//--> //--> //--> //-->
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
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
57
Optionspreistheorie
57
Stochastic process
24
Stochastischer Prozess
24
Volatility
16
Volatilität
16
Theorie
13
Theory
13
Hedging
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Derivat
8
Derivative
8
Option trading
7
Optionsgeschäft
7
Yield curve
6
Zinsstruktur
6
Analysis
5
Commodity derivative
5
Mathematical analysis
5
Portfolio selection
5
Portfolio-Management
5
Rohstoffderivat
5
Interest rate derivative
4
Zinsderivat
4
Arbitrage Pricing
3
Arbitrage pricing
3
Erdöl
3
Interest rate
3
Martingal
3
Martingale
3
Oil price
3
Petroleum
3
Stochastic volatility
3
Stochastische Volatilität
3
Zins
3
Ölpreis
3
Aktienindex
2
Anleihe
2
Begrenzte Rationalität
2
more ...
less ...
Online availability
All
Free
57
Type of publication
All
Book / Working Paper
57
Type of publication (narrower categories)
All
Arbeitspapier
57
Working Paper
57
Graue Literatur
55
Non-commercial literature
55
Language
All
English
57
Author
All
Chiarella, Carl
20
Schlögl, Erik
10
Platen, Eckhard
9
Nikitopoulos, Christina Sklibosios
7
Kang, Boda
6
Ziogas, Andrew
6
Cheng, Benjamin
4
Cheang, Gerald H. L.
3
Heath, David C.
3
Meyer, Gunter H.
3
Alfeus, Mesias
2
Assefa, Samson
2
Fanelli, Viviana
2
Glover, Kristoffer
2
Hulley, Hardy
2
Kienitz, Jörg
2
McWalter, Thomas A.
2
Musti, Silvana
2
Novikov, Alexander
2
Overbeck, Ludger
2
Peskir, Goran
2
Pilz, Kay Frederik
2
Samee, Farman
2
Ziveyi, Jonathan
2
Aase Nielsen, Jørgen
1
Adolfsson, Thomas
1
Baldeaux, Jan
1
Barkhagen, Mathias
1
Beyna, Ingo
1
Bienek, Tobias
1
Blomvall, Jörgen
1
Byström, Hans N. E.
1
Chauveau, Thierry
1
Cheang, Gerald
1
Choy, Bruce
1
Craddock, Mark
1
Dun, Tim
1
Fergusson, Kevin
1
Fung, Man Chung
1
Gatfaoui, Hayette
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
2
Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778197
Saved in:
3
On numerical methods for spread options
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778198
Saved in:
4
Fast quantization of stochastic volatility models
Rudd, Ralph
;
McWalter, Thomas A.
;
Kienitz, Jörg
; …
-
2017
Persistent link: https://www.econbiz.de/10011778174
Saved in:
5
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
6
Pricing American options under regime switching using method of lines
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777915
Saved in:
7
A PDE view of game options
Meyer, Gunter H.
-
2016
Persistent link: https://www.econbiz.de/10011777979
Saved in:
8
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
9
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
10
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->