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subject:"Stochastischer Prozess"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of computational finance"
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Search: subject_exact:"Exotic options"
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Stochastischer Prozess
Option trading
131
Optionsgeschäft
131
Option pricing theory
111
Optionspreistheorie
111
Volatility
38
Volatilität
38
Derivat
31
Derivative
31
Stochastic process
29
Theorie
26
Theory
26
Black-Scholes model
23
Black-Scholes-Modell
23
Estimation
11
Monte Carlo simulation
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Monte-Carlo-Simulation
11
Schätzung
11
Hedging
10
Capital income
9
Experiment
9
Kapitaleinkommen
9
Portfolio selection
9
Portfolio-Management
9
Options
7
USA
7
United States
7
Option pricing
6
Risikoprämie
6
Risk premium
6
option pricing
6
Börsenkurs
5
Implied volatility
5
Markov chain
5
Markov-Kette
5
Numerical analysis
5
Numerisches Verfahren
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Share price
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barrier options
5
stochastic volatility
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English
29
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Kirkby, J. Lars
3
Arai, Takuji
1
Asghari, Naser M.
1
Bain, Alan
1
Bojarčenko, Svetlana I.
1
Burkovska, Olena
1
Chen, Ding
1
Chevalier, Etienne
1
Corsi, Fulvio
1
Crocce, Fabián
1
Drimus, Gabriel
1
Escobar, Marcos
1
Fan, Yulian
1
Farkas, Walter
1
Funahashi, Hideharu
1
Fusari, Nicola
1
Geske, Robert Leonard
1
Giribone, Pier Giuseppe
1
Glau, Kathrin
1
Gourier, Elise
1
Gulisashvili, Archil
1
Guo, Shimin
1
Hainaut, Donatien
1
Häppölä, Juho
1
Härkönen, Hannu J.
1
Kiessling, Jonas
1
La Vecchia, Davide
1
Lagunas-Merino, Marc
1
Leitao, Álvaro
1
Levendorskij, Sergej Z.
1
Ligato, Simone
1
Liu, Allen
1
Liu, Jianguo
1
Ly Vath, Vathana
1
Mahlstedt, Mirco
1
Mandjes, Michel
1
Mariapragassam, Matthieu
1
Mazzon, Andrea
1
Mehrdoust, Farshid
1
Merino, Raúl
1
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International journal of financial engineering
Journal of financial economics
The journal of computational finance
International journal of theoretical and applied finance
28
Quantitative finance
21
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
Journal of econometrics
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 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
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ECONIS (ZBW)
29
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1
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
2
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
3
High-order approximations to call option prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
Saved in:
4
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
5
Complexity reduction for calibration to American options
Burkovska, Olena
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 25-60
Persistent link: https://www.econbiz.de/10012064981
Saved in:
6
Path-dependent American options
Chevalier, Etienne
;
Ly Vath, Vathana
;
Mnif, Mohamed
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 61-95
Persistent link: https://www.econbiz.de/10012064988
Saved in:
7
Hedging of options in the presence of jump clustering
Hainaut, Donatien
;
Moraux, Franck
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
Saved in:
8
American and exotic option pricing with jump diffusions and other Lévy processes
Kirkby, J. Lars
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 89-148
Persistent link: https://www.econbiz.de/10011988194
Saved in:
9
Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change
Tong, Zhigang
;
Liu, Allen
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011922948
Saved in:
10
Pricing multi-asset American option under Heston stochastic volatility model
Samimi, Oldouz
;
Mehrdoust, Farshid
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011923057
Saved in:
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