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isPartOf:"Applied mathematical finance"
~subject:"Estimation"
~subject:"European options"
~subject:"Theorie"
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Estimation
European options
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 model
11
Black-Scholes-Modell
11
Theory
10
Experiment
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Hedging
5
implied volatility
5
stochastic volatility
5
Risiko
3
Risk
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Großbritannien
2
Lévy processes
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Market models
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Neural networks
2
Neuronale Netze
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Option pricing
2
Schätzung
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Simulation
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Swap
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United Kingdom
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VIX
2
VIX options
2
barrier options
2
hedging
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jump-diffusion
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no-arbitrage
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optimal stopping
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Cohen, Samuel N.
2
Reisinger, Christoph
2
Wang, Sheng
2
Ahn, Hyungsok
1
Armstrong, Grant F.
1
Avellaneda, Marco
1
Buff, Robert
1
Clark, Steven P.
1
D'Halluin, Y.
1
Giovanni, Domenico de
1
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1
Ismail, Amine
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Leung, Tim
1
Løchte Jørgensen, Peter
1
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1
Park, Min
1
Penaud, Antony
1
Pham, Huyên
1
Pooley, D. M.
1
Sircar, Kaushik Ronnie
1
Smith, Adam T.
1
Wilmott, Paul
1
Wong, Hoi Ying
1
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Applied mathematical finance
The journal of futures markets
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
The journal of derivatives : the official publication of the International Association of Financial Engineers
33
Journal of banking & finance
31
Finance and stochastics
27
International journal of theoretical and applied finance
25
Review of derivatives research
21
Journal of financial economics
18
The journal of computational finance
18
The review of financial studies
16
International review of economics & finance : IREF
12
Journal of economic dynamics & control
12
Journal of financial markets
12
Working paper / National Bureau of Economic Research, Inc.
11
Finance : revue de l'Association Française de Finance
10
Asia-Pacific financial markets
9
The journal of finance : the journal of the American Finance Association
9
Finance research letters
8
Finanzmarkt und Portfolio-Management
8
Journal of econometrics
8
NBER working paper series
8
The European journal of finance
8
Applied economics
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of international financial markets, institutions & money
7
NBER Working Paper
7
Discussion paper / Centre for Economic Policy Research
6
Journal of financial and quantitative analysis : JFQA
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Quantitative finance
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
Working paper
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Discussion paper / Tinbergen Institute
5
International review of financial analysis
5
Research paper series / Swiss Finance Institute
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
wi - Wirtschaft
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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
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
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:
4
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:
5
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:
6
Time charters with purchase options in shipping : valuation and risk management
Løchte Jørgensen, Peter
;
Giovanni, Domenico de
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 399-430
Persistent link: https://www.econbiz.de/10008797257
Saved in:
7
Pricing lookback options with knock-out boundaries
Muroi, Yoshifumi
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10003331423
Saved in:
8
Multi-asset barrier options and occupation time derivatives
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10001841305
Saved in:
9
American options under uncertain volatility
Smith, Adam T.
- In:
Applied mathematical finance
9
(
2002
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001695122
Saved in:
10
A numerical PDE approach for pricing callable bonds
D'Halluin, Y.
(
contributor
)
- In:
Applied mathematical finance
8
(
2001
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001625721
Saved in:
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