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~isPartOf:"Asia-Pacific financial markets"
~subject:"Black-Scholes-Modell"
~subject:"CAPM"
~subject:"Stochastischer Prozess"
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Black-Scholes-Modell
CAPM
Stochastischer Prozess
Option pricing theory
77
Optionspreistheorie
77
Theorie
26
Theory
26
Stochastic process
24
Option trading
22
Optionsgeschäft
22
Volatility
22
Volatilität
22
Black-Scholes model
18
Yield curve
14
Zinsstruktur
14
Credit risk
11
Kreditrisiko
11
Derivat
9
Derivative
9
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
Experiment
4
Hedging
4
Interest rate
4
Kreditderivat
4
Portfolio selection
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Takahashi, Akihiko
4
Fujita, Takahiko
2
Kim, Yong-jin
2
Klebaner, Fima C.
2
Madan, Dilip B.
2
Takaoka, Koichiro
2
Yamada, Toshihiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Amaba, Takafumi
1
Asiimwe, Pious
1
Batten, Jonathan A.
1
Ben Salah, Zied
1
Carr, Peter
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Chung, Tsz-Kin
1
Fujii, Masaaki
1
Futami, Hidenori
1
Grossinho, Maria do Rosário
1
Hamza, Kais
1
Hishida, Yuji
1
Ida, Yuuki
1
Imai, Junichi
1
Ishigaki, Yuta
1
Ishimura, Naoyuki
1
Iyer, Srikanth K.
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kawanishi, Yasuhiro
1
Kinoshita, Tsuyoshi
1
Kord, Yaser
1
Kumar, Swapnil
1
Kunitomo, Naoto
1
Kwon, Oh Kang
1
Landsman, Zinoviy
1
Ma, Jun
1
Macrina, Andrea
1
Mahera, Charles Wilson
1
Meng, Li
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Asia-Pacific financial markets
International journal of theoretical and applied finance
292
Applied mathematical finance
124
Finance and stochastics
121
Quantitative finance
117
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
The journal of computational finance
103
The journal of futures markets
90
International journal of financial engineering
76
Insurance / Mathematics & economics
73
Journal of mathematical finance
71
Review of derivatives research
71
Computational economics
68
Journal of banking & finance
64
European journal of operational research : EJOR
61
The journal of derivatives : the official publication of the International Association of Financial Engineers
56
Finance research letters
55
Risks : open access journal
55
Journal of economic dynamics & control
54
The North American journal of economics and finance : a journal of financial economics studies
47
Journal of econometrics
44
The European journal of finance
37
Annals of finance
36
Research paper series / Swiss Finance Institute
36
Journal of financial economics
35
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
31
The journal of finance : the journal of the American Finance Association
31
The review of financial studies
30
Journal of risk and financial management : JRFM
29
Review of quantitative finance and accounting
28
Decisions in economics and finance : DEF ; a journal of applied mathematics
25
Discussion paper / B
25
Mathematics and financial economics
23
Economic modelling
22
Energy economics
21
Mathematical finance : an international journal of mathematics, statistics and financial economics
20
Mathematical methods of operations research
20
SFB 649 discussion paper
20
SpringerLink / Bücher
20
Operations research letters
19
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
6
Hyperbolic symmetrization of heston type diffusion
Ida, Yuuki
;
Kinoshita, Tsuyoshi
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 355-364
Persistent link: https://www.econbiz.de/10012309668
Saved in:
7
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:
8
On the price of risk under a regime switching CGMY process
Asiimwe, Pious
;
Mahera, Charles Wilson
;
Menoukeu-Pamen, …
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 305-335
Persistent link: https://www.econbiz.de/10011619970
Saved in:
9
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:
10
Information-based model with noisy anticipation and its application in finance
Thoednithi, Kirati
- In:
Asia-Pacific financial markets
25
(
2018
)
3
,
pp. 159-177
Persistent link: https://www.econbiz.de/10012033004
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