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~isPartOf:"Asia-Pacific financial markets"
~subject:"Black-Scholes-Modell"
~subject:"Martingal"
~subject:"Yield curve"
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Black-Scholes-Modell
Martingal
Yield curve
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
Zinsstruktur
14
Credit risk
11
Kreditrisiko
11
Derivat
9
Derivative
9
CAPM
8
Incomplete market
7
Markov chain
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Markov-Kette
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Unvollkommener Markt
7
Asymptotic expansion
5
Estimation theory
5
Japan
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
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4
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4
Kreditderivat
4
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English
35
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Takahashi, Akihiko
4
Fujita, Takahiko
3
Chiarella, Carl
2
Kariya, Takeaki
2
Kim, Yong-jin
2
Klebaner, Fima C.
2
Takaoka, Koichiro
2
Tanokura, Yoko
2
Yamamura, Yoshiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Batten, Jonathan A.
1
Ben Salah, Zied
1
Chung, Tsz-kin
1
Fujisaki, Masatoshi
1
Futami, Hidenori
1
Grossinho, Maria do Rosário
1
Hamza, Kais
1
Hui, Cho H.
1
Ishimura, Naoyuki
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kawanishi, Yasuhiro
1
Kord, Yaser
1
Kunitomo, Naoto
1
Kwon, Oh Kang
1
Landsman, Zinoviy
1
Lo, Chi-fai
1
Macrina, Andrea
1
Madan, Dilip B.
1
Maeda, Akira
1
Meng, Li
1
Miura, Masakazu
1
Miura, Ryozo
1
Miyahara, Yoshio
1
Momeya, Romuald Hervé
1
Muroi, Yoshifumi
1
Nakajima, Katsushi
1
Nikitopoulos, Christina Sklibosios
1
Nishimura, Kiyohiko G.
1
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Asia-Pacific financial markets
International journal of theoretical and applied finance
149
Mathematical finance : an international journal of mathematics, statistics and financial theory
93
Finance and stochastics
79
Applied mathematical finance
70
The journal of futures markets
66
Journal of banking & finance
64
The journal of computational finance
57
The journal of derivatives : the official publication of the International Association of Financial Engineers
53
Review of derivatives research
50
Quantitative finance
46
International journal of financial engineering
39
Journal of mathematical finance
37
The journal of fixed income
37
Computational economics
31
Research paper series / Swiss Finance Institute
28
The review of financial studies
28
Risks : open access journal
27
Finance research letters
25
The European journal of finance
25
International review of financial analysis
24
Journal of financial economics
23
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of finance : the journal of the American Finance Association
22
Journal of economic dynamics & control
21
Discussion paper / B
18
Journal of empirical finance
18
Journal of risk and financial management : JRFM
18
International review of economics & finance : IREF
17
Journal of econometrics
17
European journal of operational research : EJOR
16
Journal of financial and quantitative analysis : JFQA
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Applied financial economics
15
Review of quantitative finance and accounting
14
Advances in futures and options research : a research annual
13
Journal of international money and finance
13
SpringerLink / Bücher
13
Working paper / National Bureau of Economic Research, Inc.
13
Annals of finance
12
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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
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
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:
7
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:
8
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:
9
Measuring credit risk of individual corporate bonds in US energy sector
Kariya, Takeaki
;
Tanokura, Yoko
;
Takada, Hideyuki
; …
- In:
Asia-Pacific financial markets
23
(
2016
)
3
,
pp. 229-262
Persistent link: https://www.econbiz.de/10011619917
Saved in:
10
An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates
Takahashi, Akihiko
;
Takehara, Kohta
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 69-121
Persistent link: https://www.econbiz.de/10003609535
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