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isPartOf:"Applied mathematical finance"
~subject:"Black-Scholes model"
~subject:"Theorie"
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Search: subject_exact:"Optionsgeschäft"
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Black-Scholes model
Theorie
Option trading
54
Optionsgeschäft
54
Option pricing theory
51
Optionspreistheorie
51
Volatility
24
Volatilität
24
Derivat
16
Derivative
16
Stochastic process
14
Stochastischer Prozess
14
Black-Scholes-Modell
11
Theory
10
Experiment
8
Hedging
5
implied volatility
5
stochastic volatility
5
Risiko
3
Risk
3
Estimation
2
European options
2
Großbritannien
2
Lévy processes
2
Market models
2
Neural networks
2
Neuronale Netze
2
Option pricing
2
Schätzung
2
Simulation
2
Swap
2
United Kingdom
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VIX
2
VIX options
2
barrier options
2
hedging
2
jump-diffusion
2
no-arbitrage
2
optimal stopping
2
3/2 model
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Ahn, Hyungsok
1
Albrecher, H.
1
Armstrong, Grant F.
1
Avellaneda, Marco
1
Borovykh, Anastasia
1
Buff, Robert
1
Chang, Ming-Chi
1
Clark, Steven P.
1
Cohen, Samuel N.
1
D'Halluin, Y.
1
Duck, Peter W.
1
Evatt, Geoffrey W.
1
Figueroa-López, José E.
1
Funahashi, Hideharu
1
Giovanni, Domenico de
1
Gong, Ruoting
1
Houdré, Christian
1
Johnson, Paul V.
1
Kijima, Masaaki
1
Kirkby, J. Lars
1
Kwok, Yue-Kuen
1
Leitao, Álvaro
1
Liu, Shuaiqiang
1
Løchte Jørgensen, Peter
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Mayer, Philipp
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Muroi, Yoshifumi
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Oosterlee, Cornelis Willebrordus
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Park, Min
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Applied mathematical finance
International journal of theoretical and applied finance
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
The journal of futures markets
33
Finance and stochastics
29
Journal of banking & finance
27
Review of derivatives research
25
The journal of computational finance
24
Journal of economic dynamics & control
17
The review of financial studies
16
Journal of financial economics
14
Computational economics
11
International journal of financial engineering
10
The North American journal of economics and finance : a journal of financial economics studies
10
Asia-Pacific financial markets
9
Finance : revue de l'Association Française de Finance
9
Finanzmarkt und Portfolio-Management
9
Quantitative finance
9
The journal of finance : the journal of the American Finance Association
9
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
Finance research letters
8
International review of economics & finance : IREF
8
Journal of financial markets
8
Journal of risk and financial management : JRFM
8
Journal of derivatives & hedge funds
7
Journal of mathematical finance
7
Applied economics
6
Journal of econometrics
6
Journal of financial and quantitative analysis : JFQA
6
The European journal of finance
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
Applied financial economics
5
European journal of operational research : EJOR
4
International journal of theoretical and applied finance : IJTAF
4
International review of financial analysis
4
Journal of economic theory
4
Journal of international financial markets, institutions & money
4
Review of quantitative finance and accounting
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
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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
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:
3
American strangle options
Qiu, Shi
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 228-263
Persistent link: https://www.econbiz.de/10012315168
Saved in:
4
Short maturity forward start Asian options in local volatility models
Pirjol, Dan
;
Wang, Jing
;
Zhu, Lingjiong
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
Saved in:
5
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:
6
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:
7
A reduced-form model for valuing bonds with make-whole call provisions
Park, Min
;
Clark, Steven P.
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 499-521
Persistent link: https://www.econbiz.de/10011490621
Saved in:
8
Pricing perpetual American compound options under a matrix-exponential jump-diffusion model
Chang, Ming-Chi
;
Sheu, Yuan-Chung
;
Tsai, Ming-Yao
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 553-575
Persistent link: https://www.econbiz.de/10011490624
Saved in:
9
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
10
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
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