//--> //--> //--> //-->
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
~isPartOf:"Asia-Pacific financial markets"
~subject:"Hedging"
~subject:"Option trading"
~subject:"Risiko"
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: "Option pricing theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hedging
Option trading
Risiko
Option pricing theory
77
Optionspreistheorie
77
Stochastic process
22
Stochastischer Prozess
22
Optionsgeschäft
18
Volatility
16
Volatilität
16
Theorie
15
Theory
15
Black-Scholes model
9
Black-Scholes-Modell
9
Credit risk
8
Derivat
8
Derivative
8
Kreditrisiko
8
CAPM
7
Yield curve
7
Zinsstruktur
7
Incomplete market
6
Markov chain
6
Markov-Kette
6
Unvollkommener Markt
6
Asymptotic expansion
5
Martingal
5
Martingale
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing
5
Estimation theory
4
Experiment
4
Portfolio selection
4
Portfolio-Management
4
Schätztheorie
4
Interest rate
3
Japan
3
Lévy processes
3
Risikoprämie
3
Risk premium
3
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Hishida, Yuji
2
Yamada, Yuji
2
Ahn, Hyungsok
1
Amaba, Takafumi
1
Fujii, Masaaki
1
Grossinho, Maria do Rosário
1
Ishigaki, Yuta
1
Ishizaka, Motokazu
1
Kamizono, Kenji
1
Kariya, Takeaki
1
Kawanishi, Yasuhiro
1
Kim, Yong-jin
1
Kord, Yaser
1
Lindensjö, Kristoffer
1
Liu, Regina Y.
1
Mitsui, Hidetoshi
1
Morimoto, Mayumi
1
Nakajima, Katsushi
1
Nakatsuma, Teruo
1
Nishiba, Masahiro
1
Okumura, Toshiki
1
Penaud, Antony
1
Prayoga, Adrian
1
Primbs, James A.
1
Privault, Nicolas
1
Sasaki, Hiroshi
1
Sato, Seisho
1
Satoyoshi, Kiyotaka
1
Shirakawa, Hiroshi
1
Takahashi, Akihiko
1
Takahashi, Hajime
1
Takaoka, Koichiro
1
Wilmott, Paul
1
Yasutomi, Kenji
1
Ōhashi, Kazuhiko
1
Ševčovič, Daniel
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
International journal of theoretical and applied finance
145
The journal of futures markets
99
Applied mathematical finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Review of derivatives research
70
Quantitative finance
68
The journal of computational finance
67
Journal of banking & finance
65
The journal of derivatives : the official publication of the International Association of Financial Engineers
62
Finance and stochastics
56
Journal of economic dynamics & control
53
Finance research letters
47
Insurance / Mathematics & economics
43
Research paper series / Swiss Finance Institute
41
European journal of operational research : EJOR
39
The North American journal of economics and finance : a journal of financial economics studies
39
International journal of financial engineering
38
Journal of mathematical finance
33
Risks : open access journal
33
Computational economics
32
The European journal of finance
25
International review of economics & finance : IREF
24
Swiss Finance Institute Research Paper
24
Journal of financial economics
23
Review of quantitative finance and accounting
22
Journal of risk and financial management : JRFM
21
Applied economics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Annals of finance
19
Economic modelling
19
Energy economics
17
NBER working paper series
17
The journal of derivatives : JOD
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
International review of financial analysis
15
Mathematics and financial economics
15
Journal of econometrics
13
Journal of risk
13
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
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
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
4
Pricing CIR yield options by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
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
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:
7
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
8
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
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
A discrete-time Clark-Ocone formula for Poisson functionals
Amaba, Takafumi
- In:
Asia-Pacific financial markets
21
(
2014
)
2
,
pp. 97-120
Persistent link: https://www.econbiz.de/10010358455
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->