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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"eng"
~subject:"Aktienoption"
~subject:"Black-Scholes model"
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Aktienoption
Black-Scholes model
Option trading
49
Optionsgeschäft
49
Option pricing theory
38
Optionspreistheorie
38
Theorie
34
Theory
34
Hedging
11
Black-Scholes-Modell
10
Volatility
7
Volatilität
7
Stochastic process
5
Stochastischer Prozess
5
Yield curve
5
Zinsstruktur
5
Derivat
4
Derivative
4
Portfolio selection
4
Portfolio-Management
4
Search theory
4
Suchtheorie
4
American options
3
Transaction costs
3
Transaktionskosten
3
Börsenkurs
2
Markov chain
2
Markov-Kette
2
Martingal
2
Martingale
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Share price
2
Swap
2
barrier options
2
1993
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1993-1994
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Aktie
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Aktienindex
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American option
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English
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Alòs, Elisa
1
Buchen, Peter W.
1
Carmona, René
1
Chen, Zhanyu
1
Dolinsky, Yan
1
Frey, Rüdiger
1
Fukasawa, Masaaki
1
Göttsche, Ove E.
1
Henderson, Vicky
1
Konstandatos, Otto
1
Kyprianou, Andreas E.
1
Kühn, Christoph
1
Rheinländer, Thorsten
1
Stremme, Alexander
1
Sun, Jia
1
Touzi, Nizar
1
Vellekoop, Michel
1
Večeř, Jan
1
Whalley, A. Elizabeth
1
Yong, Jiongmin
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
25
Journal of banking & finance
15
Review of derivatives research
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Applied mathematical finance
11
International journal of financial engineering
11
The North American journal of economics and finance : a journal of financial economics studies
11
Computational economics
10
The journal of computational finance
10
The journal of futures markets
10
Finance research letters
9
Quantitative finance
9
Applied economics
7
Journal of mathematical finance
7
Review of quantitative finance and accounting
7
Annals of finance
6
Finance and stochastics
6
Journal of derivatives & hedge funds
6
Journal of economic dynamics & control
6
Journal of financial economics
6
The European journal of finance
6
Asia-Pacific financial markets
5
Journal of financial markets
5
Journal of risk and financial management : JRFM
5
International journal of theoretical and applied finance : IJTAF
4
International review of economics & finance : IREF
4
Research paper series / Swiss Finance Institute
4
Theoretical economics letters
4
Asia-Pacific journal of financial studies
3
Cogent economics & finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
European journal of operational research : EJOR
3
International review of financial analysis
3
Investment management and financial innovations
3
Journal of econometrics
3
Journal of emerging market finance
3
Journal of empirical finance
3
Mathematics of operations research
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
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1
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:
2
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:
3
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:
4
Portfolios of American options under general preferences : results and counterexamples
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 533-566
Persistent link: https://www.econbiz.de/10010486003
Saved in:
5
The normalizing transformation of the implied volatility smile
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 753-762
Persistent link: https://www.econbiz.de/10009614936
Saved in:
6
The early exercise premium for the American put under discrete dividends
Göttsche, Ove E.
;
Vellekoop, Michel
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008935660
Saved in:
7
Optimal multiple stopping and valuation of swing options
Carmona, René
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10003683246
Saved in:
8
Callable puts as composite exotic options
Kühn, Christoph
;
Kyprianou, Andreas E.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 487-502
Persistent link: https://www.econbiz.de/10003626591
Saved in:
9
A new method of pricing lookback options
Buchen, Peter W.
;
Konstandatos, Otto
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 245-259
Persistent link: https://www.econbiz.de/10002725467
Saved in:
10
European-type contingent claims in an incomplete market with constrained wealth and portfolio
Yong, Jiongmin
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 387-412
Persistent link: https://www.econbiz.de/10001444273
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