//--> //--> //-->
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:"Review of quantitative finance and accounting"
~isPartOf:"Working papers"
~subject:"Martingale"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Martingale
Option pricing theory
305
Optionspreistheorie
305
Stochastic process
100
Stochastischer Prozess
100
Volatility
100
Volatilität
100
Option trading
71
Optionsgeschäft
71
Derivat
66
Derivative
66
Theorie
65
Theory
65
Black-Scholes model
35
Black-Scholes-Modell
35
Hedging
32
Yield curve
24
Zinsstruktur
24
CAPM
21
Credit risk
17
Kreditrisiko
17
Risiko
16
Risk
16
Statistical distribution
16
Statistische Verteilung
16
Swap
16
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Portfolio selection
14
Portfolio-Management
14
stochastic volatility
12
Experiment
11
Simulation
11
Aktienoption
10
Estimation
10
Interest rate derivative
10
Markov chain
10
Markov-Kette
10
Martingal
10
Schätzung
10
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Albrecher, H.
1
Bouzianis, George
1
Cheang, Gerald H. L.
1
Chevalier, Etienne
1
Chiarella, Carl
1
Criens, David
1
Fouque, Jean-Pierre
1
Glau, Kathrin
1
Grbac, Zorana
1
Hess, Markus
1
Hu, Ruimeng
1
Hughston, Lane P.
1
Konlack, Virginie S.
1
Lim, Thomas
1
Madan, Dilip B.
1
Mayer, Philipp
1
Mwaniki, Ivivi Joseph
1
Ménassé, Clément
1
Romero, Ricardo Romo
1
Schoutens, W.
1
Ssebugenyi, Cyrus Seera
1
Tankov, Peter
1
more ...
less ...
Published in...
All
Applied mathematical finance
Review of quantitative finance and accounting
Working papers
Finance and stochastics
32
International journal of theoretical and applied finance
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Research paper series / Swiss Finance Institute
8
Journal of mathematical finance
7
Risks : open access journal
6
Asia-Pacific financial markets
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Mathematical methods of operations research
5
Quantitative finance
5
Swiss Finance Institute Research Paper
5
The journal of futures markets
5
International journal of financial engineering
4
Mathematics and financial economics
4
Review of derivatives research
4
Annals of finance
3
Journal of risk and financial management : JRFM
3
Mathematics of operations research
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Discussion paper / B
2
Discussion paper series / LSE Financial Markets Group
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
European journal of operational research : EJOR
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Mathematical finance
2
Operations research letters
2
SFB 649 discussion paper
2
Springer finance
2
The journal of computational finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied economics
1
Arbetsrapport / Sveriges Lantbruksuniversitet, Institutionen för Skogsekonomi
1
Asia Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
CORE discussion papers : DP
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
2
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
3
Portfolio optimization under fast mean-reverting and rough fractional stochastic environment
Fouque, Jean-Pierre
;
Hu, Ruimeng
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 361-388
Persistent link: https://www.econbiz.de/10012129167
Saved in:
4
Financial jeopardy
Madan, Dilip B.
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10011746988
Saved in:
5
Martingale property of exponential semimartingales : a note on explicit conditions and applications to asset price and Libor models
Criens, David
;
Glau, Kathrin
;
Grbac, Zorana
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 23-37
Persistent link: https://www.econbiz.de/10011746992
Saved in:
6
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
7
Indifference fee rate for variable annuities
Chevalier, Etienne
;
Lim, Thomas
;
Romero, Ricardo Romo
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
Saved in:
8
On the minimal entropy martingale measure and multinomial lattices with cumulants
Ssebugenyi, Cyrus Seera
;
Mwaniki, Ivivi Joseph
; …
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 359-379
Persistent link: https://www.econbiz.de/10010187658
Saved in:
9
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 245-276
Persistent link: https://www.econbiz.de/10009381930
Saved in:
10
General lower bounds for arithmetic Asian option prices
Albrecher, H.
;
Mayer, Philipp
;
Schoutens, W.
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 123-149
Persistent link: https://www.econbiz.de/10003751123
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->