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Search: subject:"Option"
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Theory
Option pricing theory
77
Optionspreistheorie
77
Theorie
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
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
Experiment
4
Hedging
4
Interest rate
4
Kreditderivat
4
Portfolio selection
4
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Article in journal
26
Aufsatz in Zeitschrift
26
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English
26
Author
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Takahashi, Akihiko
3
Fujita, Takahiko
2
Kim, Yong-jin
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Shirakawa, Hiroshi
2
Ahn, Hyungsok
1
Becchere, Giovanni
1
Carr, Peter
1
Chiarella, Carl
1
Dai, Min
1
Delbaen, Freddy
1
Dong, Yinghui
1
Fouque, Jean-Pierre
1
Fujii, Masaaki
1
Hui, Cho H.
1
Ishimura, Naoyuki
1
Kagenishi, Yoshiteru
1
Kariya, Takeaki
1
Kunitomo, Naoto
1
Kwok, Yue-Kuen
1
Kwon, Oh Kang
1
Liang, Gechun
1
Liang, Xue
1
Lo, C. F.
1
Madan, Dilip B.
1
Maeda, Akira
1
Morimoto, Mayumi
1
Mulinacci, Sabrina
1
Nakajima, Katsushi
1
Papanicolaou, George
1
Penaud, Antony
1
Ren, Xuemin
1
Sato, Seisho
1
Shinohara, Yoshitane
1
Sircar, Kaushik Ronnie
1
Takahashi, Hajime
1
Takehara, Kohta
1
Tanokura, Yoko
1
Wang, Guojing
1
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Asia-Pacific financial markets
Mathematical finance : an international journal of mathematics, statistics and financial theory
226
International journal of theoretical and applied finance
161
Finance and stochastics
133
The journal of futures markets
127
The journal of derivatives : the official publication of the International Association of Financial Engineers
123
Journal of banking & finance
108
Applied mathematical finance
82
The journal of computational finance
78
Review of derivatives research
74
The review of financial studies
73
Journal of economic dynamics & control
62
The journal of finance : the journal of the American Finance Association
60
Journal of financial economics
59
Journal of financial and quantitative analysis : JFQA
46
The journal of fixed income
45
Advances in futures and options research : a research annual
44
The journal of real estate finance and economics
43
The European journal of finance
34
Finance : revue de l'Association Française de Finance
29
International review of economics & finance : IREF
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
Mathematical methods of operations research
21
The journal of risk and insurance : the journal of the American Risk and Insurance Association
21
International review of financial analysis
20
Journal of empirical finance
20
Journal of econometrics
19
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
19
Economic modelling
18
Economics letters
18
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
18
Finanzmarkt und Portfolio-Management
18
Review of quantitative finance and accounting
18
The journal of credit risk : published quarterly by Incisive Media
18
European financial management : the journal of the European Financial Management Association
17
Journal of international money and finance
17
Options : classic approaches to pricing and modelling
17
The journal of corporate finance : contracting, governance and organization
17
Annals of finance
16
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ECONIS (ZBW)
26
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26
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Exotic passport options
Penaud, Antony
;
Wilmott, Paul
;
Ahn, Hyungsok
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 171-182
Persistent link: https://www.econbiz.de/10001449321
Saved in:
7
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
Saved in:
8
Hedging American options in Merton's model : a locally risk minimizing approach
Becchere, Giovanni
;
Mulinacci, Sabrina
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 153-170
Persistent link: https://www.econbiz.de/10001449313
Saved in:
9
Factor models for
option
pricing
Carr, Peter
;
Madan, Dilip B.
- In:
Asia-Pacific financial markets
19
(
2012
)
4
,
pp. 319-329
Persistent link: https://www.econbiz.de/10009705364
Saved in:
10
Credit risk analysis on Euro government bonds-term structures of default probabilities
Kariya, Takeaki
;
Yamamura, Yoshiro
;
Tanokura, Yoko
; …
- In:
Asia-Pacific financial markets
22
(
2015
)
4
,
pp. 397-427
Persistent link: https://www.econbiz.de/10011524823
Saved in:
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