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~isPartOf:"Applied financial economics"
~isPartOf:"Asia-Pacific financial markets"
~subject:"Option trading"
~type:"article"
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Option trading
Option pricing theory
116
Optionspreistheorie
116
Volatility
47
Volatilität
47
Optionsgeschäft
42
Theorie
41
Theory
41
Stochastic process
34
Stochastischer Prozess
34
Black-Scholes model
24
Black-Scholes-Modell
24
Yield curve
23
Zinsstruktur
23
Derivat
20
Derivative
20
Estimation
17
Schätzung
17
Credit risk
16
Interest rate derivative
16
Kreditrisiko
16
Zinsderivat
16
USA
15
United States
15
Credit derivative
13
Interest rate
13
Kreditderivat
13
Zins
13
Incomplete market
10
Risikoprämie
10
Risk premium
10
Unvollkommener Markt
10
ARCH model
8
ARCH-Modell
8
CAPM
8
Japan
8
Aktienoption
7
Currency option
7
Devisenoption
7
Markov chain
7
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42
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English
42
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Hishida, Yuji
2
Li, Steven
2
Liao, Szu-Lang
2
Ahn, Hyungsok
1
Alfay, Elia
1
Allen, David E.
1
Becchere, Giovanni
1
Bedrossian, Robert
1
Berg, Egil
1
Brevik, Trond
1
Brorsen, B. Wade
1
Calado, João Paulo Tomé
1
Corredor, Pilar
1
Dai, Min
1
Fujii, Masaaki
1
Fujita, Takahiko
1
Fukuta, Yuichi
1
Garcia, Maria Terese Medeiros
1
Grossinho, Maria do Rosário
1
Halme, Tero
1
Hansen, Charlotte S.
1
Ishigaki, Yuta
1
Ishizaka, Motokazu
1
Kamizono, Kenji
1
Kanniainen, Juho
1
Kariya, Takeaki
1
Kawanishi, Yasuhiro
1
Kim, Yong-jin
1
Kord, Yaser
1
Kruse, Susanne
1
Kuo, I.-doun
1
Kwok, Yue-Kuen
1
Lian, Yu-Min
1
Lin, Shih-kuei
1
Lin, Yueh-neng
1
Lindensjö, Kristoffer
1
Liu, Regina Y.
1
Liu, Xiaoquan
1
Loudon, Geoffrey F.
1
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Applied financial economics
Asia-Pacific financial markets
The journal of futures markets
189
International journal of theoretical and applied finance
110
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
59
Applied mathematical finance
54
Finance research letters
54
Quantitative finance
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
31
Journal of financial and quantitative analysis : JFQA
31
The review of financial studies
30
Computational economics
29
European journal of operational research : EJOR
29
Journal of mathematical finance
27
Review of quantitative finance and accounting
27
Management science : journal of the Institute for Operations Research and the Management Sciences
25
International review of financial analysis
24
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Applied economics
20
Risks : open access journal
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
Economic modelling
15
Insurance / Mathematics & economics
15
Journal of empirical finance
15
Applied economics letters
14
Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Pricing CIR yield options by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
Saved in:
7
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:
8
A new type of barrier options : lizard
option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
9
An FBSDE approach to American
option
pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
10
Pricing gold options under Markov-modulated jump-diffusion processes
Lin, Shih-kuei
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 825-836
Persistent link: https://www.econbiz.de/10010402550
Saved in:
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