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Search: subject:"Option"
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Option pricing theory
184
Optionspreistheorie
184
Stochastic process
73
Stochastischer Prozess
73
Volatility
59
Volatilität
59
Option trading
49
Optionsgeschäft
49
Derivat
43
Derivative
43
Black-Scholes model
40
Black-Scholes-Modell
40
Theorie
30
Theory
30
CAPM
24
Yield curve
24
Zinsstruktur
24
Credit risk
19
Kreditrisiko
19
Portfolio selection
18
Portfolio-Management
18
Option Pricing
15
Experiment
12
Martingal
12
Martingale
12
Interest rate
11
Zins
11
Credit derivative
10
Incomplete market
10
Interest rate derivative
10
Kreditderivat
10
Markov chain
10
Markov-Kette
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Statistical distribution
10
Statistische Verteilung
10
Unvollkommener Markt
10
Zinsderivat
10
Hedging
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214
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214
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English
214
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Takahashi, Akihiko
10
Fujita, Takahiko
4
Muroi, Yoshifumi
4
Ezepue, Patrick Oseloka
3
Fadugba, Sunday Emmanuel
3
Fujii, Masaaki
3
Hao, Ruili
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Mataramvura, Sure
3
Ngare, Philip
3
Nwozo, Chuma Raphael
3
Shirakawa, Hiroshi
3
Takaoka, Koichiro
3
Urama, Thomas Chinwe
3
Yamada, Yuji
3
Zhang, Liangliang
3
Appadoo, Srimantoorao S.
2
Atta-Mensah, Joseph
2
Chiarella, Carl
2
Contreras, Mauricio
2
Gao, Min
2
Gu, Guiding
2
Hishida, Yuji
2
Hsiao, Yi-long
2
Hui, Cho H.
2
Ishimura, Naoyuki
2
Jagannathan, Raj
2
Klebaner, Fima C.
2
Koulis, Theodoro
2
Kwok, Yue-Kuen
2
Liu, Yinglin
2
Lo, Chi-fai
2
Madan, Dilip B.
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Mukupa, George M.
2
Nakajima, Katsushi
2
Ochiai, Natsumi
2
Offen, Elias R.
2
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Asia-Pacific financial markets
Journal of mathematical finance
International journal of theoretical and applied finance
553
The journal of futures markets
540
Journal of banking & finance
384
Mathematical finance : an international journal of mathematics, statistics and financial theory
297
The journal of derivatives : the official publication of the International Association of Financial Engineers
290
Applied mathematical finance
268
The journal of computational finance
263
Finance and stochastics
251
Review of derivatives research
212
Quantitative finance
208
Journal of financial economics
183
Finance research letters
176
Journal of economic dynamics & control
166
European journal of operational research : EJOR
155
The review of financial studies
155
Insurance / Mathematics & economics
151
The journal of finance : the journal of the American Finance Association
132
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
117
Computational economics
116
The European journal of finance
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
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Journal of empirical finance
85
Applied economics
84
Journal of econometrics
83
Applied financial economics
82
Energy economics
80
International Journal of Theoretical and Applied Finance (IJTAF)
80
Economic modelling
79
The journal of corporate finance : contracting, governance and organization
73
Journal of international financial markets, institutions & money
72
Journal of risk and financial management : JRFM
70
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ECONIS (ZBW)
214
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1
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
2
Alternative financing instruments for African economies
Mpapalika, Jane
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 42-57
Persistent link: https://www.econbiz.de/10012545307
Saved in:
3
The British binary
option
Gao, Min
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 747-762
Persistent link: https://www.econbiz.de/10012433492
Saved in:
4
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
5
A linear regression approach for determining
option
pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
6
The call
option
pricing based on investment strategy with stochastic interest rate
Zhang, Xin
;
Shu, Huisheng
;
Kan, Xiu
;
Fang, Yingyi
; …
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10011846108
Saved in:
7
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:
8
The end of the month
option
and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
9
Application of fast N-body algorithm to
option
pricing under CGMY model
Sakuma, Takayuki
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
Saved in:
10
Risk-neutral pricing of European call options : a specious concept
Cassidy, Daniel T.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011874770
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