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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International journal of financial engineering"
~subject:"Black-Scholes-Modell"
~subject:"Schätztheorie"
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Black-Scholes-Modell
Schätztheorie
Option pricing theory
192
Optionspreistheorie
192
Stochastic process
80
Stochastischer Prozess
80
Volatility
69
Volatilität
69
Option trading
53
Optionsgeschäft
53
Black-Scholes model
40
Derivat
32
Derivative
32
Theorie
31
Theory
31
Yield curve
27
Zinsstruktur
27
Credit risk
23
Kreditrisiko
23
CAPM
18
Portfolio selection
18
Portfolio-Management
18
Option pricing
14
Experiment
13
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Credit derivative
12
Incomplete market
12
Interest rate derivative
12
Kreditderivat
12
Markov chain
12
Markov-Kette
12
Unvollkommener Markt
12
Zinsderivat
12
Estimation theory
11
Hedging
11
option pricing
10
Martingal
9
Martingale
9
Statistical distribution
9
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48
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48
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48
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English
48
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Takahashi, Akihiko
3
Fujita, Takahiko
2
Giribone, Pier Giuseppe
2
Kim, Yong-jin
2
Ligato, Simone
2
Madan, Dilip B.
2
Mulas, Martina
2
Takaoka, Koichiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Aghili, A.
1
Batten, Jonathan A.
1
Burro, Giacomo
1
Chan, Leunglung
1
Chen, Bangren
1
Cui, Zhenyu
1
Dash, Mihir
1
Duran, Ahmet
1
Fan, Yulian
1
Feng, Yuqiang
1
Florescu, Ionuţ
1
Fujii, Masaaki
1
Futami, Hidenori
1
Gardi, Bayar
1
Grossinho, Maria do Rosário
1
Hayashi, Masafumi
1
Ishimura, Naoyuki
1
Jacquier, Antoine
1
Jahandizi, R. Shokri
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kanwal, Samra
1
Kawanishi, Yasuhiro
1
Khalsaraei, M. Mehdizadeh
1
Klebaner, Fima C.
1
Kord, Yaser
1
Kunitomo, Naoto
1
Kılıçman, Adem
1
Lalit, Prasad Narahar
1
Li, Yu
1
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Asia-Pacific financial markets
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
Finance research letters
16
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)
48
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Negative interest rates effects on
option
pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
10
Analytical approximation for spread
option
pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
Saved in:
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