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~isPartOf:"Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering"
~type_genre:"Aufsatz im Buch"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
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Option pricing theory
7
Optionspreistheorie
7
Volatility
3
Volatilität
3
Stochastic process
2
Stochastischer Prozess
2
Arbitrage Pricing
1
Arbitrage pricing
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Black-Scholes model
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Black-Scholes-Modell
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CAPM
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Commodity derivative
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Duopol
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Entropie
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Entropy
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Martingal
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Real options analysis
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Realoptionsansatz
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Kijima, Masaaki
2
Denis, Emmanuel
1
Fouque, Jean-Pierre
1
Fujiwara, Hajime
1
Han, Chuan-Hsiang
1
Lai, Yongzeng
1
Lau, Ka Yung
1
Miyahara, Yoshio
1
Moriwaki, Naruhiko
1
Nishide, Katsumasa
1
Sawaki, Katsushige
1
Shibata, Takashi
1
Suzuki, Atsuo
1
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1
Yagi, Kyoko
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Advanced mathematical methods for finance
10
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
10
Options : classic approaches to pricing and modelling
10
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
9
Numerical methods in finance
9
Numerical methods in finance : Bordeaux, June 2010
9
Valuation, financial modeling, and quantitative tools
9
Financial derivatives : pricing and risk management
8
Mathematical modeling and numerical methods in finance : special volume
8
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
7
Financial engineering
7
Nonlinear models in mathematical finance : new research trends in option pricing
7
Applied quantitative finance
6
Advances in finance and stochastics : essays in honour of Dieter Sondermann
5
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advances of OR in commodities and financial modeling
4
Application of operations research to financial markets
4
Empirical research on the German capital market : with 60 tables
4
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
4
Handbook of financial time series
4
New methods in fixed income modeling : fixed income modeling
4
The handbook of fixed income securities
4
The handbook of mortgage-backed securities
4
Advances in financial risk management : corporates, intermediaries and portfolios
3
Aspects of mathematical finance
3
Computational methods in financial engineering : essays in honour of Manfred Gilli
3
Credit risk : models, derivatives, and management
3
Energy, natural resources and environmental economics
3
Essays on equity options
3
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
3
Geld, Finanzwirtschaft, Banken und Versicherungen : 1993 ; Beiträge zum 6. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 8.- 10. Dezember 1993
3
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
3
Hedging frictions and option values
3
Indifference pricing : theory and applications
3
Investment management and financial management
3
Mathematical control theory and finance
3
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
3
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ECONIS (ZBW)
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1
Arbitrage pricing under transaction costs : continuous time
Denis, Emmanuel
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 91-106)
.
2009
Persistent link: https://www.econbiz.de/10003871165
Saved in:
2
Variance reduction for MC/QMC methods to evaluate option prices
Fouque, Jean-Pierre
;
Han, Chuan-Hsiang
;
Lai, Yongzeng
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 27-48)
.
2009
Persistent link: https://www.econbiz.de/10003871156
Saved in:
3
Estimation of the local volatility of discount bonds using market quotes for coupon-bond options
Fujiwara, Hajime
;
Kijima, Masaaki
;
Nishide, Katsumasa
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 49-69)
.
2009
Persistent link: https://www.econbiz.de/10003871160
Saved in:
4
Real options in a duopoly market with general volatility structure
Kijima, Masaaki
;
Shibata, Takashi
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 71-89)
.
2009
Persistent link: https://www.econbiz.de/10003871162
Saved in:
5
Option pricing based on geometric stable processes and minimal entropy martingale measures
Miyahara, Yoshio
;
Moriwaki, Naruhiko
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 119-133)
.
2009
Persistent link: https://www.econbiz.de/10003871176
Saved in:
6
The valuation of callable financial commodities with two stopping boundaries
Sawaki, Katsushige
;
Suzuki, Atsuo
;
Yagi, Kyoko
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 189-200)
.
2009
Persistent link: https://www.econbiz.de/10003871182
Saved in:
7
Quanto pre-washing for jump diffusion models
Wong, Hoi Ying
;
Lau, Ka Yung
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 219-230)
.
2009
Persistent link: https://www.econbiz.de/10003871197
Saved in:
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