//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Volatilität"
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: subject:"Derivat <Wertpapier>"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Derivat
32
Derivative
32
Option pricing theory
19
Optionspreistheorie
19
Finance
13
Stochastic process
11
Stochastischer Prozess
11
Portfolio selection
8
Portfolio-Management
8
Volatility
8
Credit risk
7
Kreditrisiko
7
Option trading
7
Optionsgeschäft
7
Theorie
7
Theory
7
Hedging
6
Risikomanagement
5
Risk management
5
Lieferkette
4
Supply chain
4
Swap
4
CAPM
3
Commodity derivative
3
Credit derivative
3
Incomplete market
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Pricing
3
Risiko
3
Risikoprämie
3
Risk
3
Risk premium
3
Rohstoffderivat
3
Simulation
3
Stochastic volatility
3
Supply chain management
3
Unvollkommener Markt
3
Artificial neural networks
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Cao, Yi
2
Liu, Xiaoquan
2
Cui, Zhenyu
1
Ewald, Christian
1
Iori, Giulia
1
Kaeck, Andreas
1
Kirkby, J. Lars
1
Lazar, Emese
1
Ma, Chenghu
1
Nguyen, Duy
1
Ouellette, Michelle S.
1
Qi, Shuyuan
1
Recchioni, Maria Cristina
1
Seeger, Norman
1
Shen, Liya
1
Tedeschi, Gabriele
1
Wei, Pengyu
1
Yang, Charles
1
Zhai, Jia
1
Zhuang, Yi
1
Zou, Yihan
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Energy economics
20
Finance research letters
19
International review of economics & finance : IREF
14
International review of financial analysis
14
Journal of banking & finance
14
Quantitative finance
13
International journal of financial engineering
11
International journal of theoretical and applied finance
11
Research in international business and finance
10
Review of derivatives research
10
Applied economics
9
Journal of econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of futures markets
8
The European journal of finance
7
The journal of derivatives : JOD
6
Applied economics letters
5
Applied mathematical finance
4
Economic modelling
4
Finance and stochastics
4
International journal of bonds and derivatives
4
International journal of forecasting
4
Investment management and financial innovations
4
Journal of economic dynamics & control
4
Journal of empirical finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematics and financial economics
4
Pacific-Basin finance journal
4
Review of quantitative finance and accounting
4
The journal of computational finance
4
Computational economics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of financial economics
3
Journal of financial markets
3
Journal of international financial markets, institutions & money
3
Journal of mathematical finance
3
Review of Pacific Basin financial markets and policies
3
Springer Texts in Business and Economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
2
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
3
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian
;
Zou, Yihan
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
Saved in:
4
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
5
Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
6
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:
7
Wavelet-based option pricing : an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
Saved in:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->