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Option trading
27
Optionsgeschäft
27
Option pricing theory
26
Optionspreistheorie
26
Derivat
8
Derivative
8
Stochastic process
8
Stochastischer Prozess
8
Black-Scholes model
7
Black-Scholes-Modell
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Volatilität
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Portfolio selection
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Interest rate
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Optimal Stopping
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Simulation
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Statistische Verteilung
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Arbitrage-Free Price
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Asia
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Asien
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Basket Options
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Black-Scholes Model
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European Option
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Geometric Brownian Motion
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Option Pricing
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Parabolic Free Boundary Problem
2
Search theory
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Spread Options
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Suchtheorie
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American Binary Option
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American Power Option
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Analysis
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Fadugba, Sunday Emmanuel
3
Nwozo, Chuma Raphael
3
Gao, Min
2
Bølviken, Erik
1
Cassidy, Daniel T.
1
Chateau, Jean-Pierre D.
1
Cui, Yujie
1
Fang, Yingyi
1
Horvath, Akos
1
Hsiao, Yi-long
1
Ivancevic, Vladimir G.
1
Jagannathan, Raj
1
Kan, Xiu
1
Konsilp, Worawuth
1
Kuang, Yuming
1
Lai, Tze Leung
1
Liang, Zhian
1
Lo, Chi-fai
1
Mao, Zhijuan
1
Mataramvura, Sure
1
Mateus, Cesario
1
Medvegyev, Peter
1
Mpapalika, Jane
1
Mungatu, Joseph
1
Müller, Armin
1
Nabirye, Topilista
1
Ngare, Philip
1
Pellegrino, Tommaso
1
Proske, Frank
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Rubtsov, Mark
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Sakuma, Takayuki
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Sawaki, Katsushige
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Shu, Huisheng
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Suzuki, Atsuo
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Wei, Zhenfeng
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Yamashita, Miwaka
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Yu, Baoli
1
Zhang, Xin
1
Zheng, Zhiwei
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Journal of mathematical finance
The journal of futures markets
189
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
59
Applied mathematical finance
54
Quantitative finance
54
Finance research letters
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
31
Journal of financial and quantitative analysis : JFQA
31
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
Computational economics
29
European journal of operational research : EJOR
29
Research paper series / Swiss Finance Institute
28
Review of quantitative finance and accounting
27
NBER working paper series
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
The European journal of finance
25
International review of financial analysis
24
The journal of finance : the journal of the American Finance Association
24
Wiley trading series
23
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
20
Swiss Finance Institute Research Paper
20
NBER Working Paper
19
Risks : open access journal
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
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ECONIS (ZBW)
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1
Alternative financing instruments for African economies
Mpapalika, Jane
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 42-57
Persistent link: https://www.econbiz.de/10012545307
Saved in:
2
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
3
The British binary option
Gao, Min
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 747-762
Persistent link: https://www.econbiz.de/10012433492
Saved in:
4
Risk-neutral pricing of European call options : a specious concept
Cassidy, Daniel T.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011874770
Saved in:
5
The call option pricing based on investment strategy with stochastic interest rate
Zhang, Xin
;
Shu, Huisheng
;
Kan, Xiu
;
Fang, Yingyi
; …
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10011846108
Saved in:
6
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
7
Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
Saved in:
8
Valuation of European call options via the fast Fourier transform and the improved Mellin transform
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 338-359
Persistent link: https://www.econbiz.de/10011544533
Saved in:
9
Improved variance reduced Monte-Carlo simulation of in-the-money options
Müller, Armin
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 361-367
Persistent link: https://www.econbiz.de/10011583475
Saved in:
10
Pricing Asian options : a comparison of numerical and simulation approaches twenty years later
Horvath, Akos
;
Medvegyev, Peter
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 810-841
Persistent link: https://www.econbiz.de/10011657691
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