//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers"
~subject:"Derivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Optionspreistheorie"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Option pricing theory
447
Optionspreistheorie
447
Stochastic process
168
Stochastischer Prozess
168
Volatility
153
Volatilität
153
Derivative
108
Option trading
90
Optionsgeschäft
90
Theorie
74
Theory
74
Hedging
43
Black-Scholes model
40
Black-Scholes-Modell
40
Finance
37
Monte Carlo simulation
30
Monte-Carlo-Simulation
30
Statistical distribution
30
Statistische Verteilung
30
Yield curve
29
Zinsstruktur
29
Portfolio selection
28
Portfolio-Management
28
Option pricing
26
Swap
25
CAPM
24
Estimation
23
Schätzung
23
Simulation
23
Estimation theory
21
Schätztheorie
21
Markov chain
20
Markov-Kette
20
Credit risk
19
Experiment
19
Kreditrisiko
19
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Real options analysis
17
more ...
less ...
Online availability
All
Undetermined
49
Free
2
Type of publication
All
Article
106
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
105
Aufsatz in Zeitschrift
105
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
108
Author
All
Benth, Fred Espen
3
Gouriéroux, Christian
3
Monfort, Alain
3
Sabino, Piergiacomo
3
Cao, Yi
2
Cohen, Samuel N.
2
Eberlein, Ernst
2
Fusai, Gianluca
2
Howison, Sam
2
Kirkby, J. Lars
2
Liu, Xiaoquan
2
Lyons, Terry
2
Nejad, Sina
2
Park, Yang-Ho
2
Reisinger, Christoph
2
Sircar, Kaushik Ronnie
2
Wang, Sheng
2
Xiu, Dacheng
2
Zheng, Wendong
2
Alaton, Peter
1
Albanese, Claudio
1
Alexandridis, A.
1
Alibeiki, Hedayat
1
Aly, Sidi Mohamed Ould
1
Amengual, Dante
1
Anh Ngoc Lai
1
Antonelli, Fabio
1
Arribas, Imanol Perez
1
Aït-Sahalia, Yacine
1
Badran, Alexander
1
Bajeux-Besnainou, Isabelle
1
Baldeaux, Jan
1
Balter, Anne G.
1
Bandi, Chaithanya
1
Bao, Qunfang
1
Barone-Adesi, Giovanni
1
Bayraktar, E.
1
Bertsimas, Dimitris
1
Bollin, Bartłomiej
1
Bondarenko, Oleg
1
more ...
less ...
Published in...
All
Applied mathematical finance
European journal of operational research : EJOR
Journal of econometrics
Working papers
International journal of theoretical and applied finance
101
Review of derivatives research
44
Quantitative finance
39
The journal of computational finance
32
The journal of futures markets
31
Journal of banking & finance
30
Journal of mathematical finance
30
International journal of financial engineering
23
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Finance and stochastics
20
Risks : open access journal
20
The journal of derivatives : JOD
20
The European journal of finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
15
Finance research letters
15
SpringerLink / Bücher
15
Insurance / Mathematics & economics
14
Applied economics letters
13
International review of financial analysis
13
Annals of finance
12
International review of economics & finance : IREF
12
Journal of risk and financial management : JRFM
11
SFB 649 discussion paper
11
Mathematical finance
10
Research paper series / Swiss Finance Institute
10
Wiley finance series
10
Applied economics
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Asia-Pacific financial markets
8
Economic modelling
8
Journal of financial economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematics and financial economics
8
more ...
less ...
Source
All
ECONIS (ZBW)
108
Showing
1
-
10
of
108
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Variance Gamma model in hedging vanilla and exotic options
Bollin, Bartłomiej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322240
Saved in:
3
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:
4
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:
5
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
6
To expand and to abandon : real options under asset variance risk premium
Alibeiki, Hedayat
;
Lotfaliei, Babak
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 771-787
Persistent link: https://www.econbiz.de/10013207304
Saved in:
7
Approximate value adjustments for European claims
Antonelli, Fabio
;
Ramponi, Alessandro
;
Scarlatti, Sergio
- In:
European journal of operational research : EJOR
300
(
2022
)
3
,
pp. 1149-1161
Persistent link: https://www.econbiz.de/10013207329
Saved in:
8
CDS pricing with fractional Hawkes processes
Ketelbuters, John-John
;
Hainaut, Donatien
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1139-1150
Persistent link: https://www.econbiz.de/10013263023
Saved in:
9
Pricing discretely-monitored double barrier options with small probabilities of execution
Kontosakos, Vasileios E.
;
Mendonca, Keegan
;
Pantelous, …
- In:
European journal of operational research : EJOR
290
(
2021
)
1
,
pp. 313-330
Persistent link: https://www.econbiz.de/10012436366
Saved in:
10
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian
;
Zou, Yihan
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->