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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of mathematical finance"
~subject:"Derivat"
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Search: subject_exact:"Optionspreismodell"
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Derivat
Option pricing theory
237
Optionspreistheorie
237
Stochastic process
84
Stochastischer Prozess
84
Volatility
70
Volatilität
70
Option trading
63
Optionsgeschäft
63
Derivative
51
Theorie
39
Theory
39
Portfolio selection
34
Portfolio-Management
34
Black-Scholes model
29
Black-Scholes-Modell
29
CAPM
29
Hedging
19
Statistical distribution
16
Statistische Verteilung
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Option Pricing
15
Monte Carlo simulation
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Credit risk
12
Kreditrisiko
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Simulation
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Real options analysis
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Realoptionsansatz
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EU countries
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EU-Staaten
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Chiarella, Carl
2
Gao, Min
2
Hao, Ruili
2
Joshi, Mark S.
2
Muroi, Yoshifumi
2
Pellegrino, Tommaso
2
Suda, Shintaro
2
Sviščuk, Anatolij
2
Tang, Robert
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of economic dynamics & control
Journal of mathematical finance
International journal of theoretical and applied finance
101
Applied mathematical finance
61
Review of derivatives research
44
Quantitative finance
39
The journal of computational finance
32
The journal of futures markets
31
European journal of operational research : EJOR
30
Journal of banking & finance
30
International journal of financial engineering
23
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Finance and stochastics
20
Risks : open access journal
20
The journal of derivatives : JOD
20
The European journal of finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
15
Finance research letters
15
Journal of econometrics
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SpringerLink / Bücher
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Insurance / Mathematics & economics
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Applied economics letters
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International review of financial analysis
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Annals of finance
12
International review of economics & finance : IREF
12
Journal of risk and financial management : JRFM
11
SFB 649 discussion paper
11
Mathematical finance
10
Research paper series / Swiss Finance Institute
10
Wiley finance series
10
Applied economics
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Asia-Pacific financial markets
8
Economic modelling
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Journal of financial economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
51
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Investing in electricity production under a reliability options scheme
Fontini, Fulvio
;
Vargiolu, Tiziano
;
Zormpas, Dimitrios
- In:
Journal of economic dynamics & control
126
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012667919
Saved in:
3
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
4
A general framework of derivatives pricing
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 255-266
Persistent link: https://www.econbiz.de/10012545688
Saved in:
5
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
6
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
7
The British binary option
Gao, Min
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 747-762
Persistent link: https://www.econbiz.de/10012433492
Saved in:
8
Embedding stochastic correlation into the pricing of FX quanto options under stochastic volatility models
Pellegrino, Tommaso
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 455-493
Persistent link: https://www.econbiz.de/10012210363
Saved in:
9
Derivatives pricing via machine learning
Ye, Tingting
;
Zhang, Liangliang
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 561-589
Persistent link: https://www.econbiz.de/10012210443
Saved in:
10
Risk-neutral pricing of European call options : a specious concept
Cassidy, Daniel T.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011874770
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