//--> //--> //--> //-->
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:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Estimation"
~subject:"Großbritannien"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Großbritannien
Stochastic process
Option trading
64
Optionsgeschäft
64
Option pricing theory
59
Optionspreistheorie
59
Volatility
26
Volatilität
26
Stochastischer Prozess
18
Derivat
17
Derivative
17
Theorie
13
Theory
13
Black-Scholes model
12
Black-Scholes-Modell
12
Experiment
8
implied volatility
6
Hedging
5
stochastic volatility
5
Risiko
3
Risk
3
American options
2
Arbitrage Pricing
2
Arbitrage pricing
2
Asian options
2
European options
2
Greece
2
Greeks
2
Griechenland
2
Lévy processes
2
Market models
2
Mean Reversion
2
Mean reversion
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Neural networks
2
Neuronale Netze
2
Numerical analysis
2
Numerisches Verfahren
2
more ...
less ...
Online availability
All
Undetermined
8
Free
3
Type of publication
All
Article
17
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
20
Author
All
Kang, Boda
2
Alòs, Elisa
1
Aoudia, Djilali Ait
1
Chiarella, Carl
1
Duck, Peter W.
1
Escobar, Marcos
1
Evatt, Geoffrey W.
1
Ewald, Christian-Oliver
1
Figueroa-López, José E.
1
Filar, Jerzy A.
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
Kitapbayev, Yerkin
1
Korolkiewicz, Malgorzata
1
Leung, Tim
1
Mayer, Philipp
1
McWilliams, Nairn
1
Nikitopoulos, Christina Sklibosios
1
Nualart, Eulalia
1
Papanicolaou, A.
1
Peskir, Goran
1
Pham, Huyên
1
Pravosud, Makar
1
Renaud, Jean-François
1
Sabanis, Sotirios
1
Sabino, Piergiacomo
1
Samee, Farman
1
Sircar, Kaushik Ronnie
1
Taruvinga, Blessing
1
more ...
less ...
Published in...
All
Applied mathematical finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
The journal of futures markets
34
International journal of theoretical and applied finance
30
Quantitative finance
25
Journal of banking & finance
18
The journal of computational finance
18
Finance research letters
15
Journal of economic dynamics & control
12
Journal of financial economics
11
Review of derivatives research
11
European journal of operational research : EJOR
10
Finance and stochastics
10
International journal of financial engineering
10
International review of economics & finance : IREF
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Annals of finance
9
Computational economics
9
Journal of econometrics
9
Journal of mathematical finance
9
Applied economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The European journal of finance
8
Asia-Pacific financial markets
6
Insurance / Mathematics & economics
6
International review of financial analysis
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Operations research
6
Research paper series / Swiss Finance Institute
6
Risks : open access journal
6
Journal of financial markets
5
Operations research letters
5
Applied economics letters
4
Applied financial economics
4
Economic modelling
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
Review of quantitative finance and accounting
4
The journal of derivatives : JOD
4
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the implied volatility of Asian options under stochastic volatility models
Alòs, Elisa
;
Nualart, Eulalia
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
5
,
pp. 249-274
Persistent link: https://www.econbiz.de/10015051248
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
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:
4
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:
5
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:
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
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:
8
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:
9
The British lookback option with fixed strike
Kitapbayev, Yerkin
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 238-260
Persistent link: https://www.econbiz.de/10011436202
Saved in:
10
Implied volatility of leveraged ETF options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->