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type_genre:"Government document"
~isPartOf:"Finance research letters"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Optionspreistheorie
Option trading
54
Optionsgeschäft
54
Option pricing theory
40
Volatility
19
Volatilität
19
Derivat
12
Derivative
12
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
6
Share price
6
Aktienoption
5
Stock option
5
Bid-ask spread
4
Black-Scholes model
4
Black-Scholes-Modell
4
Credit risk
4
Estimation
4
Geld-Brief-Spanne
4
Hedging
4
Kreditrisiko
4
Schätzung
4
Theorie
4
Theory
4
Asymmetric information
3
Asymmetrische Information
3
Commodity derivative
3
Experiment
3
Index futures
3
Index-Futures
3
Option pricing
3
Risiko
3
Risk
3
Rohstoffderivat
3
VIX
3
Yield curve
3
Zinsstruktur
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Barrier option
2
Barrier options
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Article
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Government document
Aufsatz in Zeitschrift
Article in journal
40
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English
40
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Wang, Xingchun
5
Lee, Hangsuck
4
Lee, Minha
3
Ha, Hongjun
2
Hsu, Pao-peng
2
Kong, Byungdoo
2
Altay-Salih, Aslihan
1
Amédée-Manesme, Charles-Olivier
1
Ballestra, Luca Vincenzo
1
Bi, Hongwei
1
Braouezec, Yann
1
Byström, Hans N. E.
1
Cassimon, Danny
1
Cecere, Liliana
1
Chen, Son-nan
1
Chen, Ying-hsiu
1
Chiang, Mi-hsiu
1
Chung, Y. Peter
1
Cui, Zhenyu
1
Des Rosiers, François
1
Engelen, Peter-Jan
1
Fan, Qingqian
1
Feng, Sixian
1
Forte, Santiago
1
Grégoire, Philippe
1
Gzyl, Henryk
1
Han, Heejae
1
Han, Lin
1
Jang, Hyun Jin
1
Jang, Jiwook
1
Jeon, Junkee
1
Jeong, Himchan
1
Jia, Jiayi
1
Jitsawatpaiboon, Kanokrak
1
Johnson, Herbert
1
Kang, Myungjoo
1
Ko, Bangwon
1
Lai, Yongzeng
1
Lee, Hung-Wei
1
Li, Chang-yi
1
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Finance research letters
International journal of theoretical and applied finance
83
The journal of futures markets
79
Review of derivatives research
58
The journal of computational finance
56
Applied mathematical finance
51
Quantitative finance
49
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Journal of banking & finance
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
31
Finance and stochastics
28
Computational economics
27
European journal of operational research : EJOR
27
Journal of mathematical finance
26
International review of economics & finance : IREF
21
Journal of financial economics
20
Asia-Pacific financial markets
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Risks : open access journal
18
Review of quantitative finance and accounting
17
The European journal of finance
17
The journal of derivatives : JOD
16
Economic modelling
15
Insurance / Mathematics & economics
15
Applied economics
14
Journal of risk and financial management : JRFM
13
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Journal of financial markets
11
Energy economics
10
International review of financial analysis
10
Journal of derivatives & hedge funds
10
Journal of risk
10
Operations research letters
10
Theoretical economics letters
10
Applied economics letters
9
Investment management and financial innovations
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ECONIS (ZBW)
40
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1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
Pricing first-touch digitals with a multi-step double boundary and American barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445122
Saved in:
3
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
4
Traders' heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets
Nappo, Giovanna
;
Marchetti, Fabio Massimo
;
Vagnani, Gianluca
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472484
Saved in:
5
Another application of call options : explaining the divergence between the housing market and the rental market
Lee, Hung-Wei
;
Lin, Che-Chun
;
Tsai, I-Chun
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472494
Saved in:
6
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
7
Pricing multi-step double barrier options by the efficient non-crossing probability
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
;
Lee, Minha
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472740
Saved in:
8
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
9
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
10
Price dispersion and vanilla options in a financial market game
Toraubally, Waseem A.
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014245352
Saved in:
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