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~type_genre:"Aufsatz im Buch"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
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Search: "Option pricing theory"
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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
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47
Hedging
40
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37
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37
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33
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32
Realoptionsansatz
32
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28
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28
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25
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25
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25
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23
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17
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Aufsatz im Buch
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7,253
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7,253
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1,770
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1,602
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1,600
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569
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524
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447
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80
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80
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77
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77
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71
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44
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40
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31
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31
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28
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Fabozzi, Frank J.
12
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4
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4
El Karoui, Nicole
4
Elliott, Robert J.
4
Fusai, Gianluca
4
Keber, Christian
4
Levin, Alexander
4
Merton, Robert C.
4
Samuelson, Paul Anthony
4
Tankov, Peter
4
Bielecki, Tomasz R.
3
Eberlein, Ernst
3
Engström, Malin
3
Gray, Dale
3
Huchzermeier, Arnd
3
Kallsen, Jan
3
Kalotay, Andrew J.
3
Kanne, Stefan
3
Karmann, Alexander
3
Lhabitant, François-Serge
3
MacKenzie, Donald A.
3
Meyer, Gunter H.
3
Mordecki, Ernesto
3
Moreno, Manuel
3
Račev, Svetlozar T.
3
Renault, Eric
3
Rudolf, Markus
3
Skiadopoulos, George
3
Wilmott, Paul
3
Ziogas, Andrew
3
Alexander, Carol
2
Avellaneda, Marco
2
Bamberg, Günter
2
Barrieu, Pauline
2
Bates, David S.
2
Bensoussan, Alain
2
Benth, Fred Espen
2
Bianchi, Michele Leonardo
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Boyle, Phelim P.
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2
Weltwirtschaftsforum
2
National Bureau of Economic Research
1
New York University / Mathematical Finance Seminar
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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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
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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)
556
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31
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:
32
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
Saved in:
33
Margin requirements and equity option returns
Hofmann, Michael
- In:
Frictions, intermediaries, and the option market
,
(pp. 7-50)
.
2019
Persistent link: https://www.econbiz.de/10012179109
Saved in:
34
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
Saved in:
35
Quantization meets Fourier : a new technology for pricing options
Callegaro, Giorgia
;
Fiorin, Lucio
;
Grasselli, Martino
- In:
Application of operations research to financial markets
,
(pp. 59-86)
.
2019
Persistent link: https://www.econbiz.de/10012157344
Saved in:
36
On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter
Ewald, Christian-Oliver
;
Zhang, Aihua
;
Zong, Zhe
- In:
Application of operations research to financial markets
,
(pp. 119-130)
.
2019
Persistent link: https://www.econbiz.de/10012157367
Saved in:
37
Hilbert transform, spectral filters and option pricingh
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
Application of operations research to financial markets
,
(pp. 273-298)
.
2019
Persistent link: https://www.econbiz.de/10012157552
Saved in:
38
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
39
Variance and volatility swaps and futures pricing for stochastic volatility models
Sviščuk, Anatolij
;
Wang, Zijia
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 95-121)
.
2019
Persistent link: https://www.econbiz.de/10012249105
Saved in:
40
Paul Samuelson and macroeconomics
Vela Vellupillai, K.
- In:
Paul Samuelson : master of modern economics
,
(pp. 343-373)
.
2019
Persistent link: https://www.econbiz.de/10012249410
Saved in:
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