//--> //--> //--> //-->
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
~isPartOf:"Annals of finance"
~isPartOf:"Asia-Pacific financial markets"
~subject:"Derivat"
~type:"article"
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:"Option pricing theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Option pricing theory
127
Optionspreistheorie
127
Stochastic process
48
Stochastischer Prozess
48
Volatility
40
Volatilität
40
Option trading
30
Optionsgeschäft
30
Theorie
23
Theory
23
Derivative
20
CAPM
16
Markov chain
13
Markov-Kette
13
Black-Scholes model
12
Black-Scholes-Modell
12
Yield curve
11
Zinsstruktur
11
Credit risk
10
Kreditrisiko
10
Incomplete market
9
Stochastic volatility
9
Unvollkommener Markt
9
Martingal
8
Martingale
8
Option pricing
8
Portfolio selection
8
Portfolio-Management
8
Hedging
7
Risikoprämie
7
Risk premium
7
Experiment
6
Implied volatility
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Asymptotic expansion
5
Estimation theory
5
Risiko
5
Risk
5
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Nakajima, Katsushi
2
Platen, Eckhard
2
Baldeaux, Jan
1
Bayraktar, Erhan
1
Carassus, Laurence
1
Chan, Leunglung
1
D'Addona, Stefano
1
Dokučaev, Nikolaj G.
1
Fujii, Masaaki
1
Grossinho, Maria do Rosário
1
Guillaume, Florence
1
Heath, David C.
1
Herzberg, Frederik
1
Ji, Qin
1
Junike, Gero
1
Kord, Yaser
1
Krasin, Vladislav Y.
1
Leoni, Peter
1
Liang, Jin
1
Lindensjö, Kristoffer
1
Ma, Jun Mei
1
Madan, Dilip B.
1
Marinelli, Carlo
1
Melʹnikov, Aleksandr V.
1
Muroi, Yoshifumi
1
Polyrakis, Ioannis A.
1
Ruf, Johannes
1
Schoutens, Wim
1
Smirnov, Ivan
1
Takahashi, Akihiko
1
Takino, E. Kazuhiro
1
Temam, E.
1
Wang, King
1
Wang, Tao
1
Xanthos, Foivos
1
Young, Virginia R.
1
Zhang, Mengzhe
1
Ōhashi, Kazuhiko
1
Ševčovič, Daniel
1
more ...
less ...
Published in...
All
Annals of finance
Asia-Pacific financial markets
International journal of theoretical and applied finance
101
Applied mathematical finance
61
Review of derivatives research
43
Quantitative finance
39
The journal of computational finance
32
European journal of operational research : EJOR
30
Journal of banking & finance
30
Journal of mathematical finance
30
The journal of futures markets
30
International journal of financial engineering
23
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Finance and stochastics
20
Risks : open access journal
20
The journal of derivatives : JOD
20
The North American journal of economics and finance : a journal of financial economics studies
19
The European journal of finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
15
Finance research letters
15
Journal of econometrics
15
Insurance / Mathematics & economics
14
Applied economics letters
13
International review of financial analysis
13
International review of economics & finance : IREF
12
Journal of risk and financial management : JRFM
11
Applied economics
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Economic modelling
8
Journal of financial economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematics and financial economics
8
International journal of financial markets and derivatives
7
Theoretical economics letters
7
International journal of bonds and derivatives
6
Journal of derivatives & hedge funds
6
Journal of risk
6
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
2
The valuation of corporations : a derivative pricing perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
3
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
4
Implied liquidity risk premia in option markets
Guillaume, Florence
;
Junike, Gero
;
Leoni, Peter
; …
- In:
Annals of finance
15
(
2019
)
2
,
pp. 233-246
Persistent link: https://www.econbiz.de/10012058223
Saved in:
5
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.
;
Smirnov, Ivan
;
Melʹnikov, …
- In:
Annals of finance
14
(
2018
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
Saved in:
6
On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
Saved in:
7
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
8
Commodity spread option with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
9
The end of the month option and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
10
Saddlepoint approximations to option price in a regime-switching model
Zhang, Mengzhe
;
Chan, Leunglung
- In:
Annals of finance
12
(
2016
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10011555421
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->