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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Search: subject:"Option"
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Option pricing theory
331
Optionspreistheorie
331
Theorie
252
Theory
252
Volatility
91
Volatilität
91
Stochastic process
90
Stochastischer Prozess
90
Option trading
71
Optionsgeschäft
71
Black-Scholes model
58
Black-Scholes-Modell
58
Yield curve
52
Zinsstruktur
52
Hedging
51
Derivat
35
Derivative
35
Portfolio selection
33
Portfolio-Management
33
Incomplete market
32
Unvollkommener Markt
32
CAPM
28
Credit risk
22
Kreditrisiko
22
Martingal
22
Martingale
22
Transaction costs
18
Transaktionskosten
18
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Markov chain
16
Markov-Kette
16
Interest rate derivative
15
Search theory
15
Suchtheorie
15
Swap
15
Zinsderivat
15
Credit derivative
11
Estimation theory
11
Kreditderivat
11
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45
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1
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394
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394
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1
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1
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English
394
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Takahashi, Akihiko
11
Madan, Dilip B.
8
Carr, Peter
7
Rogers, Leonard C. G.
7
Kwok, Yue-Kuen
6
Linetsky, Vadim
6
Yor, Marc
6
Elliott, Robert J.
5
Bender, Christian
4
Cont, Rama
4
Dai, Min
4
Frey, Rüdiger
4
Fujita, Takahiko
4
Geman, Hélyette
4
Hobson, David G.
4
Kallsen, Jan
4
Levendorskij, Sergej Z.
4
Platen, Eckhard
4
Schachermayer, Walter
4
Sircar, Kaushik Ronnie
4
Touzi, Nizar
4
Bayraktar, Erhan
3
Bensoussan, Alain
3
Bermin, Hans-Peter
3
Bielecki, Tomasz R.
3
Brigo, Damiano
3
Capponi, Agostino
3
Eberlein, Ernst
3
El Karoui, Nicole
3
Fujii, Masaaki
3
Glasserman, Paul
3
Henderson, Vicky
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Mijatovi´c, Aleksandar
3
Muroi, Yoshifumi
3
Renault, Eric
3
Rutkowski, Marek
3
Schweizer, Martin
3
Shirakawa, Hiroshi
3
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Asia-Pacific financial markets
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
553
The journal of futures markets
540
Journal of banking & finance
384
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
Journal of mathematical finance
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)
394
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1
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394
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1
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:
2
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:
3
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:
4
Option
pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
5
Understanding delta-hedged
option
returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
6
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
7
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
8
Pricing CIR yield options by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
Saved in:
9
Commodity spread
option
with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
10
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
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