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~isPartOf:"Journal of mathematical finance"
~subject:"Option pricing theory"
~subject:"Theory"
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Search: subject_exact:"Finanzderivat"
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Option pricing theory
Theory
Derivat
39
Derivative
39
Optionspreistheorie
30
Stochastic process
15
Stochastischer Prozess
15
Option trading
8
Optionsgeschäft
8
Black-Scholes model
7
Black-Scholes-Modell
7
Credit risk
7
Kreditrisiko
7
Hedging
6
CAPM
5
Credit derivative
5
Kreditderivat
5
Portfolio selection
5
Portfolio-Management
5
Theorie
5
Volatility
5
Volatilität
5
EU countries
4
EU-Staaten
4
Swap
4
Yield curve
4
Zinsstruktur
4
Correlation
3
Credit Default Swap
3
Geometric Brownian Motion
3
Interest rate derivative
3
Korrelation
3
Zinsderivat
3
Arbitrage-Free Price
2
Artificial intelligence
2
Börsenkurs
2
Calibration
2
Characteristic Function
2
Contagious Risk
2
Currency derivative
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English
35
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Gao, Min
2
Hao, Ruili
2
Pellegrino, Tommaso
2
Sviščuk, Anatolij
2
Zhang, Liangliang
2
Abdessalem, Mehdi Bekralas
1
Abergel, Frédéric
1
Andallah, Laek Sazzad
1
Anwar, Md. Nurul
1
Balyeat, Brian
1
Cassidy, Daniel T.
1
Cheng, Chi-Hung
1
Cui, Kaijie
1
Cui, Yujie
1
Duedahl, Sindre
1
Fang, Yingyi
1
Goutte, Stéphane
1
Gu, Wenjing
1
Hoang, Winsor
1
Jiang, George J.
1
Johnson, Stafford
1
Kan, Xiu
1
Kountzakis, Christos E.
1
Lacerda, Ana
1
Lian, Yu-Min
1
Lin, Jui-Hsuan
1
Lin, Shih-Hsun
1
Liu, Allen
1
Liu, Yinglin
1
Liu, Yonghui
1
Lungu, E. M.
1
Maboulou, Alma P. Bimbabou
1
Maré, E.
1
Mashele, Hopolang P.
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Mataramvura, Sure
1
Matos, João Amaro de
1
Mehrdoust, Farshid
1
Mungatu, Joseph
1
Muroi, Yoshifumi
1
Nabirye, Topilista
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Journal of mathematical finance
The journal of futures markets
157
International journal of theoretical and applied finance
150
Journal of banking & finance
85
Applied mathematical finance
77
Review of derivatives research
53
Quantitative finance
51
Energy economics
48
European journal of operational research : EJOR
46
Finance and stochastics
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
43
The journal of computational finance
41
Journal of economic dynamics & control
38
The journal of finance : the journal of the American Finance Association
36
Journal of financial and quantitative analysis : JFQA
35
Advances in futures and options research : a research annual
33
NBER working paper series
33
The European journal of finance
33
Finance research letters
32
International review of financial analysis
32
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
SpringerLink / Bücher
30
Economics letters
29
International journal of financial engineering
29
International review of economics & finance : IREF
29
The review of financial studies
29
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of financial economics
27
NBER Working Paper
27
Risks : open access journal
26
The journal of derivatives : JOD
26
Insurance / Mathematics & economics
24
The journal of credit risk : published quarterly by Incisive Media
23
Working paper / National Bureau of Economic Research, Inc.
23
The journal of fixed income
20
Applied economics letters
19
Journal of econometrics
19
Annals of finance
18
Applied financial economics
18
Computational economics
18
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ECONIS (ZBW)
35
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1
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:
2
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:
3
Hedging the treasury lock
Pucci, Mario
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 301-324
Persistent link: https://www.econbiz.de/10012210202
Saved in:
4
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:
5
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:
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
The call option pricing based on investment strategy with stochastic interest rate
Zhang, Xin
;
Shu, Huisheng
;
Kan, Xiu
;
Fang, Yingyi
; …
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10011846108
Saved in:
9
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
Saved in:
10
A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul
;
Andallah, Laek Sazzad
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
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