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~isPartOf:"Applied mathematical finance"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of empirical finance"
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Search: subject:"Option"
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Option pricing theory
487
Optionspreistheorie
487
Stochastic process
174
Stochastischer Prozess
174
Volatility
173
Volatilität
173
Theorie
138
Theory
138
Option trading
120
Optionsgeschäft
120
Derivat
112
Derivative
112
Black-Scholes model
68
Black-Scholes-Modell
68
Yield curve
57
Zinsstruktur
57
Credit risk
55
Kreditrisiko
55
Hedging
49
Finance
42
Credit derivative
37
Kreditderivat
37
Portfolio selection
35
Portfolio-Management
35
Monte Carlo simulation
34
Monte-Carlo-Simulation
34
Risikoprämie
33
Risk premium
33
CAPM
32
Swap
31
Interest rate derivative
30
Zinsderivat
30
Estimation
29
Schätzung
29
Option pricing
28
Risk
27
Markov chain
26
Markov-Kette
26
Risiko
26
Experiment
25
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Undetermined
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7
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605
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604
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English
605
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Takahashi, Akihiko
11
Chiarella, Carl
8
Kwok, Yue-Kuen
7
Cui, Zhenyu
6
Eberlein, Ernst
6
Sircar, Kaushik Ronnie
6
Elliott, Robert J.
5
Fusai, Gianluca
5
Kirkby, J. Lars
5
Madan, Dilip B.
5
Muroi, Yoshifumi
5
Siu, Tak Kuen
5
Benth, Fred Espen
4
Escobar, Marcos
4
Fujita, Takahiko
4
Howison, Sam
4
Liu, Xiaoquan
4
Marazzina, Daniele
4
Nguyen, Duy
4
Sabino, Piergiacomo
4
Shiraya, Kenichiro
4
Wong, Hoi Ying
4
Zagst, Rudi
4
Ševčovič, Daniel
4
Ahn, Hyungsok
3
Atkinson, Colin
3
Avellaneda, Marco
3
Baldeaux, Jan
3
Ballestra, Luca Vincenzo
3
Bermin, Hans-Peter
3
Carr, Peter
3
Chesney, Marc
3
Cohen, Samuel N.
3
Date, Paresh
3
Fabozzi, Frank J.
3
Fanelli, Viviana
3
Fujii, Masaaki
3
Germano, Guido
3
Glau, Kathrin
3
Joshi, Mark S.
3
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Applied mathematical finance
Asia-Pacific financial markets
European journal of operational research : EJOR
Journal of empirical finance
International journal of theoretical and applied finance
554
The journal of futures markets
542
Journal of banking & finance
386
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
The journal of derivatives : the official publication of the International Association of Financial Engineers
290
The journal of computational finance
267
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
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
120
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
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Applied economics
84
Journal of econometrics
84
Applied financial economics
82
Energy economics
80
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ECONIS (ZBW)
605
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605
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Date (oldest first)
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
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
4
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:
5
Price convergence between credit default swap and put
option
: new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
6
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:
7
Option
gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
8
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:
9
Option
price implied information and REIT returns
Cao, Jie
;
Han, Bing
;
Song, Linjia
;
Zhan, Xintong
- In:
Journal of empirical finance
71
(
2023
),
pp. 13-28
Persistent link: https://www.econbiz.de/10014292350
Saved in:
10
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
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