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~isPartOf:"International journal of theoretical and applied finance"
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Hedging
115
Option pricing theory
66
Optionspreistheorie
66
Theorie
61
Theory
61
Derivat
38
Derivative
38
Stochastic process
34
Stochastischer Prozess
34
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31
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31
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24
Volatilität
24
Option trading
23
Optionsgeschäft
23
Black-Scholes model
16
Black-Scholes-Modell
16
Incomplete market
16
Unvollkommener Markt
16
hedging
12
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Rohstoffderivat
10
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Martingal
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CAPM
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127
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128
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128
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Benth, Fred Espen
4
Arai, Takuji
3
Hess, Markus
3
Melʹnikov, Aleksandr V.
3
Aurell, Erik
2
Bielecki, Tomasz R.
2
Carr, Peter
2
Charpin, Françoise
2
Chiarella, Carl
2
Crépey, S.
2
Elliott, Robert J.
2
Gulko, Les
2
Hobson, David G.
2
Hubalek, Friedrich
2
Hughston, Lane P.
2
Jeanblanc, Monique
2
Kohlmann, Michael
2
Lacaze, Dominique
2
Meyer-Brandis, Thilo
2
Pallavicini, Andrea
2
Rutkowski, Marek
2
Schoutens, Wim
2
Siu, Tak Kuen
2
Tevzadze, Revaz
2
Wilmott, Paul
2
Yamazaki, Akira
2
Ahcan, Ales
1
Ai͏̈d, René
1
Alexander, Carol
1
An, Yunbi
1
Ankirchner, Stefan
1
Armstrong, John
1
Assaf, Ata
1
Baaquie, Belal E.
1
Back, Janis
1
Barton, Geoff
1
Bender, Christian
1
Bernard, Carole
1
Biagini, Francesca
1
Blais, Marcel
1
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International journal of theoretical and applied finance
The journal of futures markets
530
Energy economics
478
Finance research letters
201
NBER working paper series
167
Journal of banking & finance
164
Working paper / National Bureau of Economic Research, Inc.
156
IMF working papers
155
International review of financial analysis
148
Working paper
144
International review of economics & finance : IREF
140
Applied economics
139
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
136
NBER Working Paper
136
Economic modelling
131
CESifo working papers
117
American journal of agricultural economics
114
Journal of economic dynamics & control
112
Intereconomics : review of European economic policy
107
Mineral economics : raw materials report
100
Discussion paper / Centre for Economic Policy Research
94
Journal of international money and finance
88
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
87
International Journal of Energy Economics and Policy : IJEEP
86
Research in international business and finance
83
Applied economics letters
79
Resource and energy economics
79
Policy research working paper : WPS
77
IMF working paper
76
Finance and stochastics
75
Resources policy
74
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
73
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
72
The North American journal of economics and finance : a journal of financial economics studies
72
The energy journal
70
Insurance / Mathematics & economics
68
Journal of commodity markets
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
Discussion paper / Tinbergen Institute
67
Economics letters
66
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ECONIS (ZBW)
128
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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
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
5
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
6
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:
7
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
8
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
9
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
10
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
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