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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Option pricing theory
255
Optionspreistheorie
255
Theorie
185
Theory
185
Stochastic process
62
Stochastischer Prozess
62
Volatility
60
Volatilität
60
Hedging
39
Option trading
38
Optionsgeschäft
38
Yield curve
33
Zinsstruktur
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Incomplete market
24
Unvollkommener Markt
24
Derivat
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Derivative
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Portfolio selection
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Portfolio-Management
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CAPM
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Martingale
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Black-Scholes model
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Black-Scholes-Modell
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Transaktionskosten
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Risk
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Search theory
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Suchtheorie
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Markov-Kette
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Mathematical analysis
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Kreditrisiko
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Mathematical programming
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254
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255
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English
255
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Carr, Peter
6
Madan, Dilip B.
6
Rogers, Leonard C. G.
6
Yor, Marc
5
Bender, Christian
4
Elliott, Robert J.
4
Geman, Hélyette
4
Hobson, David G.
4
Kallsen, Jan
4
Kwok, Yue-Kuen
4
Levendorskij, Sergej Z.
4
Linetsky, Vadim
4
Schachermayer, Walter
4
Bayraktar, Erhan
3
Bensoussan, Alain
3
Cont, Rama
3
Dai, Min
3
Eberlein, Ernst
3
Frey, Rüdiger
3
Glasserman, Paul
3
Henderson, Vicky
3
Sircar, Kaushik Ronnie
3
Teichmann, Josef
3
Biagini, Francesca
2
Bielecki, Tomasz R.
2
Brace, Alan
2
Brigo, Damiano
2
Broadie, Mark
2
Dempster, Michael A. H.
2
Dokučaev, Nikolaj G.
2
Dolinsky, Yan
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Duan, Jin-Chuan
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Duck, Peter W.
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Duffie, Darrell
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El Karoui, Nicole
2
Figueroa-López, José E.
2
Fukasawa, Masaaki
2
Gobet, Emmanuel
2
Gulisashvili, Archil
2
Jamshidian, Farshid
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
467
The journal of futures markets
253
The journal of computational finance
251
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
209
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
113
Journal of mathematical finance
107
Finance research letters
103
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
57
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
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ECONIS (ZBW)
255
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1
On the lower arbitrage bound of American contingent claims
Acciaio, Beatrice
;
Svindland, Gregor
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 147-155
Persistent link: https://www.econbiz.de/10010256177
Saved in:
2
Tug-of-war, market manipulation, and option pricing
Nyström, Kaj
;
Parviainen, Mikko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 279-312
Persistent link: https://www.econbiz.de/10011752483
Saved in:
3
An analytical solution for the two-sided Parisian stopping time, its asymptotics, and the pricing of Parisian options
Dassios, Angelos
;
Lim, Jia Wei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 604-620
Persistent link: https://www.econbiz.de/10011752549
Saved in:
4
Shadow prices for continuous processes
Czichowsky, Christoph
;
Schachermayer, Walter
;
Yang, Junjian
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 623-658
Persistent link: https://www.econbiz.de/10011764961
Saved in:
5
Pricing for large positions in contingent claims
Robertson, Scott
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 746-778
Persistent link: https://www.econbiz.de/10011764970
Saved in:
6
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
7
A primal-dual algorithm for BSDES
Bender, Christian
;
Schweizer, Nikolaus
;
Zhuo, Jia
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 866-901
Persistent link: https://www.econbiz.de/10011764983
Saved in:
8
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
Saved in:
9
Explicit implied volatilities for multifactor local-stochastic volatility models
Lorig, Matthew
;
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 926-960
Persistent link: https://www.econbiz.de/10011764989
Saved in:
10
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
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