
Wolfers, Justin
30
Härdle, Wolfgang
29
Kit, Pong Wong
29
Madan, Dilip B.
28
Taleizadeh, Ata Allah
28
Gouriéroux, Christian
27
Platen, Eckhard
26
Rudolph, Bernd
26
Carr, Peter
25
Shiller, Robert J.
25
White, Alan
25
Brigo, Damiano
24
Kavussanos, Manolis G.
24
Subrahmanyam, Marti G.
24
Brooks, Robert
23
Frino, Alex
23
Joshi, Mark S.
23
Sarkar, Asani
23
Webb, Robert I.
23
Choudhry, Moorad
22
Leung, Tim
22
Prokopczuk, Marcel
22
Stulz, René M.
22
Zitzewitz, Eric
22
Acharya, Viral V.
21
Bloss, Michael
21
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International Monetary Fund (IMF)
114
International Monetary Fund
105
National Bureau of Economic Research
81
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
61
Department of Agricultural and Resource Economics, University of Connecticut
32
EconWPA
23
International Water Management Institute (IWMI)
23
HAL
22
Federal Reserve Bank of Chicago
21
Federal Reserve Bank of New York
21
Philippinen / National Census and Statistics Office
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
Rodney L. White Center for Financial Research, Wharton School of Business
20
Graduate School of Business, Columbia University
19
Institute of Social and Economic Research (ISER), Osaka University
17
Wisconsin Madison - Social Systems
16
Tilburg University, Center for Economic Research
15
Université Paris-Dauphine (Paris IX)
15
C.E.P.R. Discussion Papers
14
Federal Reserve Board (Board of Governors of the Federal Reserve System)
13
Michigan - Center for Research on Economic & Social Theory
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William E. Simon Graduate School of Business Administration, University of Rochester
13
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
12
International Organization of Securities Commissions
12
eSocialSciences
12
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
11
Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne
10
Department of Economics, Pennsylvania State University
10
Department of Economics, University of Warwick
10
Department of Economics, University of Washington
10
Département de Sciences Économiques, Université de Montréal
10
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
10
School of Economics and Finance, Tasmanian School of Business and Economics
10
Agricultural and Applied Economics Association - AAEA
9
Devlet İstatistik Enstitüsü
9
Federal Reserve Bank of Atlanta
9
Federal Reserve Bank of Philadelphia
9
Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)
9
Harvard Institute of Economic Research (HIER), Department of Economics
9
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The journal of futures markets
450
European journal of operational research : EJOR
213
Journal of banking & finance
187
International journal of theoretical and applied finance
180
Energy economics
142
Management science : journal of the Institute for Operations Research and the Management Sciences
114
Management Science
113
International journal of production economics
102
IMF Staff Country Reports
99
Marketing Science
93
The journal of finance : the journal of the American Finance Association
86
International review of financial analysis
85
Working paper / National Bureau of Economic Research, Inc.
83
Applied mathematical finance
80
International journal of production research
79
NBER working paper series
79
Journal of financial economics
74
Finance research letters
72
Journal of revenue and pricing management
72
Review of derivatives research
70
The European journal of finance
70
The journal of derivatives : the official publication of the International Association of Financial Engineers
70
Quantitative finance
69
SpringerLink / Bücher
69
Applied financial economics
67
International review of economics & finance : IREF
66
NBER Working Paper
63
Journal of financial and quantitative analysis : JFQA
60
MPRA Paper
60
Applied economics
57
Advances in futures and options research : a research annual
52
Die Bank
52
Applied economics letters
49
Economics letters
49
Operations research
49
The North American journal of economics and finance : a journal of financial economics studies
49
Working paper
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
The journal of computational finance
47
Economic modelling
46
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ECONIS (ZBW)
17,124
RePEc
2,325
USB Cologne (EcoSocSci)
645
EconStor
214
USB Cologne (business full texts)
117
BASE
101
Other ZBW resources
3
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Showing
1
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10
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20,529
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date (oldest first)
1
A regime switching model for temperature modeling and applications to weather derivatives
pricing
Türkvatan, Aysun
;
Hayfavi, Azize
;
Omay, Tolga
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012239952
Saved in:
2
Ornstein–Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models
Li, Lingfei
;
Mendoza-Arriaga, Rafael
- In:
Operations research letters
41
(
2013
)
5
,
pp. 521-525
Persistent link: https://www.econbiz.de/10010191968
Saved in:
3
Additive logistic processes in option
pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
Saved in:
4
Valuing commodity options and
futures
options with changing economic conditions
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
51
(
2015
),
pp. 524-533
Persistent link: https://www.econbiz.de/10011476145
Saved in:
5
Polynomial upper and lower bounds for financial derivative price functions under regime-switching
Bhim, Louis
;
Kawai, Reiichiro
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 35-71
Persistent link: https://www.econbiz.de/10011976660
Saved in:
6
Option
pricing
and hedging for discrete time regime-switching models
Rémillard, Bruno
;
Hocquard, Alexandre
;
Lamarre, Hugo
; …
- In:
Modern economy
8
(
2017
)
8
,
pp. 1005-1032
Persistent link: https://www.econbiz.de/10011748340
Saved in:
7
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 381-400
Persistent link: https://www.econbiz.de/10011785790
Saved in:
8
Local risk-minimization under Markov-modulated exponential Lévy model
Menoukeu-Pamen, Olivier
;
Momeya, Romuald
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011403879
Saved in:
9
Macro risk factors of credit default swap indices in a regime-switching framework
Kam Fong Chan
;
Marsden, Alastair
- In:
Journal of international financial markets, …
29
(
2014
),
pp. 285-308
Persistent link: https://www.econbiz.de/10010412144
Saved in:
10
On the stationarity of
futures
hedge ratios
Degiannakis, Stavros
;
Floros, Christos
;
Salvador, Enrique
; …
- In:
Operational research : an international journal
22
(
2022
)
3
,
pp. 2281-2303
Persistent link: https://www.econbiz.de/10013443633
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