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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of financial engineering"
~subject:"Black-Scholes-Modell"
~subject:"Schätztheorie"
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Search: subject:"Option"
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Black-Scholes-Modell
Schätztheorie
Option pricing theory
296
Optionspreistheorie
296
Volatility
123
Volatilität
123
Stochastic process
116
Stochastischer Prozess
116
Option trading
107
Optionsgeschäft
107
Derivat
56
Derivative
56
Black-Scholes model
52
Credit risk
48
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48
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43
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Theorie
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Theory
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Yield curve
39
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31
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Hedging
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Option pricing
24
Risikoprämie
22
Risk premium
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Markov chain
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Markov-Kette
21
Share price
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Aktienoption
20
Estimation
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Schätzung
20
Stock option
20
Experiment
19
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16
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64
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Madan, Dilip B.
4
Takahashi, Akihiko
3
Fujita, Takahiko
2
Giribone, Pier Giuseppe
2
Kim, Yong-jin
2
Ligato, Simone
2
Mulas, Martina
2
Roynette, B.
2
Shiohama, Takayuki
2
Takaoka, Koichiro
2
Tamaki, Kenichiro
2
Wang, King
2
Yor, Marc
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Aghili, A.
1
Agliardi, Rossella
1
Ahmadian, D.
1
Alcock, Jamie
1
Ballestra, L.V.
1
Bates, David S.
1
Batten, Jonathan A.
1
Braouezec, Yann
1
Burro, Giacomo
1
Carr, Peter
1
Chan, Leunglung
1
Chen, Bangren
1
Cui, Zhenyu
1
Dash, Mihir
1
Duran, Ahmet
1
Ewald, Christian-Oliver
1
Fan, Yulian
1
Feng, Yuqiang
1
Florescu, Ionuţ
1
Fujii, Masaaki
1
Futami, Hidenori
1
Gardi, Bayar
1
Golbabai, A.
1
Gray, Philip K.
1
Grossinho, Maria do Rosário
1
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Asia-Pacific financial markets
Finance research letters
International journal of financial engineering
International journal of theoretical and applied finance
85
Mathematical finance : an international journal of mathematics, statistics and financial theory
46
The journal of futures markets
43
Applied mathematical finance
39
The journal of computational finance
37
Finance and stochastics
35
Computational economics
33
The journal of derivatives : the official publication of the International Association of Financial Engineers
31
Quantitative finance
30
Review of derivatives research
28
Journal of banking & finance
25
Journal of econometrics
25
Journal of mathematical finance
25
Journal of economic dynamics & control
17
The North American journal of economics and finance : a journal of financial economics studies
15
European journal of operational research : EJOR
14
Risks : open access journal
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
The European journal of finance
12
Options : classic approaches to pricing and modelling
11
The review of financial studies
11
Applied economics
10
International review of financial analysis
10
Journal of risk and financial management : JRFM
10
Review of quantitative finance and accounting
10
CoFE discussion papers
9
Journal of empirical finance
9
Research paper series / Swiss Finance Institute
9
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of financial economics
8
The journal of finance : the journal of the American Finance Association
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Advances in futures and options research : a research annual
7
Advances in quantitative analysis of finance and accounting : a research annual
7
Applied financial economics
7
Discussion paper / B
7
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ECONIS (ZBW)
64
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1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
3
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
4
Double barrier American put
option
pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
5
Binomial tree method for
option
pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
6
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
7
Modeling of implied volatility surfaces of nifty index options
Dash, Mihir
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012314517
Saved in:
8
A meshless multiquadric quasi-interpolation method for time fractional Black-Scholes model
Pan, Gaoyongqi
;
Zhang, Shengliang
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014304284
Saved in:
9
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
10
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:
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