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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Black-Scholes model"
~subject:"Markov-Kette"
~subject:"Monte-Carlo-Simulation"
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Black-Scholes model
Markov-Kette
Monte-Carlo-Simulation
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
Martingal
2
Martingale
2
Monte Carlo simulation
2
Share price
2
Swap
2
barrier options
2
1993
1
1993-1994
1
Aktie
1
Aktienindex
1
Aktienoption
1
American option
1
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13
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English
13
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Alòs, Elisa
1
Baldi, Paolo
1
Buchen, Peter W.
1
Caramellino, Lucia
1
Carmona, René
1
Chen, Zhanyu
1
Dolinsky, Yan
1
Frey, Rüdiger
1
Fukasawa, Masaaki
1
Göttsche, Ove E.
1
Iovino, Maria Gabriella
1
Konstandatos, Otto
1
Kyprianou, Andreas E.
1
Kühn, Christoph
1
Li, Haitao
1
Mijatovi´c, Aleksandar
1
Pistorius, Martijn
1
Rheinländer, Thorsten
1
Stremme, Alexander
1
Touzi, Nizar
1
Vellekoop, Michel
1
Večeř, Jan
1
Wells, Martin T.
1
Yong, Jiongmin
1
Yu, Cindy L.
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
29
The journal of computational finance
20
Computational economics
15
Review of derivatives research
14
Applied mathematical finance
13
International journal of financial engineering
13
Quantitative finance
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of futures markets
10
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Finance and stochastics
8
Finance research letters
8
Journal of risk and financial management : JRFM
8
European journal of operational research : EJOR
7
Annals of finance
6
Asia-Pacific financial markets
6
Journal of derivatives & hedge funds
6
Applied economics
5
Journal of banking & finance
5
Risks : open access journal
5
The European journal of finance
5
International journal of theoretical and applied finance : IJTAF
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International review of economics & finance : IREF
3
Investment management and financial innovations
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
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ECONIS (ZBW)
13
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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
Continuously monitored barrier options under Markov processes
Mijatovi´c, Aleksandar
;
Pistorius, Martijn
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009712564
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
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
8
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:
9
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:
10
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:
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