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~isPartOf:"Contemporary quantitative finance : essays in honour of Eckhard Platen"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"International journal of financial engineering"
~subject:"Analysis"
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Search: "Option pricing theory"
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Analysis
Option pricing theory
164
Optionspreistheorie
164
Stochastic process
71
Stochastischer Prozess
71
Volatility
67
Volatilität
67
Option trading
43
Optionsgeschäft
43
Black-Scholes model
27
Black-Scholes-Modell
27
Derivat
27
Derivative
27
Theorie
18
Theory
18
Portfolio selection
15
Portfolio-Management
15
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
CAPM
13
Yield curve
13
Zinsstruktur
13
Option pricing
12
Experiment
11
Credit risk
10
Estimation theory
10
Hedging
10
Kreditrisiko
10
Schätztheorie
10
option pricing
10
Interest rate derivative
9
Mathematical analysis
9
Statistical distribution
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Statistische Verteilung
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Zinsderivat
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Swap
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Estimation
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Finanzmathematik
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Aghili, A.
1
Chiarella, Carl
1
Duran, Ahmet
1
Giribone, Pier Giuseppe
1
Grasselli, Martino
1
Ligato, Simone
1
Naito, Riu
1
Rabinovitz, Yedidya
1
Sanfelici, Simona
1
Tebaldi, Claudio
1
Tian, Kun
1
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1
Yamada, Toshihiro
1
Yan, Wenchao
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Yuan, George Xianzhi
1
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1
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Contemporary quantitative finance : essays in honour of Eckhard Platen
Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of financial engineering
The journal of computational finance
16
International journal of theoretical and applied finance
15
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Quantitative finance
8
Journal of mathematical finance
6
Applied mathematical finance
5
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
5
Insurance / Mathematics & economics
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Risks : open access journal
5
CARF working paper
4
CIRJE discussion papers / F series
4
Computational economics
4
SFB 649 discussion paper
4
Tübinger Diskussionsbeitrag
4
CESifo working papers
3
CoFE discussion papers
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
International journal of theoretical and applied finance : IJTAF
3
Mathematical methods of operations research
3
Annals of finance
2
Astin bulletin : the journal of the International Actuarial Association
2
Decisions in economics and finance : a journal of applied mathematics
2
European journal of operational research : EJOR
2
Lecture notes in economics and mathematical systems : LNEMS
2
Scandinavian actuarial journal
2
Tübinger Diskussionsbeiträge
2
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
2
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Aspects of mathematical finance
1
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
1
Beiträge zur betriebswirtschaftlichen Forschung
1
Cogent economics & finance
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Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Computational optimization and applications : an international journal
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1
An acceleration scheme for deep learning-based BSDE solver using weak expansions
Naito, Riu
;
Yamada, Toshihiro
- In:
International journal of financial engineering
7
(
2020
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012602946
Saved in:
2
The study of dynamics for credit default risk by backward stochastic differential equation method
Tian, Kun
;
Xiong, Dewen
;
Yan, Wenchao
;
Yuan, George Xianzhi
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012028824
Saved in:
3
The source of error behavior for the solution of Black-Scholes PDE by finite difference and finite element methods
Özer, H. Ünsal
;
Duran, Ahmet
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011923061
Saved in:
4
A new S.D.E. and instantaneous mean reversion rate formula (presented via a numerical empirical model comparison)
Rabinovitz, Yedidya
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011778269
Saved in:
5
Fractional Black-Scholes equation
Aghili, A.
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673108
Saved in:
6
Option pricing via radial basis functions : performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011333436
Saved in:
7
Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
Saved in:
8
Stochastic Jacobian and Riccati ODE in affine term structure models
Grasselli, Martino
;
Tebaldi, Claudio
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10003630203
Saved in:
9
Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 125-151
Persistent link: https://www.econbiz.de/10003095208
Saved in:
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