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~isPartOf:"International journal of financial engineering"
~subject:"Share price"
~subject:"Zinsstruktur"
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Search: subject:"Optionspreistheorie"
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Share price
Zinsstruktur
Option pricing theory
115
Optionspreistheorie
115
Stochastic process
55
Stochastischer Prozess
55
Volatility
47
Volatilität
47
Option trading
31
Optionsgeschäft
31
Derivat
23
Derivative
23
Black-Scholes model
20
Black-Scholes-Modell
20
Portfolio selection
14
Portfolio-Management
14
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12
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10
option pricing
10
Experiment
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Interest rate derivative
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Option pricing
9
Zinsderivat
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Credit risk
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Kreditrisiko
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Monte Carlo simulation
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Statistische Verteilung
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Swap
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Schätztheorie
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Finanzmathematik
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Implied volatility
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Incomplete market
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15
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Mi, Yanhui
2
Schoutens, Wim
2
Zhong, Yangfan
2
Dang-Nguyen, S.
1
De Spiegeleer, Jan
1
Dhaene, Jan
1
Diffouo, Pauline M. Ngugnie
1
Elliott, Robert J.
1
Forys, Monika B.
1
Fuji, Masaaki
1
Giribone, Pier Giuseppe
1
Jain, Shashi
1
Karlsson, Patrik
1
Ligato, Simone
1
Linders, Daniël
1
Lorig, Matthew
1
Marquet, Ine
1
Mulas, Martina
1
Noupoue, Yves Y. Yameni
1
Oosterlee, Cornelis Willebrordus
1
Ostrovski, Vladimir
1
Pan, Jian
1
Rakotondratsimba, Y.
1
Saito, Taiga
1
Suaysom, Natchanon
1
Takahashi, Akihiko
1
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International journal of financial engineering
International journal of theoretical and applied finance
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of banking & finance
32
The journal of futures markets
25
The journal of computational finance
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
Applied mathematical finance
22
Quantitative finance
22
Finance and stochastics
20
Review of derivatives research
20
Finance research letters
18
Research paper series / Swiss Finance Institute
17
The journal of fixed income
15
Journal of financial economics
12
Risks : open access journal
12
The European journal of finance
11
The review of financial studies
11
Journal of econometrics
10
Journal of mathematical finance
10
The journal of finance : the journal of the American Finance Association
10
Management science : journal of the Institute for Operations Research and the Management Sciences
8
SpringerLink / Bücher
8
The North American journal of economics and finance : a journal of financial economics studies
8
Asia-Pacific financial markets
7
European journal of operational research : EJOR
7
Gabler Edition Wissenschaft
7
Journal of economic dynamics & control
7
Journal of empirical finance
7
Journal of financial and quantitative analysis : JFQA
7
Lecture notes in economics and mathematical systems : LNEMS
7
Mathematics and financial economics
7
Review of quantitative finance and accounting
7
Working paper
7
CREATES research paper
6
Discussion paper / B
6
Insurance / Mathematics & economics
6
International review of financial analysis
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
15
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1
Explicit caplet implied volatilities for quadratic term-structure models
Lorig, Matthew
;
Suaysom, Natchanon
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014521323
Saved in:
2
Pricing kernel factorization and recovery theorem
Diffouo, Pauline M. Ngugnie
;
Noupoue, Yves Y. Yameni
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012603067
Saved in:
3
LIBOR market model with multiplicative basis
Zhong, Yangfan
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011923001
Saved in:
4
Pricing in-arrears caps and ratchet caps under LIBOR market model with multiplicative basis
Zhong, Yangfan
;
Mi, Yanhui
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923038
Saved in:
5
Hedging and pricing illiquid options with market impacts
Saito, Taiga
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011778270
Saved in:
6
Asset pricing under general collateralization
Mi, Yanhui
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011777842
Saved in:
7
Pricing for options in a mixed fractional Hull-White interest rate model
Pan, Jian
;
Zhou, Xiangying
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673121
Saved in:
8
The impact of skew on the pricing of CoCo bonds
De Spiegeleer, Jan
;
Forys, Monika B.
;
Marquet, Ine
; …
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011673124
Saved in:
9
The effects of negative interest rates on the estimation of option sensitivities : the impact of switching from a log-normal to a normal model
Giribone, Pier Giuseppe
;
Ligato, Simone
;
Mulas, Martina
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011673134
Saved in:
10
Efficient and exact simulation of the Gaussian affine interest rate models
Ostrovski, Vladimir
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011577107
Saved in:
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