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~isPartOf:"Asia-Pacific financial markets"
~subject:"Black-Scholes model"
~subject:"Experiment"
~subject:"Theorie"
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Search: subject:"Option"
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Black-Scholes model
Experiment
Theorie
Option pricing theory
77
Optionspreistheorie
77
Theory
26
Stochastic process
24
Stochastischer Prozess
24
Option trading
22
Optionsgeschäft
22
Volatility
22
Volatilität
22
Black-Scholes-Modell
18
Yield curve
14
Zinsstruktur
14
Credit risk
11
Kreditrisiko
11
Derivat
9
Derivative
9
CAPM
8
Incomplete market
7
Markov chain
7
Markov-Kette
7
Unvollkommener Markt
7
Asymptotic expansion
5
Estimation theory
5
Japan
5
Martingal
5
Martingale
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing
5
Schätztheorie
5
Credit derivative
4
Currency option
4
Devisenoption
4
Hedging
4
Interest rate
4
Kreditderivat
4
Portfolio selection
4
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Article
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English
38
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Takahashi, Akihiko
4
Fujita, Takahiko
2
Kim, Yong-jin
2
Madan, Dilip B.
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Shirakawa, Hiroshi
2
Takaoka, Koichiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Ahn, Hyungsok
1
Batten, Jonathan A.
1
Becchere, Giovanni
1
Carr, Peter
1
Chiarella, Carl
1
Chung, Tsz-Kin
1
Dai, Min
1
Delbaen, Freddy
1
Dong, Yinghui
1
Fouque, Jean-Pierre
1
Fujii, Masaaki
1
Futami, Hidenori
1
Grossinho, Maria do Rosário
1
Hui, Cho H.
1
Ishimura, Naoyuki
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kariya, Takeaki
1
Kawanishi, Yasuhiro
1
Klebaner, Fima C.
1
Kord, Yaser
1
Kunitomo, Naoto
1
Kwok, Yue-Kuen
1
Kwon, Oh Kang
1
Liang, Gechun
1
Liang, Xue
1
Lo, C. F.
1
Maeda, Akira
1
Meng, Li
1
Morimoto, Mayumi
1
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Asia-Pacific financial markets
Mathematical finance : an international journal of mathematics, statistics and financial theory
238
International journal of theoretical and applied finance
227
Finance and stochastics
144
The journal of futures markets
144
The journal of derivatives : the official publication of the International Association of Financial Engineers
137
Journal of banking & finance
124
The journal of computational finance
110
Applied mathematical finance
109
Review of derivatives research
94
The review of financial studies
77
Journal of economic dynamics & control
73
The journal of finance : the journal of the American Finance Association
65
Journal of financial economics
63
Quantitative finance
49
Working paper / National Bureau of Economic Research, Inc.
49
Journal of financial and quantitative analysis : JFQA
47
Advances in futures and options research : a research annual
46
The journal of fixed income
45
Computational economics
44
The journal of real estate finance and economics
44
The European journal of finance
43
SFB 649 discussion paper
39
Working paper series / Centre for Practical Quantitative Finance
37
Gabler Edition Wissenschaft
35
SpringerLink / Bücher
34
International journal of financial engineering
33
Discussion paper / Centre for Economic Policy Research
32
Europäische Hochschulschriften / 5
32
International review of economics & finance : IREF
32
Finance : revue de l'Association Française de Finance
31
Decisions in economics and finance : DEF ; a journal of applied mathematics
29
Journal of mathematical finance
29
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
29
Journal of econometrics
28
Discussion paper / B
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
The journal of risk and insurance : the journal of the American Risk and Insurance Association
26
European journal of operational research : EJOR
25
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ECONIS (ZBW)
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1
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:
2
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:
3
A new type of barrier options : lizard
option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
4
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:
5
Analysis of the nonlinear
option
pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
Saved in:
6
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
7
Optimal policies of call with notice period requirement
Dai, Min
;
Kwok, Yue-Kuen
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 353-373
Persistent link: https://www.econbiz.de/10003496713
Saved in:
8
On pricing exponential square root barrier knockout European options
Morimoto, Mayumi
;
Takahashi, Hajime
- In:
Asia-Pacific financial markets
9
(
2002
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001722344
Saved in:
9
Asymptotic expansion formula of
option
price under multifactor Heston model
Nagashima, Kazuki
;
Chung, Tsz-Kin
;
Tanaka, Keiichi
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 351-396
Persistent link: https://www.econbiz.de/10010511560
Saved in:
10
Edokko options : a new framework of barrier options
Fujita, Takahiko
;
Miura, Ryozo
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 141-151
Persistent link: https://www.econbiz.de/10001758329
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