//--> //--> //--> //-->
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
subject:"Stochastischer Prozess"
~isPartOf:"International journal of financial engineering"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of econometrics"
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:"Exotic options"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Option trading
156
Optionsgeschäft
156
Option pricing theory
123
Optionspreistheorie
123
Volatility
57
Volatilität
57
Stochastic process
45
Derivat
40
Derivative
40
Black-Scholes model
35
Black-Scholes-Modell
35
Theorie
28
Theory
28
Hedging
22
Experiment
15
Portfolio selection
8
Portfolio-Management
8
Statistical distribution
8
Statistische Verteilung
8
American options
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Option pricing
7
barrier options
7
Asia
6
Asien
6
Credit risk
6
Kreditrisiko
6
Markov chain
6
Markov-Kette
6
Martingal
6
Martingale
6
Estimation
5
Estimation theory
5
Implied volatility
5
Mathematical programming
5
Mathematische Optimierung
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
more ...
less ...
Online availability
All
Undetermined
27
Type of publication
All
Article
44
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Language
All
English
45
Author
All
Levendorskij, Sergej Z.
3
McAleer, Michael
3
Antonelli, Fabio
2
Arai, Takuji
2
Boyarchenko, Mitya
2
Chang, Chia-Lin
2
Cui, Zhenyu
2
Ramponi, A.
2
Scarlatti, S.
2
Todorov, Viktor
2
Ahlip, Rehez
1
Alòs, Elisa
1
Andersen, Torben
1
Asai, Manabu
1
Barbachan, José Santiago Fajardo
1
Benth, Fred Espen
1
Bernard, Carole
1
Bojarčenko, Svetlana I.
1
Bondarenko, Oleg
1
Briani, Maya
1
Caramellino, Lucia
1
Carr, Peter
1
Deng, Pingjin
1
Dokučaev, Nikolaj G.
1
Elliott, Robert J.
1
Escobar, Marcos
1
Fan, Yulian
1
Feng, Runhuan
1
Filipović, Damir
1
Funahashi, Hideharu
1
Gapeev, Pavel V.
1
Giribone, Pier Giuseppe
1
Grzelak, Lech A.
1
Guo, Shimin
1
Götz, Barbara
1
Han, Xixuan
1
Haug, Espen Gaarder
1
Hughston, Lane P.
1
Innocentis, Marco de
1
Jeannin, Marc
1
more ...
less ...
Published in...
All
International journal of financial engineering
International journal of theoretical and applied finance
Journal of econometrics
Quantitative finance
21
The journal of computational finance
17
Applied mathematical finance
14
The journal of futures markets
13
Journal of economic dynamics & control
11
Review of derivatives research
11
The North American journal of economics and finance : a journal of financial economics studies
11
Finance and stochastics
10
Computational economics
9
European journal of operational research : EJOR
9
Journal of mathematical finance
9
Finance research letters
8
Journal of banking & finance
8
Annals of finance
7
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research
5
Operations research letters
5
Research paper series / Swiss Finance Institute
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Asia-Pacific financial markets
4
Economic modelling
4
Risks : open access journal
4
The journal of derivatives : JOD
4
Advanced series on statistical science & applied probability
3
Applied economics
3
Applied financial economics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International review of economics & finance : IREF
3
Journal of financial economics
3
Journal of risk and financial management : JRFM
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical methods of operations research
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Swiss Finance Institute Research Paper
3
The European journal of finance
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
2
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
3
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
4
Collocating volatility : a competitive alternative to stochastic local volatility models
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012496758
Saved in:
5
An approximation method for pricing continuous barrier options under multi-asset local stochastic volatility models
Shiraya, Kenichiro
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496929
Saved in:
6
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
7
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
8
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
9
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
10
Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->