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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Search: subject:"Option"
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Option pricing theory
421
Optionspreistheorie
421
Theorie
256
Theory
256
Option trading
129
Optionsgeschäft
129
Stochastic process
109
Stochastischer Prozess
109
Volatility
95
Volatilität
95
Hedging
62
Black-Scholes model
57
Black-Scholes-Modell
57
Derivat
50
Derivative
50
USA
50
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50
Yield curve
49
Zinsstruktur
49
Interest rate derivative
40
Zinsderivat
40
Martingal
35
Martingale
35
Portfolio selection
35
Portfolio-Management
35
CAPM
31
Swap
28
Monte Carlo simulation
25
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25
Credit derivative
24
Kreditderivat
24
Estimation
22
Schätzung
21
Aktienoption
19
Credit risk
19
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19
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19
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18
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18
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17
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541
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Carr, Peter
8
Chen, Son-nan
7
Hobson, David G.
7
Wu, Ting-pin
7
Hull, John
6
Kabanov, Jurij M.
6
White, Alan
6
Filipović, Damir
5
Glasserman, Paul
5
Wu, Liuren
5
Alòs, Elisa
4
Belomestny, Denis
4
Benth, Fred Espen
4
Björk, Tomas
4
Brigo, Damiano
4
Cox, Alexander M. G.
4
Ederington, Louis H.
4
Fabozzi, Frank J.
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Ritchken, Peter H.
4
Tian, Yisong Sam
4
Broadie, Mark
3
Chaput, J. Scott
3
Cuchiero, Christa
3
Eberlein, Ernst
3
Jeanblanc, Monique
3
Kallsen, Jan
3
Keller-Ressel, Martin
3
Klein, Peter
3
Leblanc, Boris
3
Li, Lingfei
3
Lyuu, Yuh-dauh
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Newton, David P.
3
Nutz, Marcel
3
Orosi, Greg
3
Pelsser, Antoon André Jean
3
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Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
554
The journal of futures markets
547
Journal of banking & finance
386
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
The journal of computational finance
269
Applied mathematical finance
268
Review of derivatives research
213
Quantitative finance
209
Journal of financial economics
183
Finance research letters
176
Journal of economic dynamics & control
169
European journal of operational research : EJOR
155
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
145
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
133
Research paper series / Swiss Finance Institute
126
Journal of financial and quantitative analysis : JFQA
125
The North American journal of economics and finance : a journal of financial economics studies
122
International journal of financial engineering
121
International review of financial analysis
121
Computational economics
119
The European journal of finance
119
Journal of mathematical finance
117
Review of quantitative finance and accounting
111
International review of economics & finance : IREF
108
Risks : open access journal
108
The journal of fixed income
108
NBER Working Paper
105
MPRA Paper
104
Asia-Pacific financial markets
97
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Journal of empirical finance
85
Applied economics
84
Journal of econometrics
84
Applied financial economics
82
Energy economics
80
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ECONIS (ZBW)
541
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11
A simple accurate binomial tree for pricing options on stocks with know dollar dividends
Guo, Shuxin
;
Liu, Qiang
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012306189
Saved in:
12
Deep ReLU network expression rates for
option
prices in high-dimensional, exponential Lévy models
Gonon, Lukas
;
Schwab, Christoph
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 615-657
Persistent link: https://www.econbiz.de/10012665197
Saved in:
13
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
14
Options decimalization
Chin, Faith
;
Garriott, Corey
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 88-103
Persistent link: https://www.econbiz.de/10011931871
Saved in:
15
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
16
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
17
An alternative
option
to portfolio rebalancing
Israelov, Roni
;
Tummala, Harsha
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 7-32
Persistent link: https://www.econbiz.de/10011941325
Saved in:
18
Forgive, or award your debtor? : a barrier
option
approach
Sun, David
;
Chen, Chun-Da
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 67-95
Persistent link: https://www.econbiz.de/10011968674
Saved in:
19
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
20
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle
Guyon, Julien
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 27-79
Persistent link: https://www.econbiz.de/10014447575
Saved in:
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