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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Black-Scholes model"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Option trading"
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Black-Scholes model
Monte-Carlo-Simulation
Option trading
96
Optionsgeschäft
96
Option pricing theory
75
Optionspreistheorie
75
Theorie
45
Theory
45
Volatility
18
Volatilität
18
Black-Scholes-Modell
16
Stochastic process
16
Stochastischer Prozess
16
Hedging
14
Derivat
12
Derivative
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Portfolio selection
10
Portfolio-Management
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Yield curve
7
Zinsstruktur
7
Statistical distribution
6
Statistische Verteilung
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Transaction costs
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Transaktionskosten
6
American options
5
Markov chain
4
Markov-Kette
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Monte Carlo simulation
4
Numerical analysis
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Numerisches Verfahren
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Search theory
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Suchtheorie
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American option
3
Anleihe
3
Bond
3
Capital income
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EU countries
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Joshi, Mark S.
2
Tang, Robert
2
Alòs, Elisa
1
Baldi, Paolo
1
Ballestra, Luca Vincenzo
1
Barletta, Andrea
1
Beveridge, Christopher
1
Buchen, Peter W.
1
Caramellino, Lucia
1
Carmona, René
1
Chen, Wen-ting
1
Chen, Zhanyu
1
Cui, Zhenyu
1
Dolinsky, Yan
1
Frey, Rüdiger
1
Fukasawa, Masaaki
1
Fusai, Gianluca
1
Göttsche, Ove E.
1
Iovino, Maria Gabriella
1
Kim, Bara
1
Kim, Jeongsim
1
Kim, Jerim
1
Konstandatos, Otto
1
Kyprianou, Andreas E.
1
Kühn, Christoph
1
Li, Haitao
1
Ma, Jingtang
1
Pacelli, Graziella
1
Recchioni, Maria Cristina
1
Rheinländer, Thorsten
1
Santucci de Magistris, Paolo
1
Sloth, David
1
Stremme, Alexander
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Touzi, Nizar
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Vellekoop, Michel
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Večeř, Jan
1
Wells, Martin T.
1
Yang, Wensheng
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Yong, Jiongmin
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Yoo, Hyun Joo
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of economic dynamics & control
International journal of theoretical and applied finance
26
The journal of computational finance
19
Computational economics
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Applied mathematical finance
12
Quantitative finance
12
Review of derivatives research
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of financial engineering
11
Journal of mathematical finance
9
Journal of risk and financial management : JRFM
8
The journal of futures markets
8
Finance and stochastics
7
European journal of operational research : EJOR
6
Finance research letters
6
Journal of derivatives & hedge funds
6
Applied economics
5
Asia-Pacific financial markets
5
Journal of banking & finance
5
Risks : open access journal
5
Annals of finance
4
International journal of theoretical and applied finance : IJTAF
4
The European journal of finance
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
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
Review of quantitative finance and accounting
3
The journal of asset management
3
Working paper series / Centre for Practical Quantitative Finance
3
Working papers
3
Annals of financial economics
2
Applied financial economics
2
Cogent economics & finance
2
Computational methods in decision-making, economics and finance
2
Discussion paper / B
2
Discussion papers / Adam Smith Business School, University of Glasgow
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ECONIS (ZBW)
20
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1
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
2
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
3
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
4
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
5
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
Saved in:
6
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
7
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
8
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
9
Pricing European and American options with two stochastic factors : a highly efficient radial basis function approach
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Journal of economic dynamics & control
37
(
2013
)
6
,
pp. 1142-1167
Persistent link: https://www.econbiz.de/10009740447
Saved in:
10
An inverse finite element method for pricing American options
Zhu, Song-ping
;
Chen, Wen-ting
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 231-250
Persistent link: https://www.econbiz.de/10009703598
Saved in:
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