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~isPartOf:"Asia-Pacific financial markets"
~subject:"Experiment"
~subject:"Portfolio selection"
~subject:"Theorie"
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Experiment
Portfolio selection
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 model
18
Black-Scholes-Modell
18
Yield curve
14
Zinsstruktur
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11
Kreditrisiko
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Derivat
9
Derivative
9
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Incomplete market
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Unvollkommener Markt
7
Asymptotic expansion
5
Estimation theory
5
Japan
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Martingal
5
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5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing
5
Schätztheorie
5
Credit derivative
4
Currency option
4
Devisenoption
4
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4
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4
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English
33
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Takahashi, Akihiko
4
Fujita, Takahiko
2
Kim, Yong-jin
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Platen, Eckhard
2
Shirakawa, Hiroshi
2
Ahn, Hyungsok
1
Baldeaux, Jan
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
Grossinho, Maria do Rosário
1
Heath, David C.
1
Hui, Cho H.
1
Ishimura, Naoyuki
1
Ji, Qin
1
Kagenishi, Yoshiteru
1
Kariya, Takeaki
1
Kord, Yaser
1
Kunitomo, Naoto
1
Kwok, Yue-Kuen
1
Kwon, Oh Kang
1
Liang, Gechun
1
Liang, Jin
1
Liang, Xue
1
Lo, C. F.
1
Ma, Jun Mei
1
Madan, Dilip B.
1
Maeda, Akira
1
Morimoto, Mayumi
1
Mulinacci, Sabrina
1
Nagashima, Kazuki
1
Nakajima, Katsushi
1
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Asia-Pacific financial markets
Mathematical finance : an international journal of mathematics, statistics and financial theory
241
International journal of theoretical and applied finance
212
Finance and stochastics
152
The journal of futures markets
139
The journal of derivatives : the official publication of the International Association of Financial Engineers
129
Journal of banking & finance
125
Applied mathematical finance
105
The journal of computational finance
98
Review of derivatives research
90
Journal of economic dynamics & control
84
The review of financial studies
76
Journal of financial economics
67
The journal of finance : the journal of the American Finance Association
64
Quantitative finance
50
The journal of fixed income
49
Working paper / National Bureau of Economic Research, Inc.
49
Journal of financial and quantitative analysis : JFQA
48
The European journal of finance
46
Advances in futures and options research : a research annual
44
The journal of real estate finance and economics
43
SFB 649 discussion paper
42
SpringerLink / Bücher
40
Insurance / Mathematics & economics
39
Working paper series / Centre for Practical Quantitative Finance
37
Research paper series / Swiss Finance Institute
36
Gabler Edition Wissenschaft
35
Discussion paper / Centre for Economic Policy Research
33
Europäische Hochschulschriften / 5
32
Finance : revue de l'Association Française de Finance
32
International review of economics & finance : IREF
32
European journal of operational research : EJOR
31
International review of financial analysis
28
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
Discussion paper / B
27
NBER working paper series
27
Finance research letters
26
International journal of financial engineering
26
Mathematical methods of operations research
26
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
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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
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:
4
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:
5
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:
6
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
7
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:
8
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:
9
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:
10
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
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