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~isPartOf:"Asia-Pacific financial markets"
~subject:"Black-Scholes-Modell"
~subject:"Martingal"
~subject:"Monte Carlo simulation"
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Black-Scholes-Modell
Martingal
Monte Carlo simulation
Option pricing theory
77
Optionspreistheorie
77
Theorie
26
Theory
26
Stochastic process
24
Stochastischer Prozess
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
CAPM
8
Incomplete market
7
Markov chain
7
Markov-Kette
7
Unvollkommener Markt
7
Asymptotic expansion
5
Estimation theory
5
Japan
5
Martingale
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
4
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Article
28
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28
Aufsatz in Zeitschrift
28
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English
28
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Takahashi, Akihiko
4
Fujita, Takahiko
2
Kim, Yong-jin
2
Klebaner, Fima C.
2
Takaoka, Koichiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Batten, Jonathan A.
1
Ben Salah, Zied
1
Fujii, Masaaki
1
Fujisaki, Masatoshi
1
Futami, Hidenori
1
Grossinho, Maria do Rosário
1
Hamza, Kais
1
Ishimura, Naoyuki
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kamizono, Kenji
1
Kariya, Takeaki
1
Kawanishi, Yasuhiro
1
Kord, Yaser
1
Kunitomo, Naoto
1
Landsman, Zinoviy
1
Liu, Regina Y.
1
Macrina, Andrea
1
Madan, Dilip B.
1
Meng, Li
1
Miura, Ryozo
1
Miyahara, Yoshio
1
Momeya, Romuald Hervé
1
Nakatsuma, Teruo
1
Nishimura, Kiyohiko G.
1
Parbhoo, Priyanka A.
1
Poirot, Jérémy
1
Roynette, B.
1
Sato, Seisho
1
Shinohara, Yoshitane
1
Shirakawa, Hiroshi
1
Tamura, Tsutomu
1
Tan, Ying-oon
1
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Asia-Pacific financial markets
International journal of theoretical and applied finance
123
Finance and stochastics
75
The journal of computational finance
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
Applied mathematical finance
58
Quantitative finance
48
The journal of futures markets
46
Computational economics
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
International journal of financial engineering
34
Journal of mathematical finance
32
Review of derivatives research
32
European journal of operational research : EJOR
24
Journal of banking & finance
22
Journal of economic dynamics & control
22
The North American journal of economics and finance : a journal of financial economics studies
22
Risks : open access journal
21
Finance research letters
20
Journal of risk and financial management : JRFM
18
Decisions in economics and finance : DEF ; a journal of applied mathematics
17
Research paper series / Swiss Finance Institute
17
Journal of econometrics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
15
Energy economics
14
The European journal of finance
14
Options : classic approaches to pricing and modelling
13
Applied economics
12
International review of financial analysis
12
Review of quantitative finance and accounting
12
Mathematics of operations research
11
The review of financial studies
11
Mathematical methods of operations research
10
Annals of finance
9
CoFE discussion papers
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
9
Annals of financial economics
8
Discussion paper / B
8
Journal of derivatives & hedge funds
8
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ECONIS (ZBW)
28
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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
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:
3
Term structure models during the global financial crisis: a parsimonious text mining approach
Nishimura, Kiyohiko G.
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 297-337
Persistent link: https://www.econbiz.de/10012309663
Saved in:
4
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:
5
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:
6
A new control variate estimator for an Asian
option
Kamizono, Kenji
;
Kariya, Takeaki
;
Liu, Regina Y.
; …
- In:
Asia-Pacific financial markets
11
(
2004
)
2
,
pp. 143-160
Persistent link: https://www.econbiz.de/10003357648
Saved in:
7
Option
pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
8
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
Saved in:
9
Evaluation of the Asian
option
by the dual martingale measure
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
Saved in:
10
Perturbative expansion technique for non-linear FBSDEs with interacting particle method
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011524810
Saved in:
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