//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Black-Scholes-Modell"
~type:"article"
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
Black-Scholes-Modell
Option trading
95
Optionsgeschäft
95
Option pricing theory
87
Optionspreistheorie
87
Volatility
35
Volatilität
35
Derivat
29
Derivative
29
Stochastic process
23
Stochastischer Prozess
23
Black-Scholes model
20
Experiment
12
Theorie
11
Theory
11
Hedging
10
Risiko
7
Risk
7
Barrier option
6
Credit risk
6
Esscher transform
6
Kreditrisiko
6
Option pricing
5
implied volatility
5
stochastic volatility
5
Forecasting model
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Portfolio selection
4
Portfolio-Management
4
Prognoseverfahren
4
Reflection principle
4
Swap
4
VIX
4
Estimation
3
Implied volatility
3
Index derivative
3
Indexderivat
3
Interest rate
3
Lévy processes
3
more ...
less ...
Online availability
All
Undetermined
15
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Ko, Bangwon
3
Lee, Hangsuck
3
Ahn, Soohan
1
Albrecher, H.
1
Avellaneda, Marco
1
Borovykh, Anastasia
1
Buff, Robert
1
Chang, Ming-Chi
1
Cohen, Samuel N.
1
Duck, Peter W.
1
Evatt, Geoffrey W.
1
Figueroa-López, José E.
1
Funahashi, Hideharu
1
Gong, Ruoting
1
Houdré, Christian
1
Hsu, Wei-tze
1
Huang, Hung-Hsi
1
Jeon, Junkee
1
Jiang, I-Ming
1
Johnson, Paul V.
1
Jun, Doobae
1
Kijima, Masaaki
1
Kim, Eunchae
1
Kim, Geonwoo
1
Kirkby, J. Lars
1
Ku, Hyejin
1
Leitao, Álvaro
1
Li, Dan
1
Lin, Shin-Hung
1
Liu, Lixin
1
Liu, Shuaiqiang
1
Liu, Yu-hong
1
Mayer, Philipp
1
Oosterlee, Cornelis Willebrordus
1
Pirjol, Dan
1
Qiu, Shi
1
Reisinger, Christoph
1
Schoutens, W.
1
Sheu, Yuan-Chung
1
Song, Seongjoo
1
more ...
less ...
Published in...
All
Applied mathematical finance
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
22
Review of derivatives research
11
Computational economics
10
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of computational finance
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Quantitative finance
8
Journal of mathematical finance
7
Finance and stochastics
6
Journal of economic dynamics & control
6
Applied economics
5
Journal of banking & finance
5
Journal of derivatives & hedge funds
5
The journal of futures markets
5
Asia-Pacific financial markets
4
Finance research letters
4
International journal of theoretical and applied finance : IJTAF
4
Journal of risk and financial management : JRFM
4
Annals of finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
European journal of operational research : EJOR
3
Journal of econometrics
3
Journal of emerging market finance
3
Journal of financial economics
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Risks : open access journal
3
The European journal of finance
3
Applied financial economics
2
Cogent economics & finance
2
Economic modelling
2
Finanzmarkt und Portfolio-Management
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Investment management and financial innovations
2
Journal of risk
2
Mathematics of operations research
2
Mudra : journal of finance and accounting
2
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
Saved in:
2
Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
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
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
5
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
6
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
7
American strangle options
Qiu, Shi
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 228-263
Persistent link: https://www.econbiz.de/10012315168
Saved in:
8
Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
9
Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
Lee, Hangsuck
;
Ahn, Soohan
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
Saved in:
10
Valuing step barrier options and their icicled variations
Lee, Hangsuck
;
Ko, Bangwon
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 396-411
Persistent link: https://www.econbiz.de/10012269361
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->