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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Black-Scholes model"
~subject:"Monte-Carlo-Simulation"
~subject:"Stochastic process"
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Black-Scholes model
Monte-Carlo-Simulation
Stochastic process
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
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
Share price
2
Swap
2
barrier options
2
1993
1
1993-1994
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Aktie
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Aktienindex
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Aktienoption
1
American option
1
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English
16
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Alòs, Elisa
1
Baldi, Paolo
1
Bojarčenko, Svetlana I.
1
Buchen, Peter W.
1
Caramellino, Lucia
1
Carmona, René
1
Carr, Peter
1
Chen, Zhanyu
1
Dolinsky, Yan
1
Frey, Rüdiger
1
Fukasawa, Masaaki
1
Guéant, Olivier
1
Göttsche, Ove E.
1
Iovino, Maria Gabriella
1
Konstandatos, Otto
1
Kyprianou, Andreas E.
1
Kühn, Christoph
1
Lee, Roger
1
Levendorskij, Sergej Z.
1
Li, Duan
1
Li, Haitao
1
Liang, Jianfeng
1
Pu, Jiang
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
Zhang, Shuzhong
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
46
The journal of computational finance
30
Quantitative finance
29
Applied mathematical finance
22
The North American journal of economics and finance : a journal of financial economics studies
20
Review of derivatives research
19
The journal of futures markets
19
Computational economics
18
Journal of economic dynamics & control
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
International journal of financial engineering
16
Finance and stochastics
15
Journal of mathematical finance
13
European journal of operational research : EJOR
12
Finance research letters
12
Journal of banking & finance
11
Annals of finance
10
Journal of econometrics
9
Journal of risk and financial management : JRFM
9
Asia-Pacific financial markets
8
Insurance / Mathematics & economics
8
Risks : open access journal
8
Journal of derivatives & hedge funds
7
Operations research letters
7
The European journal of finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Economic modelling
6
Applied economics
5
Operations research
5
Research paper series / Swiss Finance Institute
5
Review of quantitative finance and accounting
5
Annals of financial economics
4
Applied financial economics
4
International journal of theoretical and applied finance : IJTAF
4
International review of economics & finance : IREF
4
Investment management and financial innovations
4
Journal of financial economics
4
Swiss Finance Institute Research Paper
4
The journal of derivatives : JOD
4
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ECONIS (ZBW)
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1
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
2
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
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
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:
5
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:
6
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:
7
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:
8
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:
9
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
10
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
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