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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Experiment"
~subject:"Theorie"
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Search: subject:"Option"
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Experiment
Theorie
Option pricing theory
160
Optionspreistheorie
160
Volatility
66
Volatilität
66
Option trading
63
Optionsgeschäft
63
Stochastic process
57
Stochastischer Prozess
57
Credit risk
36
Kreditrisiko
36
Theory
35
Derivat
33
Derivative
33
Black-Scholes model
32
Black-Scholes-Modell
32
Credit derivative
27
Kreditderivat
27
Yield curve
23
Zinsstruktur
23
Option pricing
15
Risikoprämie
15
Risk premium
15
Financial crisis
14
Finanzkrise
14
ARCH model
13
ARCH-Modell
13
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
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13
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Hedging
12
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11
Markov chain
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10
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10
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44
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English
44
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Takahashi, Akihiko
4
Lee, Hangsuck
3
Fujita, Takahiko
2
Kim, Yong-jin
2
Ko, Bangwon
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Shirakawa, Hiroshi
2
Ahn, Hyungsok
1
Ahn, Soohan
1
Becchere, Giovanni
1
Caporin, Massimiliano
1
Carr, Peter
1
Chan, Tat Lung
1
Chen, Can
1
Chen, Xiaoguo
1
Chen, Zhuming
1
Chiarella, Carl
1
Choi, Yang Ho
1
Chung, Tsz-Kin
1
Dai, Min
1
Delbaen, Freddy
1
Dong, Chaohua
1
Dong, Yinghui
1
Fouque, Jean-Pierre
1
Fujii, Masaaki
1
Gao, Jiti
1
Grossinho, Maria do Rosário
1
Harris, Oneil
1
Ho, Hwai-chung
1
Huang, Shang-Ho
1
Hui, Cho H.
1
Ishimura, Naoyuki
1
Jing, Bo
1
Kagenishi, Yoshiteru
1
Kariya, Takeaki
1
Kim, Eunchae
1
Kord, Yaser
1
Kunitomo, Naoto
1
Kwok, Yue-Kuen
1
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Asia-Pacific financial markets
The North American journal of economics and finance : a journal of financial economics studies
Mathematical finance : an international journal of mathematics, statistics and financial theory
233
International journal of theoretical and applied finance
182
Finance and stochastics
135
The journal of futures markets
128
The journal of derivatives : the official publication of the International Association of Financial Engineers
125
Journal of banking & finance
112
Applied mathematical finance
93
The journal of computational finance
91
Review of derivatives research
81
The review of financial studies
75
Journal of economic dynamics & control
65
Journal of financial economics
60
The journal of finance : the journal of the American Finance Association
60
Working paper / National Bureau of Economic Research, Inc.
46
Journal of financial and quantitative analysis : JFQA
45
The journal of fixed income
45
Advances in futures and options research : a research annual
44
The journal of real estate finance and economics
43
The European journal of finance
38
SFB 649 discussion paper
37
Working paper series / Centre for Practical Quantitative Finance
37
Gabler Edition Wissenschaft
35
Quantitative finance
33
Europäische Hochschulschriften / 5
32
Discussion paper / Centre for Economic Policy Research
31
Finance : revue de l'Association Française de Finance
31
SpringerLink / Bücher
31
International review of economics & finance : IREF
30
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
Discussion paper / B
26
Computational economics
24
Decisions in economics and finance : DEF ; a journal of applied mathematics
24
NBER working paper series
24
Série des documents de travail / Centre de Recherche en Économie et Statistique
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Working paper
23
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
23
Mathematical methods of operations research
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
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ECONIS (ZBW)
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1
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
2
Multi-step barrier products and static hedging
Lee, Hangsuck
;
Choi, Yang Ho
;
Lee, Gaeun
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449307
Saved in:
3
Consistent pricing of VIX options with the Hawkes jump-diffusion model
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
Saved in:
4
Hedging and pricing early-exercise options with complex fourier series expansion
Chan, Tat Lung
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012666044
Saved in:
5
Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
Lee, Hangsuck
;
Ahn, Soohan
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
Saved in:
6
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:
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
An FBSDE approach to American
option
pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
9
Carbon
option
price forecasting based on modified fractional Brownian motion optimized by GARCH model in carbon emission trading
Liu, Zhibin
;
Huang, Shang-Ho
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012667720
Saved in:
10
Director co-
option
and future market share growth
Harris, Oneil
;
Nguyen, Trung
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013534054
Saved in:
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