//--> //--> //-->
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
~person:"Benth, Fred Espen"
~person:"Crosby, John"
~subject:"Risiko"
~type:"article"
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
Search: "Option pricing theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risiko
Option pricing theory
31
Optionspreistheorie
31
Derivat
16
Derivative
16
Volatility
15
Volatilität
15
Stochastic process
11
Stochastischer Prozess
11
Option trading
9
Optionsgeschäft
9
Commodity derivative
7
Energiemarkt
7
Energy market
7
Risikoprämie
7
Risk premium
7
Rohstoffderivat
7
Yield curve
7
Zinsstruktur
7
Electricity price
6
Strompreis
6
Energy markets
5
Spot market
5
Spotmarkt
5
Time series analysis
5
Zeitreihenanalyse
5
Electric power industry
4
Elektrizitätswirtschaft
4
Estimation
4
Hedging
4
Risk
4
Schätzung
4
CAPM
3
Lévy processes
3
Weather
3
Wetter
3
energy markets
3
Electricity
2
Elektrizität
2
Fourier transform
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Benth, Fred Espen
Crosby, John
Wang, Xingchun
6
Bayraktar, Erhan
3
Chen, Ren-Raw
3
Jarrow, Robert A.
3
Koussis, Nicos
3
Martzoukos, Spiros A.
3
Matsumoto, Koichi
3
Niemann, Rainer
3
Power, Gabriel J.
3
Protter, Philip E.
3
Ruan, Xinfeng
3
Thijssen, Jacco J. J.
3
Trigeorgis, Lenos
3
Zhou, Zhou
3
Ankirchner, Stefan
2
Bakshi, Gurdip S.
2
Bondarenko, Oleg
2
Carbonneau, Alexandre
2
Chang, Chuang-chang
2
Chen, Sonnan
2
Cortazar, Gonzalo
2
Date, Paresh
2
Delage, Erick
2
Dokučaev, Nikolaj G.
2
El Karoui, Nicole
2
Escobar, Marcos
2
Franke, Günter
2
Gagnon, Marie-Hélène
2
Gao, Xiaohui
2
Godin, Frédéric
2
Gu, Yuchi
2
Hölzermann, Julian
2
Kiesel, Rüdiger
2
Komar, Sridar
2
Kostakis, Alexandros
2
Li, Jianhui
2
Li, Jonathan Yu-Meng
2
Luo, Dan
2
more ...
less ...
Published in...
All
Applied mathematical finance
1
International journal of theoretical and applied finance
1
Journal of financial economics
1
Operations research
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Dark matter in (volatility and) equity option risk premiums
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
- In:
Operations research
70
(
2022
)
6
,
pp. 3108-3124
Persistent link: https://www.econbiz.de/10014307635
Saved in:
3
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
4
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->