//--> //--> //--> //-->
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:"Journal of mathematical finance"
~subject:"Optionspreistheorie"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Option pricing theory
107
Stochastic process
47
Stochastischer Prozess
47
Volatility
35
Volatilität
35
Derivat
30
Derivative
30
Option trading
26
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
6
Zinsstruktur
6
Correlation
5
EU countries
5
EU-Staaten
5
Interest rate
5
Korrelation
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Search theory
5
Stochastic Volatility
5
Suchtheorie
5
Zins
5
more ...
less ...
Online availability
All
Undetermined
63
Type of publication
All
Article
107
Type of publication (narrower categories)
All
Article in journal
107
Aufsatz in Zeitschrift
107
Language
All
English
107
Author
All
Ezepue, Patrick Oseloka
3
Fadugba, Sunday Emmanuel
3
Mataramvura, Sure
3
Ngare, Philip
3
Nwozo, Chuma Raphael
3
Urama, Thomas Chinwe
3
Zhang, Liangliang
3
Appadoo, Srimantoorao S.
2
Atta-Mensah, Joseph
2
Gao, Min
2
Gu, Guiding
2
Hao, Ruili
2
Hsiao, Yi-long
2
Jagannathan, Raj
2
Mukupa, George M.
2
Ochiai, Natsumi
2
Offen, Elias R.
2
Ohnishi, Masamitsu
2
Pairote Sattayatham
2
Pellegrino, Tommaso
2
Proske, Frank
2
Sviščuk, Anatolij
2
Thaaneswaran, Aerambamoorthy
2
Thavaneswaran, Aerambamoorthy
2
Zhao, Qiang
2
Abergel, Frédéric
1
Abramov, Anatoly Markovich
1
Ackora-Prah, Joseph
1
Alim, Md. Abdul
1
Andallah, Laek Sazzad
1
Andam, Perpetual Saah
1
Anwar, Md. Nurul
1
Bagheri, Neda
1
Balyeat, Brian
1
Bankole, Philip Ajibola
1
Bian, Baojun
1
Bidima, Martin Le Doux Mbele
1
Biswas, Md. Haider Ali
1
Buetow, Gerald W.
1
Bølviken, Erik
1
more ...
less ...
Published in...
All
Journal of mathematical finance
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of futures markets
253
The journal of computational finance
251
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
131
Journal of economic dynamics & control
130
International journal of financial engineering
115
Finance research letters
104
Computational economics
102
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
80
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
57
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
53
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
47
SpringerLink / Bücher
46
more ...
less ...
Source
All
ECONIS (ZBW)
107
Showing
1
-
10
of
107
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A clustering method to solve backward stochastic differential equations with jumps
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012545300
Saved in:
2
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:
3
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:
4
Malliavin differentiability of CEV-type Heston model
Tsumurai, Shota
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 173-199
Persistent link: https://www.econbiz.de/10012545592
Saved in:
5
A general framework of derivatives pricing
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 255-266
Persistent link: https://www.econbiz.de/10012545688
Saved in:
6
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:
7
The pricing of dual-expiry exotics with mean reversion and jumps
Tong, Kevin Z.
;
Hou, Dongping
;
Guan, Jianhua
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10012116663
Saved in:
8
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
9
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:
10
Systematic stock market characterisation and development : perspectives from random matrix theory, option pricing, genetics, and global economics
Ezepue, Patrick Oseloka
;
Urama, Thomas Chinwe
;
Omar, …
- In:
Journal of mathematical finance
9
(
2019
)
2
,
pp. 105-151
Persistent link: https://www.econbiz.de/10012116709
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->