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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Option pricing theory
458
Optionspreistheorie
458
Theorie
350
Theory
350
Option trading
135
Optionsgeschäft
135
Volatility
120
Volatilität
120
Stochastic process
88
Stochastischer Prozess
88
Hedging
74
Black-Scholes model
68
Black-Scholes-Modell
68
Yield curve
65
Zinsstruktur
65
USA
55
United States
55
Derivat
50
Derivative
50
Interest rate derivative
37
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37
Portfolio selection
36
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36
Swap
36
CAPM
30
Estimation
26
Incomplete market
26
Schätzung
26
Unvollkommener Markt
26
Aktienoption
24
Credit derivative
24
Kreditderivat
24
Stock option
24
Credit risk
23
Kreditrisiko
23
Monte Carlo simulation
20
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20
Börsenkurs
18
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18
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18
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587
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588
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588
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2
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2
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English
588
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Carr, Peter
8
Rogers, Leonard C. G.
8
Chen, Son-nan
7
Madan, Dilip B.
7
Wu, Ting-pin
7
Hull, John
6
Linetsky, Vadim
6
Ritchken, Peter H.
6
White, Alan
6
Glasserman, Paul
5
Kwok, Yue-Kuen
5
Newton, David P.
5
Yor, Marc
5
Bender, Christian
4
Brigo, Damiano
4
Broadie, Mark
4
Cont, Rama
4
Duan, Jin-Chuan
4
Duck, Peter W.
4
Ederington, Louis H.
4
Elliott, Robert J.
4
Fabozzi, Frank J.
4
Frey, Rüdiger
4
Geman, Hélyette
4
Hobson, David G.
4
Kallsen, Jan
4
Levendorskij, Sergej Z.
4
Schachermayer, Walter
4
Schoutens, Wim
4
Tian, Yisong Sam
4
Touzi, Nizar
4
Widdicks, Martin
4
Wu, Liuren
4
Bayraktar, Erhan
3
Bensoussan, Alain
3
Bermin, Hans-Peter
3
Bernard, Carole
3
Bielecki, Tomasz R.
3
Björk, Tomas
3
Capponi, Agostino
3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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
542
Journal of banking & finance
386
Applied mathematical finance
268
The journal of computational finance
267
Finance and stochastics
251
Review of derivatives research
213
Quantitative finance
208
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
120
The European journal of finance
119
Journal of mathematical finance
117
Computational economics
116
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)
588
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1
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
2
A general accurate approximation for pricing and hedging basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
Saved in:
3
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:
4
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:
5
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:
6
Option
pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
7
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:
8
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:
9
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
10
A simple closed-form formula for pricing basket options
Kan, Kin Hung
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 104-110
Persistent link: https://www.econbiz.de/10011931875
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