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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Insurance / Mathematics & economics"
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Search: subject:"Option"
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Option pricing theory
255
Optionspreistheorie
255
Stochastic process
100
Stochastischer Prozess
100
Volatility
73
Volatilität
73
Option trading
57
Optionsgeschäft
57
Theorie
50
Theory
50
Portfolio selection
39
Portfolio-Management
39
Lebensversicherung
36
Life insurance
36
Derivat
34
Derivative
34
Yield curve
30
Zinsstruktur
30
Hedging
27
Interest rate
27
Zins
27
Black-Scholes model
26
Black-Scholes-Modell
26
Credit risk
25
Kreditrisiko
25
Credit derivative
21
Kreditderivat
21
Finanzmathematik
20
Mathematical finance
20
Estimation
19
Schätzung
19
USA
19
United States
19
Interest rate derivative
18
Zinsderivat
18
Markov chain
16
Markov-Kette
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Risk
16
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15
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Article in journal
330
Aufsatz in Zeitschrift
330
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English
330
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Takahashi, Akihiko
10
Shen, Yang
6
Siu, Tak Kuen
6
Pelsser, Antoon André Jean
5
Ziveyi, Jonathan
5
Fujita, Takahiko
4
Sorwar, Ghulam
4
Yang, Hailiang
4
Chiarella, Carl
3
Dhaene, Jan
3
Fabozzi, Frank J.
3
Feng, Runhuan
3
Fujii, Masaaki
3
Gerber, Hans U.
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Liao, Szu-Lang
3
Madan, Dilip B.
3
Muroi, Yoshifumi
3
Palmowski, Zbigniew
3
Shirakawa, Hiroshi
3
Shiu, Elias S. W.
3
Takaoka, Koichiro
3
Tunaru, Radu
3
Wong, Hoi Ying
3
Yamada, Yuji
3
Yamazaki, Kazutoshi
3
Zeng, Yan
3
Bo, Lijun
2
Chen, An
2
Chen, Ping
2
Costabile, Massimo
2
Deelstra, Griselda
2
Delong, Łukasz
2
Elliott, Robert J.
2
Fusai, Gianluca
2
Godin, Frédéric
2
Grasselli, Martino
2
Hainaut, Donatien
2
Hamori, Shigeyuki
2
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Applied financial economics
Asia-Pacific financial markets
Insurance / Mathematics & economics
International journal of theoretical and applied finance
553
The journal of futures markets
540
Journal of banking & finance
384
Mathematical finance : an international journal of mathematics, statistics and financial theory
297
The journal of derivatives : the official publication of the International Association of Financial Engineers
290
Applied mathematical finance
268
The journal of computational finance
263
Finance and stochastics
251
Review of derivatives research
212
Quantitative finance
208
Journal of financial economics
183
Finance research letters
176
Journal of economic dynamics & control
166
European journal of operational research : EJOR
155
The review of financial studies
155
The journal of finance : the journal of the American Finance Association
132
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
117
Journal of mathematical finance
117
Computational economics
116
The European journal of finance
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
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
83
Energy economics
80
International Journal of Theoretical and Applied Finance (IJTAF)
80
Economic modelling
79
The journal of corporate finance : contracting, governance and organization
73
Journal of international financial markets, institutions & money
72
Journal of risk and financial management : JRFM
70
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ECONIS (ZBW)
330
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1
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
2
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
3
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
4
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:
5
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:
6
Efficient
option
risk measurement with reduced model risk
Mitra, Sovan
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
Saved in:
7
Pension risk management with funding and buyout options
Cox, Samuel H.
;
Lin, Yijia
;
Shi, Tianxiang
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 183-200
Persistent link: https://www.econbiz.de/10011825260
Saved in:
8
Understanding delta-hedged
option
returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
9
Valuation of employee stock options using the exercise multiple approach and life tables
Kyng, Timothy
;
Konstandatos, Otto
;
Bienek, Tobias
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 17-26
Persistent link: https://www.econbiz.de/10011492438
Saved in:
10
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
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