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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Energy economics"
~subject:"Black-Scholes-Modell"
~subject:"Derivative"
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Black-Scholes-Modell
Derivative
Option pricing theory
133
Optionspreistheorie
133
Volatility
49
Volatilität
49
Stochastic process
44
Stochastischer Prozess
44
Option trading
35
Optionsgeschäft
35
Derivat
33
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32
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32
Black-Scholes model
19
Real options analysis
18
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Benth, Fred Espen
3
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3
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2
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Kiesel, Rüdiger
2
Kim, Yong-jin
2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Asia-Pacific financial markets
Energy economics
International journal of theoretical and applied finance
185
The journal of futures markets
100
Applied mathematical finance
94
Journal of banking & finance
70
Review of derivatives research
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Quantitative finance
63
The journal of computational finance
61
The journal of derivatives : the official publication of the International Association of Financial Engineers
52
Finance and stochastics
51
Journal of mathematical finance
49
Computational economics
42
European journal of operational research : EJOR
38
International journal of financial engineering
37
The European journal of finance
37
The North American journal of economics and finance : a journal of financial economics studies
37
Journal of economic dynamics & control
35
Finance research letters
33
International review of economics & finance : IREF
29
International review of financial analysis
29
Journal of financial economics
29
Journal of econometrics
28
Risks : open access journal
27
The journal of derivatives : JOD
27
Research paper series / Swiss Finance Institute
23
SpringerLink / Bücher
23
Journal of risk and financial management : JRFM
19
Review of quantitative finance and accounting
18
Wiley finance series
18
Annals of finance
17
Applied financial economics
17
SFB 649 discussion paper
17
Insurance / Mathematics & economics
16
Journal of financial markets
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
The journal of credit risk : published quarterly by Incisive Media
16
The journal of finance : the journal of the American Finance Association
16
The review of financial studies
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ECONIS (ZBW)
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1
Pricing and hedging wind power prediction risk with binary
option
contracts
Thakur, Jagruti
;
Hesamzadeh, Mohammad Reza
;
Date, Paresh
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
Saved in:
2
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
3
The end of the month
option
and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
4
The spark spread and clean spark spread
option
based valuation of a power plant with multiple turbines
Elias, R. S.
;
Wahab, M. I. M.
;
Fang, Liping
- In:
Energy economics
59
(
2016
),
pp. 314-327
Persistent link: https://www.econbiz.de/10011699668
Saved in:
5
Commodity spread
option
with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
6
Parametric model risk and power plant valuation
Bannör, Karl
;
Kiesel, Rüdiger
;
Nazarova, Anna
; …
- In:
Energy economics
59
(
2016
),
pp. 423-434
Persistent link: https://www.econbiz.de/10011699734
Saved in:
7
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
8
An empirical model comparison for valuing crack spread options
Mahringer, Steffen
;
Prokopczuk, Marcel
- In:
Energy economics
51
(
2015
),
pp. 177-187
Persistent link: https://www.econbiz.de/10011564825
Saved in:
9
A new type of barrier options : lizard
option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
10
On the use of the moment-matching technique for pricing and hedging multi-asset spread options
Pellegrino, Tommaso
;
Sabino, Piergiacomo
- In:
Energy economics
45
(
2014
),
pp. 172-185
Persistent link: https://www.econbiz.de/10010504771
Saved in:
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