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~isPartOf:"Journal of mathematical finance"
~subject:"Hedging"
~subject:"Option trading"
~subject:"Risiko"
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Hedging
Option trading
Risiko
Option pricing theory
107
Optionspreistheorie
107
Stochastic process
47
Stochastischer Prozess
47
Volatility
35
Volatilität
35
Derivat
30
Derivative
30
Optionsgeschäft
26
Black-Scholes model
20
Black-Scholes-Modell
20
CAPM
16
Option Pricing
15
Portfolio selection
12
Portfolio-Management
12
Experiment
8
Statistical distribution
8
Statistische Verteilung
8
Martingal
7
Martingale
7
Simulation
7
Analysis
6
Credit risk
6
Jump Diffusion
6
Kreditrisiko
6
Mathematical analysis
6
Yield curve
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Zinsstruktur
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Correlation
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EU countries
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EU-Staaten
5
Interest rate
5
Korrelation
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Monte Carlo simulation
5
Monte-Carlo-Simulation
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Search theory
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Stochastic Volatility
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33
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Fadugba, Sunday Emmanuel
3
Nwozo, Chuma Raphael
3
Gao, Min
2
Bølviken, Erik
1
Cassidy, Daniel T.
1
Chateau, Jean-Pierre D.
1
Cui, Yujie
1
Drakos, Stefanos
1
Fang, Yingyi
1
Goutte, Stéphane
1
Horvath, Akos
1
Hsiao, Yi-long
1
Ivancevic, Vladimir G.
1
Jagannathan, Raj
1
Kan, Xiu
1
Kuang, Yuming
1
Kyriacou, Maria
1
Lai, Tze Leung
1
Le, Truc
1
Liang, Zhian
1
Lo, Chi-fai
1
Lungu, E. M.
1
Mao, Zhijuan
1
Mataramvura, Sure
1
Medvegyev, Peter
1
Mpapalika, Jane
1
Mungatu, Joseph
1
Müller, Armin
1
Nabirye, Topilista
1
Ngare, Philip
1
Njike-Tchaptchet, Eric Rostand
1
Offen, E. R.
1
Olmo, Jose
1
Pellegrino, Tommaso
1
Proske, Frank
1
Rubtsov, Mark
1
Sakuma, Takayuki
1
Sawaki, Katsushige
1
Shu, Huisheng
1
Strittmatter, Marius
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Journal of mathematical finance
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
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
Asia-Pacific financial markets
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
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ECONIS (ZBW)
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1
Alternative financing instruments for African economies
Mpapalika, Jane
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 42-57
Persistent link: https://www.econbiz.de/10012545307
Saved in:
2
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
3
An approach of price process, risk measures and European option pricing taking into account the rating
Tadmon, Calvin
;
Njike-Tchaptchet, Eric Rostand
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 306-333
Persistent link: https://www.econbiz.de/10012545718
Saved in:
4
Uncovering the distribution of option implied risk aversion
Kyriacou, Maria
;
Olmo, Jose
;
Strittmatter, Marius
- In:
Journal of mathematical finance
9
(
2019
)
2
,
pp. 81-104
Persistent link: https://www.econbiz.de/10012116675
Saved in:
5
The British binary option
Gao, Min
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 747-762
Persistent link: https://www.econbiz.de/10012433492
Saved in:
6
Risk-neutral pricing of European call options : a specious concept
Cassidy, Daniel T.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011874770
Saved in:
7
The call option pricing based on investment strategy with stochastic interest rate
Zhang, Xin
;
Shu, Huisheng
;
Kan, Xiu
;
Fang, Yingyi
; …
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10011846108
Saved in:
8
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
9
Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
Saved in:
10
Uncertain volatility derivative model based on the polynomial chaos
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011543102
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