//--> //--> //--> //-->
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:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"International journal of financial engineering"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Option pricing"
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:"Contingent-claims approach"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing
Option pricing theory
222
Optionspreistheorie
222
Volatility
85
Volatilität
85
Stochastic process
66
Stochastischer Prozess
66
Option trading
60
Optionsgeschäft
60
Derivat
41
Derivative
41
Theorie
34
Theory
34
Black-Scholes model
23
Black-Scholes-Modell
23
USA
23
United States
23
Yield curve
20
Zinsstruktur
20
Portfolio selection
17
Portfolio-Management
17
CAPM
16
Estimation
14
Schätzung
14
Statistical distribution
13
Statistische Verteilung
13
Credit risk
12
Experiment
12
Hedging
12
Interest rate derivative
12
Kreditrisiko
12
Zinsderivat
12
Capital income
11
Kapitaleinkommen
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Index futures
10
Index-Futures
10
Markov chain
10
Markov-Kette
10
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Arai, Takuji
1
Burro, Giacomo
1
Carr, Peter
1
Feng, Shih-Ping
1
Fuente, Iván de la
1
Giribone, Pier Giuseppe
1
Goswami, Anindya
1
Guo, Shimin
1
Hajizadeh, Ehsan
1
Hung, Mao-Wei
1
Ligato, Simone
1
Liu, Jianguo
1
Mulas, Martina
1
Muroi, Yoshifumi
1
Navarro Arribas, Eliseo
1
Ngoc Quynh Anh Nguyen
1
Pachón, Ricardo
1
Querci, Francesca
1
Rajani, Sharan
1
Saeki, Ryota
1
Serna, Gregorio
1
Stilger, Przemyslaw S.
1
Suda, Shintaro
1
Sun, Youfa
1
Tanksale, Atharva
1
Tri Minh Nguyen
1
Tzang, Shyh-weir
1
Wang, Chou-wen
1
Wang, Yaw-Huei
1
Wu, Chin-wen
1
Wu, Liuren
1
Yuan, George
1
Yuan, Steven
1
Zhu, Lingjiong
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
International journal of financial engineering
International review of economics & finance : IREF
Quantitative finance
30
Computational economics
23
European journal of operational research : EJOR
18
Review of derivatives research
16
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
10
International journal of theoretical and applied finance
9
Journal of banking & finance
9
Finance and stochastics
6
Journal of econometrics
6
Journal of economic dynamics & control
6
Review of quantitative finance and accounting
6
Asia-Pacific financial markets
5
Economic modelling
5
Journal of financial economics
5
Annals of finance
4
Energy economics
4
Insurance / Mathematics & economics
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of financial markets
4
Applied economics
3
Applied mathematical finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Economics letters
3
Mathematics and financial economics
3
Annals of financial economics
2
Applied economics letters
2
Computational management science
2
Decisions in economics and finance : a journal of applied mathematics
2
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of international financial markets, institutions & money
2
Journal of property investment & finance
2
Mathematical finance
2
Mathematical methods of operations research : ZOR
2
Operations research letters
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Deep learning-based option pricing for Barndorff-Nielsen and Shephard model
Arai, Takuji
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014444476
Saved in:
2
Empirical performance of stochastic volatility option pricing models
Stilger, Przemyslaw S.
;
Ngoc Quynh Anh Nguyen
;
Tri Minh …
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012654781
Saved in:
3
Data-driven option pricing using single and multi-asset supervised learning
Goswami, Anindya
;
Rajani, Sharan
;
Tanksale, Atharva
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012662235
Saved in:
4
Estimating regulatory capital requirements for reverse mortgages : an international comparison
Fuente, Iván de la
;
Navarro Arribas, Eliseo
;
Serna, …
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 239-252
Persistent link: https://www.econbiz.de/10012792955
Saved in:
5
Binomial tree method for option pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
6
Developing an optimized artificial intelligence model for S&P 500 option pricing : a hybrid GARCH model
Hajizadeh, Ehsan
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012603039
Saved in:
7
Numerical pricing of European options with arbitrary payoffs
Pachón, Ricardo
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923004
Saved in:
8
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
Saved in:
9
Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
10
The importance of stock liquidity on option pricing
Feng, Shih-Ping
;
Hung, Mao-Wei
;
Wang, Yaw-Huei
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 457-467
Persistent link: https://www.econbiz.de/10011625856
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->