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~subject:"Volatility"
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Search: subject:"Option"
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Volatility
Option pricing theory
77
Optionspreistheorie
77
Theorie
26
Theory
26
Stochastic process
24
Stochastischer Prozess
24
Option trading
22
Optionsgeschäft
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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22
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English
22
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Takahashi, Akihiko
3
Klebaner, Fima C.
2
Yamada, Toshihiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Batten, Jonathan A.
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Chung, Tsz-Kin
1
Fouque, Jean-Pierre
1
Futami, Hidenori
1
Grossinho, Maria do Rosário
1
Hamza, Kais
1
Iyer, Srikanth K.
1
Jacquier, Antoine
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kawanishi, Yasuhiro
1
Kord, Yaser
1
Kumar, Swapnil
1
Landsman, Zinoviy
1
Lu, Shan
1
Meng, Li
1
Mijatovi´c, Aleksandar
1
Mitsui, Hidetoshi
1
Nagashima, Kazuki
1
Nanda, Seema
1
Nikitopoulos, Christina Sklibosios
1
Papanicolaou, George
1
Sasaki, Hiroshi
1
Satoyoshi, Kiyotaka
1
Shinohara, Yoshitane
1
Shiraishi, Noriyoshi
1
Shiraya, Kenichiro
1
Sircar, Kaushik Ronnie
1
Takaoka, Koichiro
1
Takehara, Kohta
1
Takezawa, Nobuya
1
Tan, Ying-oon
1
Tanaka, Keiichi
1
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Asia-Pacific financial markets
International journal of theoretical and applied finance
173
The journal of futures markets
126
Journal of banking & finance
109
Quantitative finance
105
Applied mathematical finance
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
The journal of computational finance
66
Review of derivatives research
60
Finance research letters
54
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
International journal of financial engineering
47
Journal of econometrics
47
Finance and stochastics
44
The North American journal of economics and finance : a journal of financial economics studies
44
European journal of operational research : EJOR
40
International review of financial analysis
39
Computational economics
37
Journal of mathematical finance
37
Journal of economic dynamics & control
36
Journal of financial economics
34
Review of quantitative finance and accounting
31
International review of economics & finance : IREF
30
Risks : open access journal
29
Applied economics
28
The European journal of finance
28
Energy economics
27
Journal of empirical finance
27
Journal of financial and quantitative analysis : JFQA
27
The journal of finance : the journal of the American Finance Association
27
Insurance / Mathematics & economics
26
Annals of finance
25
Applied financial economics
25
The review of financial studies
25
Journal of financial markets
21
Journal of risk and financial management : JRFM
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Economic modelling
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
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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
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:
3
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:
4
Empirical study of Nikkei 225 options with the Markov switching GARCH model
Satoyoshi, Kiyotaka
;
Mitsui, Hidetoshi
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009237749
Saved in:
5
Testing the predictive ability of corridor implied volatility under GARCH models
Lu, Shan
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 129-168
Persistent link: https://www.econbiz.de/10012308051
Saved in:
6
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:
7
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:
8
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:
9
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:
10
An empirical comparison of two stochastic volatility models using Indian market data
Iyer, Srikanth K.
;
Nanda, Seema
;
Kumar, Swapnil
- In:
Asia-Pacific financial markets
20
(
2013
)
3
,
pp. 243-259
Persistent link: https://www.econbiz.de/10010188304
Saved in:
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