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~isPartOf:"Annals of operations research"
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~subject:"Option trading"
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Search: subject_exact:"Bernoulli-Prozess"
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Option trading
Stochastic process
148
Stochastischer Prozess
148
Theorie
62
Theory
62
Volatility
37
Volatilität
37
Option pricing theory
32
Optionspreistheorie
32
Operations Research
30
Operations research
30
Mathematical programming
26
Mathematische Optimierung
26
Portfolio selection
22
Portfolio-Management
22
Estimation
19
Schätzung
19
Markov chain
15
Markov-Kette
15
Stochastic volatility
13
Derivat
12
Derivative
12
Yield curve
10
Zinsstruktur
10
CAPM
9
Time series analysis
9
Zeitreihenanalyse
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Optionsgeschäft
8
Capital income
7
Kapitaleinkommen
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Risiko
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Risk
7
Black-Scholes model
6
Black-Scholes-Modell
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Decomposition method
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Dekompositionsverfahren
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Financial market
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Finanzmarkt
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Jumps
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Linear algebra
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Caldana, Ruggero
1
Chang, Charles
1
Chung, Shing Fung
1
Fuh, Cheng-der
1
Fusai, Gianluca
1
Hull, John
1
Leippold, Markus
1
Lim, Kian-Guan
1
Lin, Shih-kuei
1
Pacati, Claudio
1
Pompa, Gabriele
1
Renò, Roberto
1
Schneider, Lorenz
1
Tavin, Bertrand
1
Ting, Christopher
1
Vasiljević, Nikola
1
Warachka, Mitch
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Annals of operations research
Journal of banking & finance
International journal of theoretical and applied finance
28
Quantitative finance
21
The journal of computational finance
16
Applied mathematical finance
14
The journal of futures markets
13
Journal of economic dynamics & control
11
Finance and stochastics
10
Review of derivatives research
10
Computational economics
9
European journal of operational research : EJOR
9
International journal of financial engineering
9
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Journal of econometrics
8
Journal of mathematical 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
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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
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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ECONIS (ZBW)
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1
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
2
Smiling twice : the Heston++ model
Pacati, Claudio
;
Pompa, Gabriele
;
Renò, Roberto
- In:
Journal of banking & finance
96
(
2018
),
pp. 185-206
Persistent link: https://www.econbiz.de/10011967200
Saved in:
3
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model
Leippold, Markus
;
Vasiljević, Nikola
- In:
Journal of banking & finance
77
(
2017
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011814354
Saved in:
4
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
5
Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
Journal of banking & finance
44
(
2014
),
pp. 130-140
Persistent link: https://www.econbiz.de/10010410368
Saved in:
6
A tale of two regimes : theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications
Chang, Charles
;
Fuh, Cheng-der
;
Lin, Shih-kuei
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3204-3217
Persistent link: https://www.econbiz.de/10009778451
Saved in:
7
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
8
The implied jump risk of LIBOR rates
Lim, Kian-Guan
;
Ting, Christopher
;
Warachka, Mitch
- In:
Journal of banking & finance
29
(
2005
)
10
,
pp. 2503-2522
Persistent link: https://www.econbiz.de/10003071024
Saved in:
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