//--> //--> //--> //-->
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
~subject:"United States"
~type_genre:"Aufsatz im Buch"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
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
United States
Option pricing theory
556
Optionspreistheorie
556
Theorie
246
Theory
246
Stochastic process
98
Stochastischer Prozess
98
Volatility
88
Volatilität
88
Option trading
79
Optionsgeschäft
79
Derivat
72
Derivative
72
Black-Scholes model
47
Black-Scholes-Modell
47
Hedging
40
USA
37
CAPM
33
Real options analysis
32
Realoptionsansatz
32
Credit risk
28
Kreditrisiko
28
Portfolio selection
25
Portfolio-Management
25
Yield curve
25
Zinsstruktur
25
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Deutschland
23
Germany
23
Estimation
22
Schätzung
22
Finanzmathematik
21
Mathematical finance
19
Mathematical programming
17
Mathematische Optimierung
17
Risiko
17
Risikomanagement
17
Risk
17
Estimation theory
16
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
36
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz im Buch
Multi-volume publication
Systematic review
Article in journal
430
Aufsatz in Zeitschrift
430
Graue Literatur
144
Non-commercial literature
144
Arbeitspapier
117
Working Paper
117
Hochschulschrift
42
Book section
36
Thesis
36
Collection of articles written by one author
15
Sammlung
15
Lehrbuch
9
Textbook
9
Collection of articles of several authors
8
Sammelwerk
8
Aufsatzsammlung
5
Bibliografie enthalten
4
Bibliography included
4
Glossar enthalten
4
Glossary included
4
Bibliografie
2
CD-ROM, DVD
2
Accompanied by computer file
1
Bibliography
1
Biografie
1
Biography
1
Conference paper
1
Diskette
1
Elektronischer Datenträger als Beilage
1
Floppy disk
1
Handbook
1
Handbuch
1
Konferenzbeitrag
1
Konferenzschrift
1
Mehrbändiges Werk
1
Reprint
1
more ...
less ...
Language
All
English
37
Author
All
Aksoy, Ümit
1
Alessandri, Todd M.
1
Alexander, Carol
1
Ascheberg, Marius
1
Aydoğan, Burcu
1
Belke, Ansgar
1
Bettis, Richard A.
1
Biais, Bruno
1
Bielecki, Tomasz R.
1
Biggs, Andrew G.
1
Bouchard, Bruno
1
Burdick, Clark A.
1
Clarke, Roger G.
1
DeSilva, Harindra
1
Di Persio, Luca
1
Dumas, Bernard
1
Dumitrescu, Ioana
1
Elliott, Robert J.
1
Elsig, Manfred
1
Engström, Malin
1
Fabozzi, Frank J.
1
Fleming, Jeff
1
Folta, Timothy B.
1
Gapen, Michael T.
1
Gugole, Nicola
1
Gómez-Ibáñez, José A.
1
Haugh, Martin B.
1
Hickey, Nigel A.
1
Hillion, Pierre Henri
1
Ivanova, Vesela
1
Jeanblanc, Monique
1
Jeanne, Olivier
1
Joubert, Adriaan
1
Kalotay, Andrew J.
1
Kogan, Leonid
1
Kraft, Holger
1
Kösters, Wim
1
Lander, Diane M.
1
Lee, Cheng F.
1
Leschke, Martin
1
more ...
less ...
Institution
All
International Centre for Trade and Sustainable Development
1
Weltwirtschaftsforum
1
Published in...
All
New research in financial markets
2
Real options theory
2
Advances of OR in commodities and financial modeling
1
Aktuelle Entwicklungen im Finanzdienstleistungsbereich : 3. Liechtensteinisches Finanzdienstleistungs-Symposium an der Fachhochschule Liechtenstein ; mit 50 Tabellen
1
Approaches and processes for managing the economics of information systems
1
Competition in the railway industry : an international comparative analysis
1
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
1
Credit, currency, or derivatives : instruments of global financial stability of crisis?
1
Encyclopedia of technology and innovation management
1
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Essays on equity options
1
Essays on general equilibrium models with alternative preference specifications
1
Facts and figures : economic representations and practices
1
Financial engineering
1
Financial markets and instruments
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Indifference pricing : theory and applications
1
Investment management and financial management
1
Mathematical modeling and numerical methods in finance : special volume
1
New methods in fixed income modeling : fixed income modeling
1
Nonlinear models in mathematical finance : new research trends in option pricing
1
Numerical methods in finance
1
Numerical methods in finance : Bordeaux, June 2010
1
Options : classic approaches to pricing and modelling
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Reforming the international monetary and financial system
1
Selected papers July 2014 Business & Economics Society International Conference ; Volume 2
1
Smart growth and climate change : regional development, infrastructure and adaptation
1
Social security policy in a changing environment
1
The E15 Initiative : Strengthening the Global Trade and Investment System in the 21st Century
1
The handbook of commodity investing
1
The handbook of mortgage-backed securities
1
The journal of computational finance
1
Valuation of intangible assets in global operations
1
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The functioning of the WTO : options for reform and enhanced performance : policy options paper
Elsig, Manfred
-
Weltwirtschaftsforum
;
International Centre for Trade …
- In:
The E15 Initiative : Strengthening the Global Trade and …
.
2016
Persistent link: https://www.econbiz.de/10011724484
Saved in:
2
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
3
On the methods of pricing American options : case study
Aydoğan, Burcu
;
Aksoy, Ümit
;
Uğur, Ömür
- In:
Advances of OR in commodities and financial modeling
,
(pp. 79-94)
.
2018
Persistent link: https://www.econbiz.de/10011871341
Saved in:
4
Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
Saved in:
5
The fear of rare economic disasters reflected in option prices
Dumitrescu, Ioana
;
Ivanova, Vesela
- In:
Essays on general equilibrium models with alternative …
,
(pp. 85-124)
.
2016
Persistent link: https://www.econbiz.de/10011647015
Saved in:
6
Option to renew in leasing of companies
Ríos Valledepaz, Javier
-
2014
Persistent link: https://www.econbiz.de/10011941616
Saved in:
7
Valuation of technology-based companies : the case of activision blizzard
Zambujal-Oliveira, João
;
Serradas, César
- In:
Approaches and processes for managing the economics of …
,
(pp. 108-122)
.
2014
Persistent link: https://www.econbiz.de/10010237748
Saved in:
8
Pricing of firm specific jump risk
Ascheberg, Marius
;
Kraft, Holger
;
Yildirim, Yildiray
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 21-68)
.
2013
Persistent link: https://www.econbiz.de/10010412571
Saved in:
9
Monte-Carlo valuation of American options : facts and new algorithms to improve existing methods
Bouchard, Bruno
;
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 215-255)
.
2012
Persistent link: https://www.econbiz.de/10009577193
Saved in:
10
Special issue: Quantitative methods in financial and insurance mathematics
2011
Persistent link: https://www.econbiz.de/10009575512
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->