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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"ces"
~language:"eng"
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Search: subject_exact:"Aktienoptionshandel"
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Aktienoption
7
Stock option
7
Option pricing theory
6
Optionspreistheorie
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Theorie
5
Theory
5
Volatility
2
Volatilität
2
2007
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American options
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employee stock options
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utility indifference pricing
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Bayraktar, Erhan
2
Chevalier, Etienne
1
Dempster, Michael A. H.
1
Henderson, Vicky
1
Hutton, J. P.
1
Leung, Tim
1
Platen, Eckhard
1
Schweizer, Martin
1
Sircar, Kaushik Ronnie
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Sun, Jia
1
Whalley, A. Elizabeth
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of financial economics
51
The review of financial studies
41
Journal of banking & finance
40
Journal of accounting & economics
38
The journal of finance : the journal of the American Finance Association
36
Working paper / National Bureau of Economic Research, Inc.
35
NBER working paper series
34
The journal of corporate finance : contracting, governance and organization
32
Review of quantitative finance and accounting
27
NBER Working Paper
25
The journal of futures markets
25
Journal of business finance & accounting : JBFA
22
The accounting review : a publication of the American Accounting Association
21
Finance research letters
18
Review of accounting studies
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
International review of economics & finance : IREF
15
Journal of financial and quantitative analysis : JFQA
14
The journal of applied business research
14
Applied economics
11
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
11
Managerial finance
11
Strategic management journal
11
Applied economics letters
10
International review of financial analysis
10
Discussion paper / Centre for Economic Policy Research
9
Journal of empirical finance
9
Review of Pacific Basin financial markets and policies
9
Review of accounting & finance
9
The financial review : the official publication of the Eastern Finance Association
9
The journal of the American Taxation Association : a publ. of the Tax Section of the American Accounting Association
9
Corporate ownership & control : international scientific journal
8
Journal of business ethics : JOBE
8
Journal of economic dynamics & control
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Pacific-Basin finance journal
8
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
7
International journal of theoretical and applied finance
7
Journal of financial markets
7
Journal of management accounting research : JMAR
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ECONIS (ZBW)
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1
Portfolios of American options under general preferences : results and counterexamples
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 533-566
Persistent link: https://www.econbiz.de/10010486003
Saved in:
2
A unified framework for pricing credit and equity derivatives
Bayraktar, Erhan
;
Yang, Bo
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 493-517
Persistent link: https://www.econbiz.de/10009156018
Saved in:
3
Pricing Asian options for jump diffusion
Bayraktar, Erhan
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10008935699
Saved in:
4
Accounting for risk aversion, vesting, job termination risk and multiple exercises in valuation of employee stock options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 99-128
Persistent link: https://www.econbiz.de/10003818394
Saved in:
5
Critical price near maturity for an American option on a dividend-paying stock in a local volatility model
Chevalier, Etienne
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 439-463
Persistent link: https://www.econbiz.de/10002983149
Saved in:
6
Pricing American stock options by linear programming
Dempster, Michael A. H.
;
Hutton, J. P.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 229-254
Persistent link: https://www.econbiz.de/10001444164
Saved in:
7
On feedback effects from hedging derivatives
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10001240796
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