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~isPartOf:"The European journal of finance"
~isPartOf:"The journal of computational finance"
~subject:"Anlageverhalten"
~subject:"Option pricing theory"
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Search: subject:"Wertpapier"
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Anlageverhalten
Option pricing theory
Derivat
104
Derivative
104
Optionspreistheorie
54
Theorie
48
Theory
48
Securities trading
39
Wertpapierhandel
39
Credit risk
34
Kreditrisiko
34
Volatility
26
Volatilität
26
Portfolio selection
24
Portfolio-Management
24
Yield curve
24
Zinsstruktur
24
Stochastic process
22
Stochastischer Prozess
22
Börsenkurs
21
Share price
21
Hedging
18
Anleihe
17
Bond
17
Credit derivative
17
Estimation
17
Kreditderivat
17
Schätzung
17
EU countries
14
EU-Staaten
14
Option trading
14
Optionsgeschäft
14
Bond market
13
CAPM
13
Capital income
13
Kapitaleinkommen
13
Rentenmarkt
13
Swap
13
Aktienmarkt
12
Behavioural finance
12
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Undetermined
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Article
64
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2
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Article in journal
66
Aufsatz in Zeitschrift
66
Collection of articles of several authors
2
Sammelwerk
2
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English
66
Author
All
Nolte, Ingmar
3
Ballotta, Laura
2
Chen, Son-nan
2
Crépey, Stéphane
2
Dunis, Christian
2
Escobar, Marcos
2
Kandhai, Drona
2
Nolte, Sandra
2
Oosterlee, Cornelis W.
2
Reisinger, Christoph
2
Romagnoli, Silvia
2
Schoutens, Wim
2
Zagst, Rudi
2
Abad Díaz, David
1
Abreu, Margarida
1
Anderluh, J. H. M.
1
Armada, Manuel José da Rocha
1
Bajo, Emanuele
1
Barbi, Massimiliano
1
Benk, Janos
1
Bhim, Louis
1
Bhuruth, Muddun
1
Bonfiglioli, Efrem
1
Bujok, Karolina
1
Calvo-Garrido, M. C.
1
Caramellino, Lucia
1
Cathcart, Lara
1
Chataigner, Marc
1
Chen, Bin
1
Chen, Yuwei
1
Cherubini, Umberto
1
Chesney, Marc
1
Christara, Christiana C.
1
Christara, Christina C.
1
Coakley, Jerry
1
Coonjobeharry, Radha Krishn
1
Crosby, John
1
Daluiso, Roberto
1
Dang, Duy Minh
1
Davis, Jesse
1
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Published in...
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The European journal of finance
The journal of computational finance
International journal of theoretical and applied finance
123
Applied mathematical finance
70
Journal of banking & finance
66
Quantitative finance
49
Review of derivatives research
47
The journal of futures markets
47
Journal of economic dynamics & control
39
Pacific-Basin finance journal
39
Finance research letters
38
The North American journal of economics and finance : a journal of financial economics studies
38
Wiley trading series
33
European journal of operational research : EJOR
32
NBER working paper series
32
International review of financial analysis
31
Journal of mathematical finance
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
International journal of financial engineering
27
Working paper / National Bureau of Economic Research, Inc.
27
Applied economics letters
25
International review of economics & finance : IREF
25
Computational economics
24
SpringerLink / Bücher
24
Energy economics
23
Finance and stochastics
23
Journal of empirical finance
23
Journal of financial economics
23
Risks : open access journal
23
The journal of finance : the journal of the American Finance Association
23
Applied economics
22
Journal of financial markets
22
NBER Working Paper
22
Research paper series / Swiss Finance Institute
21
The journal of derivatives : JOD
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Insurance / Mathematics & economics
18
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
18
The review of financial studies
18
Economic modelling
17
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ECONIS (ZBW)
66
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1
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
2
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
3
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
4
Penalty methods for bilateral XVA pricing in European and American contingent claims by a partial differential equation model
Chen, Yuwei
;
Christara, Christiana C.
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012544162
Saved in:
5
Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations
Crépey, Stéphane
;
Dixon, Matthew F.
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10012421957
Saved in:
6
Second-order Monte Carlo sensitivities
Daluiso, Roberto
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012212482
Saved in:
7
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
8
Nowcasting networks
Chataigner, Marc
;
Crépey, Stéphane
;
Pu, Jiang
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012543628
Saved in:
9
Noise traders, mispricing, and price adjustments in derivatives markets
Ryu, Doojin
;
Yang, Heejin
- In:
The European journal of finance
26
(
2020
)
6
,
pp. 480-499
Persistent link: https://www.econbiz.de/10012207260
Saved in:
10
Short selling disclosure and its impact on CDS spreads
Lleshaj, Denisa
;
Kocian, Jannik
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1117-1150
Persistent link: https://www.econbiz.de/10012609266
Saved in:
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