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~isPartOf:"Applied financial economics"
~isPartOf:"Applied mathematical finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Search: subject:"Option"
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Option pricing theory
482
Optionspreistheorie
482
Theorie
220
Theory
220
Option trading
160
Optionsgeschäft
160
Volatility
160
Volatilität
160
Stochastic process
120
Stochastischer Prozess
120
Derivat
99
Derivative
99
Black-Scholes model
71
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71
USA
64
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64
Hedging
61
Yield curve
61
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61
Interest rate derivative
54
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54
Estimation
39
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39
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39
Credit risk
32
Kreditrisiko
32
Credit derivative
31
Kreditderivat
31
Statistical distribution
26
Statistische Verteilung
26
Aktienoption
25
Stock option
25
CAPM
23
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Portfolio selection
22
Portfolio-Management
22
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20
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20
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1
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1
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English
640
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Chen, Son-nan
7
Wu, Ting-pin
7
Eberlein, Ernst
6
Fabozzi, Frank J.
6
Hull, John
6
White, Alan
6
Kwok, Yue-Kuen
5
Sircar, Kaushik Ronnie
5
Tian, Yisong Sam
5
Zagst, Rudi
5
Benth, Fred Espen
4
Carr, Peter
4
Chiarella, Carl
4
Ederington, Louis H.
4
Escobar, Marcos
4
Howison, Sam
4
Madan, Dilip B.
4
Rebonato, Riccardo
4
Ritchken, Peter H.
4
Russo, Emilio
4
Sabino, Piergiacomo
4
Schoutens, Wim
4
Sorwar, Ghulam
4
Wu, Liuren
4
Atkinson, Colin
3
Avellaneda, Marco
3
Bermin, Hans-Peter
3
Bernard, Carole
3
Boyle, Phelim P.
3
Chaput, J. Scott
3
Chesney, Marc
3
Cohen, Samuel N.
3
Duck, Peter W.
3
Elliott, Robert J.
3
Glau, Kathrin
3
Kennedy, Joanne E.
3
Kim, Young Shin
3
Klein, Peter
3
Lehnert, Thorsten
3
Liao, Szu-Lang
3
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Applied financial economics
Applied mathematical finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
554
The journal of futures markets
545
Journal of banking & finance
386
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
The journal of computational finance
269
Finance and stochastics
251
Review of derivatives research
213
Quantitative finance
208
Journal of financial economics
183
Finance research letters
176
Journal of economic dynamics & control
169
European journal of operational research : EJOR
155
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
145
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
133
Research paper series / Swiss Finance Institute
126
Journal of financial and quantitative analysis : JFQA
125
The North American journal of economics and finance : a journal of financial economics studies
122
International journal of financial engineering
121
International review of financial analysis
121
The European journal of finance
119
Journal of mathematical finance
117
Computational economics
116
Review of quantitative finance and accounting
111
International review of economics & finance : IREF
108
Risks : open access journal
108
The journal of fixed income
108
NBER Working Paper
105
MPRA Paper
104
Asia-Pacific financial markets
97
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Journal of empirical finance
85
Applied economics
84
Journal of econometrics
84
Energy economics
80
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ECONIS (ZBW)
640
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1
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
2
Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
Saved in:
3
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
Saved in:
4
On the valuation of discrete Asian options in high volatility environments
Desmettre, Sascha
;
Wenzel, Jörg
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 508-533
geometric means of asset prices converges to zero. Moreover, we elaborate on the direct consequences for
option
prices based on …
Persistent link: https://www.econbiz.de/10013411769
Saved in:
5
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
6
Hedging
option
books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
7
Exchange
option
pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
8
Static replication of European multi-asset options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
Saved in:
9
American strangle options
Qiu, Shi
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 228-263
Persistent link: https://www.econbiz.de/10012315168
Saved in:
10
Detecting and repairing arbitrage in traded
option
prices
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
Saved in:
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