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~subject:"Hedging"
~subject:"Option trading"
~subject:"Real options analysis"
~subject:"Risiko"
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Hedging
Option trading
Real options analysis
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
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3,128
Optionsgeschäft
2,824
Derivat
2,346
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2,346
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1,074
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1,074
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1,072
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1,040
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1,009
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921
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915
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841
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837
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713
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707
Realoptionsansatz
636
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612
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601
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597
Kreditrisiko
568
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561
Statistical distribution
555
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555
Börsenkurs
538
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536
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502
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502
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452
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452
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Hull, John
28
Madan, Dilip B.
28
Cui, Zhenyu
24
Yang, Zhaojun
22
Schoutens, Wim
21
Wang, Xingchun
21
Joshi, Mark S.
20
Carr, Peter
18
Stentoft, Lars
18
Alexander, Carol
17
Zhang, Jin E.
17
Ewald, Christian-Oliver
16
Lee, Hangsuck
15
Trigeorgis, Lenos
15
Fabozzi, Frank J.
14
Melʹnikov, Aleksandr V.
14
Rosenberg, Joshua V.
14
Zanette, Antonino
14
Engle, Robert F.
13
Fusai, Gianluca
13
Korn, Olaf
13
Kwok, Yue-Kuen
13
Leippold, Markus
13
Li, Lingfei
13
Jacobs, Kris
12
Kelly, Bryan T.
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
Siu, Tak Kuen
11
Bayraktar, Erhan
10
Dhaene, Jan
10
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National Bureau of Economic Research
19
Center for Economic Research <Tilburg>
5
Centre for Analytical Finance <Århus>
5
Bonn Graduate School of Economics
4
Karlsruher Institut für Technologie
3
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
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
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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 Center for Financial Asset Management and Engineering
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Investors Intelligence
1
Judge Institute of Management Studies
1
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International journal of theoretical and applied finance
152
The journal of futures markets
100
Applied mathematical finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Quantitative finance
72
Review of derivatives research
70
Journal of banking & finance
68
The journal of computational finance
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
63
Journal of economic dynamics & control
58
Finance and stochastics
56
European journal of operational research : EJOR
53
Finance research letters
50
Insurance / Mathematics & economics
44
Research paper series / Swiss Finance Institute
43
International journal of financial engineering
40
The North American journal of economics and finance : a journal of financial economics studies
39
Journal of mathematical finance
37
Computational economics
36
Risks : open access journal
35
The European journal of finance
34
Energy economics
28
International review of economics & finance : IREF
25
Journal of financial economics
24
Swiss Finance Institute Research Paper
24
Journal of risk and financial management : JRFM
23
Review of quantitative finance and accounting
23
Applied economics
22
Economic modelling
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Asia-Pacific financial markets
20
Annals of finance
19
NBER working paper series
19
Discussion paper / Tinbergen Institute
17
International review of financial analysis
17
The journal of derivatives : JOD
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Mathematics and financial economics
15
Mathematical finance
14
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ECONIS (ZBW)
4,685
USB Cologne (EcoSocSci)
5
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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
Irreversible investment under predictable growth : why land stays vacant when housing demand is booming
Lange, Rutger-Jan
;
Teulings, Coen N.
- In:
Journal of economic theory : JET
215
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014460304
Saved in:
5
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:
6
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:
7
Political uncertainty and currency markets
Leippold, Markus
;
Matthys, Felix
;
Mueller, Philippe
; …
-
2024
Persistent link: https://www.econbiz.de/10014486798
Saved in:
8
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:
9
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:
10
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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