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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Volatility"
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Search: subject:"Rohstoff"
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Volatility
Hedging
115
Option pricing theory
66
Optionspreistheorie
66
Theorie
61
Theory
61
Derivat
38
Derivative
38
Stochastic process
34
Stochastischer Prozess
34
Portfolio selection
31
Portfolio-Management
31
Volatilität
24
Option trading
23
Optionsgeschäft
23
Black-Scholes model
16
Black-Scholes-Modell
16
Incomplete market
16
Unvollkommener Markt
16
hedging
12
Commodity derivative
10
Rohstoffderivat
10
Credit risk
8
Kreditrisiko
8
Martingal
8
Martingale
8
Transaction costs
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Swap
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Börsenkurs
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CAPM
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Experiment
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Risikomanagement
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Risk management
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Benth, Fred Espen
3
Carr, Peter
2
Alexander, Carol
1
An, Yunbi
1
Arai, Takuji
1
Assaf, Ata
1
Chiarella, Carl
1
Chiu, Tien-yu
1
Clewlow, Les
1
DeMatos, João Amaro
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Di Graziano, Giuseppe
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DoRosário, João Sobral
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El Hajjaji, Omar
1
Felten, Björn
1
Fonseca, José da
1
Fouque, Jean-Pierre
1
Fukasawa, Masaaki
1
Grasselli, Martino
1
Herzel, Stefano
1
Hess, Markus
1
Ielpo, Florian
1
Kang, Boda
1
Kiesel, Rüdiger
1
Kremer, Marcel
1
Menkens, Olaf
1
Meyer, Gunter H.
1
Nastasi, Emanuele
1
Nayak, Suhas
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Ortiz-Latorre, Salvador
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Pallavicini, Andrea
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Saporito, Yuri F.
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Schmeck, Maren Diane
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1
Subbotin, Alexander
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Takahashi, Akihiko
1
Torricelli, Lorenzo
1
Tsuzuki, Yukihiro
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International journal of theoretical and applied finance
Energy economics
184
The journal of futures markets
77
Finance research letters
53
International review of financial analysis
49
International review of economics & finance : IREF
37
Economic modelling
36
Applied economics
32
The North American journal of economics and finance : a journal of financial economics studies
29
Journal of banking & finance
28
Working paper
28
Applied economics letters
23
The energy journal
23
International Journal of Energy Economics and Policy : IJEEP
22
Research in international business and finance
22
American journal of agricultural economics
21
Journal of international financial markets, institutions & money
19
Working paper / National Bureau of Economic Research, Inc.
19
Applied mathematical finance
18
Econometric Institute research papers
18
NBER working paper series
18
IMF working papers
17
Journal of commodity markets
17
Journal of international money and finance
17
NBER Working Paper
15
Quantitative finance
15
Discussion paper / Centre for Economic Policy Research
13
Discussion paper / Tinbergen Institute
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Cogent economics & finance
11
International journal of finance & economics : IJFE
11
CAMA working paper series
10
Journal of economic dynamics & control
10
Journal of empirical finance
10
Policy research working paper : WPS
10
The journal of finance : the journal of the American Finance Association
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
CESifo working papers
9
Journal of risk and financial management : JRFM
9
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
9
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1
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
Saved in:
2
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
3
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
4
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
5
Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
6
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
7
Pricing options on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
Saved in:
8
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
9
A change of measure preserving the affine structure in the Barndorff-Nielsen and Shephard model for commodity markets
Benth, Fred Espen
;
Ortiz-Latorre, Salvador
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011403907
Saved in:
10
Multiscale stochastic volatility model for derivatives on futures
Fouque, Jean-Pierre
;
Saporito, Yuri F.
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010498865
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