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~subject:"Hedging"
~subject:"Option trading"
~subject:"Optionsgeschäft"
~subject:"Risiko"
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Hedging
Option trading
Optionsgeschäft
Risiko
Optionspreistheorie
14,415
Option pricing theory
14,202
Volatilität
3,768
Volatility
3,755
Theorie
3,399
Theory
3,398
Stochastischer Prozess
3,135
Stochastic process
3,128
Derivat
2,346
Derivative
2,346
Portfolio selection
1,074
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1,074
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1,072
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1,040
CAPM
1,009
Zinsstruktur
921
Yield curve
915
Estimation
841
Schätzung
837
USA
713
United States
707
Real options analysis
636
Realoptionsansatz
636
Risk
612
Monte-Carlo-Simulation
601
Monte Carlo simulation
597
Kreditrisiko
568
Credit risk
561
Statistical distribution
555
Statistische Verteilung
555
Börsenkurs
538
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536
Capital income
502
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502
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452
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452
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8
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Hull, John
29
Madan, Dilip B.
28
Cui, Zhenyu
24
Schoutens, Wim
21
Wang, Xingchun
21
Joshi, Mark S.
20
Carr, Peter
18
Stentoft, Lars
18
Zhang, Jin E.
17
Alexander, Carol
15
Ewald, Christian-Oliver
15
Lee, Hangsuck
15
Fabozzi, Frank J.
14
Melʹnikov, Aleksandr V.
14
Rosenberg, Joshua V.
14
Yang, Zhaojun
14
Zanette, Antonino
14
Engle, Robert F.
13
Fusai, Gianluca
13
Korn, Olaf
13
Leippold, Markus
13
Li, Lingfei
13
Jacobs, Kris
12
Kelly, Bryan T.
12
Kwok, Yue-Kuen
12
Orosi, Greg
12
Takahashi, Akihiko
12
Alghalith, Moawia
11
Benth, Fred Espen
11
Bernard, Carole
11
Elliott, Robert J.
11
Guirguis, Michel
11
Hess, Markus
11
Kallsen, Jan
11
Perrakis, Stylianos
11
Prokopczuk, Marcel
11
Bayraktar, Erhan
10
Dhaene, Jan
10
Kohlmann, Michael
10
Kräussl, Roman
10
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National Bureau of Economic Research
17
Center for Economic Research <Tilburg>
5
Centre for Analytical Finance <Århus>
5
Bonn Graduate School of Economics
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Deutsche Forschungsgemeinschaft
2
Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
2
Johannes Gutenberg-Universität Mainz
2
Karlsruher Institut für Technologie
2
Pearson Studium
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Universität Ulm
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Weltwirtschaftsforum
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Australian National University / Faculty of Economics and Commerce
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Christian-Albrechts-Universität zu Kiel
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
EOE
1
Eberhard Karls Universität Tübingen
1
Energy, Mines and Resources, Canada
1
Erasmus Research Institute of Management
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Federal Reserve Bank of Chicago
1
FernUniversität in Hagen
1
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1
Institute of Finance and Accounting <London>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Investors Intelligence
1
Judge Institute of Management Studies
1
London Business School
1
New York Institute of Finance
1
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International journal of theoretical and applied finance
145
The journal of futures markets
99
Applied mathematical finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Review of derivatives research
70
Quantitative finance
68
The journal of computational finance
67
Journal of banking & finance
65
The journal of derivatives : the official publication of the International Association of Financial Engineers
62
Finance and stochastics
56
Journal of economic dynamics & control
53
Finance research letters
47
Insurance / Mathematics & economics
43
Research paper series / Swiss Finance Institute
41
European journal of operational research : EJOR
39
The North American journal of economics and finance : a journal of financial economics studies
39
International journal of financial engineering
38
Journal of mathematical finance
33
Risks : open access journal
33
Computational economics
32
The European journal of finance
25
International review of economics & finance : IREF
24
Swiss Finance Institute Research Paper
24
Journal of financial economics
23
Review of quantitative finance and accounting
22
Journal of risk and financial management : JRFM
21
Applied economics
20
Asia-Pacific financial markets
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Annals of finance
19
Economic modelling
19
Energy economics
17
NBER working paper series
17
The journal of derivatives : JOD
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
International review of financial analysis
15
Mathematics and financial economics
15
Journal of econometrics
13
Journal of risk
13
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ECONIS (ZBW)
4,180
USB Cologne (EcoSocSci)
6
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1
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
2
Valuation of corporate debt and equity in uncertain markets
Matenda, Frank Ranganai
;
Chirima, Justin
;
Sibanda, Mabutho
- In:
International journal of economics and financial issues …
13
(
2023
)
1
,
pp. 7-12
Persistent link: https://www.econbiz.de/10014228289
Saved in:
3
Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
Saved in:
4
Effectiveness of deterministic option pricing models : new evidence from Nifty and Bank Nifty Index options
Singh, Vipul Kumar
;
Kumar, Pawan
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 172-189
Persistent link: https://www.econbiz.de/10014511683
Saved in:
5
Accurate delta hedging of european options using conformable calculus
Olmos, Andrés
;
Muriel, Nelson
- In:
EconoQuantum : Revista de Economía y Negocios
21
(
2024
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10014500556
Saved in:
6
Political uncertainty and currency markets
Leippold, Markus
;
Matthys, Felix
;
Mueller, Philippe
; …
-
2024
Persistent link: https://www.econbiz.de/10014486798
Saved in:
7
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
8
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
9
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
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10
Analytic method for pricing vulnerable external barrier options
Kim, Donghyun
;
Yoon, Ji-Hun
- In:
Computational economics
61
(
2023
)
4
,
pp. 1561-1591
Persistent link: https://www.econbiz.de/10014327071
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