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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Markov-Kette"
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Markov-Kette
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
33
Incomplete market
24
Unvollkommener Markt
24
Derivat
22
Derivative
22
Portfolio selection
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Portfolio-Management
22
CAPM
19
Martingal
16
Martingale
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Black-Scholes model
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Black-Scholes-Modell
14
Transaction costs
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Transaktionskosten
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Swap
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Risiko
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Risk
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Search theory
10
Suchtheorie
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Markov chain
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Mathematical analysis
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Kreditrisiko
7
Mathematical programming
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8
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Bielecki, Tomasz R.
1
Capponi, Agostino
1
Carr, Peter
1
Chen, Li
1
Cherubini, Umberto
1
Crépey, Stéphane
1
Eberlein, Ernst
1
Figueroa-López, José E.
1
Filipović, Damir
1
Grbac, Zorana
1
Heath, David C.
1
Jeanblanc, Monique
1
Linetsky, Vadim
1
Mendoza-Arriaga, Rafael
1
Mijatovi´c, Aleksandar
1
Nisen, Jeffrey
1
Pistorius, Martijn
1
Platen, Eckhard
1
Poor, H. Vincent
1
Romagnoli, Silvia
1
Rutkowski, Marek
1
Schweizer, Martin
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
26
Quantitative finance
12
European journal of operational research : EJOR
11
Finance research letters
9
Insurance / Mathematics & economics
9
Finance and stochastics
8
Annals of finance
7
Computational economics
7
Asia-Pacific financial markets
6
Energy economics
6
Applied mathematical finance
5
International journal of financial engineering
5
Journal of economic dynamics & control
5
Review of derivatives research
5
Review of quantitative finance and accounting
5
The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of futures markets
5
International journal of theoretical and applied finance : IJTAF
4
Journal of econometrics
4
Stevens Institute of Technology School of Business Research Paper
4
The European journal of finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of banking & finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of mathematical finance
3
Operations research
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Working paper / Department of Economics, Queen Mary
3
Central European journal of economic modelling and econometrics
2
Cogent economics & finance
2
Economic modelling
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of empirical finance
2
Journal of risk and financial management : JRFM
2
Mathematics and financial economics
2
North American actuarial journal
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1
Pricing and semimartingale representations of vulnerable contingent claims in regime-switching markets
Capponi, Agostino
;
Figueroa-López, José E.
;
Nisen, Jeffrey
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 250-288
Persistent link: https://www.econbiz.de/10010357375
Saved in:
2
Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
Saved in:
3
Continuously monitored barrier options under Markov processes
Mijatovi´c, Aleksandar
;
Pistorius, Martijn
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009712564
Saved in:
4
Time-changed Markov processes in unified credit-equity modeling
Mendoza-Arriaga, Rafael
;
Carr, Peter
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 527-569
Persistent link: https://www.econbiz.de/10008666998
Saved in:
5
The dependence structure of running maxima and minima : results and option pricing applications
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 35-58
Persistent link: https://www.econbiz.de/10003955657
Saved in:
6
Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
Saved in:
7
Quadratic term structure models for risk-free and defaultable rates
Chen, Li
;
Filipović, Damir
;
Poor, H. Vincent
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 515-536
Persistent link: https://www.econbiz.de/10002396345
Saved in:
8
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Saved in:
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