//--> //--> //--> //-->
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:"Applied mathematical finance"
~isPartOf:"Journal of econometrics"
~subject:"European options"
~subject:"Stochastic process"
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: subject_exact:"Optionsgeschäft"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
European options
Stochastic process
Option trading
68
Optionsgeschäft
68
Option pricing theory
60
Optionspreistheorie
60
Volatility
34
Volatilität
34
Stochastischer Prozess
22
Derivat
21
Derivative
21
Theorie
15
Theory
15
Black-Scholes model
14
Black-Scholes-Modell
14
Experiment
8
Estimation
6
Schätzung
6
Hedging
5
Statistical distribution
5
Statistische Verteilung
5
implied volatility
5
stochastic volatility
5
Estimation theory
4
Schätztheorie
4
Stochastic volatility
4
VIX options
4
Implied volatility
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Option pricing
3
Options
3
Risiko
3
Risk
3
Swap
3
Bias
2
Futures exchange
2
Großbritannien
2
Index futures
2
Index-Futures
2
more ...
less ...
Online availability
All
Undetermined
13
Free
1
Type of publication
All
Article
23
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
24
Author
All
McAleer, Michael
3
Chang, Chia-Lin
2
Cohen, Samuel N.
2
Reisinger, Christoph
2
Todorov, Viktor
2
Wang, Sheng
2
Andersen, Torben
1
Aoudia, Djilali Ait
1
Asai, Manabu
1
Bondarenko, Oleg
1
Duck, Peter W.
1
Escobar, Marcos
1
Evatt, Geoffrey W.
1
Ewald, Christian-Oliver
1
Figueroa-López, José E.
1
Forde, Martin
1
Funahashi, Hideharu
1
Gardini, Matteo
1
Gong, Ruoting
1
Goutte, Stéphane
1
Götz, Barbara
1
Hofer, Markus
1
Houdré, Christian
1
Ismail, Amine
1
Jacquier, Antoine
1
Johnson, Paul V.
1
Kijima, Masaaki
1
Kirkby, J. Lars
1
Leung, Tim
1
Lieberman, Offer
1
Mayer, Philipp
1
McWilliams, Nairn
1
Papanicolaou, A.
1
Park, Yang-Ho
1
Pham, Huyên
1
Phillips, Peter C. B.
1
Renaud, Jean-François
1
Sabanis, Sotirios
1
Sabino, Piergiacomo
1
Sircar, Kaushik Ronnie
1
more ...
less ...
Published in...
All
Applied mathematical finance
Journal of econometrics
International journal of theoretical and applied finance
28
Quantitative finance
22
The journal of computational finance
16
The journal of futures markets
13
Journal of economic dynamics & control
12
Review of derivatives research
12
Finance and stochastics
11
Computational economics
10
European journal of operational research : EJOR
9
International journal of financial engineering
9
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Journal of banking & finance
8
Journal of mathematical finance
8
Annals of finance
7
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research
5
Operations research letters
5
Research paper series / Swiss Finance Institute
5
Risks : open access journal
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Asia-Pacific financial markets
4
Economic modelling
4
Journal of derivatives & hedge funds
4
The European journal of finance
4
The journal of derivatives : JOD
4
Advanced series on statistical science & applied probability
3
Applied economics
3
Applied financial economics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International review of economics & finance : IREF
3
Journal of financial economics
3
Journal of risk and financial management : JRFM
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical methods of operations research
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Swiss Finance Institute Research Paper
3
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
2
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
3
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
4
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
5
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
6
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
7
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
Saved in:
8
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 547-574
Persistent link: https://www.econbiz.de/10011815299
Saved in:
9
Pricing occupation-time options in a mixed-exponential jump-diffusion model
Aoudia, Djilali Ait
;
Renaud, Jean-François
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011546980
Saved in:
10
Analysis of VIX Markets with a time-spread portfolio
Papanicolaou, A.
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 374-408
Persistent link: https://www.econbiz.de/10011704261
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->