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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Index number"
~subject:"Stochastischer Prozess"
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Index number
Stochastischer Prozess
Option trading
86
Optionsgeschäft
86
Option pricing theory
47
Optionspreistheorie
47
Theorie
31
Theory
31
Volatility
19
Volatilität
19
USA
14
United States
14
Hedging
11
Black-Scholes model
10
Black-Scholes-Modell
10
Börsenkurs
6
Share price
6
Estimation
5
Schätzung
5
Stochastic process
5
Bid-ask spread
4
Derivat
4
Derivative
4
Geld-Brief-Spanne
4
Index
4
Portfolio selection
4
Portfolio-Management
4
Statistical distribution
4
Statistische Verteilung
4
Aktienmarkt
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Securities trading
3
Stock market
3
Swap
3
Wertpapierhandel
3
Aktienindex
2
Aktienoption
2
Capital income
2
Credit risk
2
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Article
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9
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9
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English
9
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Atiya, Amir F.
1
Bansal, Vipul K.
1
Beliaeva, Natalia A.
1
Carr, Peter
1
Jackwerth, Jens Carsten
1
Jiang, George J.
1
Marshall, John F.
1
Metwally, Steve A. K.
1
Nalholm, Morten
1
Nawalkha, Sanjay K.
1
Poulsen, Rolf
1
Russo, Emilio
1
Staino, Alessandro
1
Tian, Yisong Sam
1
Whaley, Robert E.
1
Wu, Liuren
1
Yuyuenyongwatana, Robert Privat
1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
29
Quantitative finance
24
The journal of computational finance
18
The journal of futures markets
17
Applied mathematical finance
15
Finance and stochastics
11
Journal of economic dynamics & control
11
Journal of mathematical finance
10
Review of derivatives research
10
Computational economics
9
European journal of operational research : EJOR
9
Finance research letters
9
International journal of financial engineering
9
Journal of banking & finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of econometrics
8
Annals of finance
7
Insurance / Mathematics & economics
6
Applied financial economics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research
5
Operations research letters
5
Research paper series / Swiss Finance Institute
5
Asia-Pacific financial markets
4
Economic modelling
4
International review of financial analysis
4
Risks : open access journal
4
SFB 649 Discussion Paper
4
The journal of derivatives : JOD
4
Advanced series on statistical science & applied probability
3
Applied economics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International review of economics & finance : IREF
3
Journal of financial economics
3
Journal of risk and financial management : JRFM
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical methods of operations research
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Swiss Finance Institute Research Paper
3
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ECONIS (ZBW)
9
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1
On pricing Asian options under stochastic volatility
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10011687238
Saved in:
2
A simple approach to pricing American options under the Heston stochastic volatility model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
3
Extracting model-free volatility from option prices : an examination of the VIX index
Jiang, George J.
;
Tian, Yisong Sam
- In:
The journal of derivatives : the official publication …
14
(
2007
)
3
,
pp. 35-60
Persistent link: https://www.econbiz.de/10003447127
Saved in:
4
A tale of two indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
Saved in:
5
Static hedging of barrier options under general asset dynamics : unification and application
Nalholm, Morten
;
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 46-60
Persistent link: https://www.econbiz.de/10003346503
Saved in:
6
Using Brownian bridge for fast simulation of jump-diffusion processes and barrier options
Metwally, Steve A. K.
;
Atiya, Amir F.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 43-54
Persistent link: https://www.econbiz.de/10001718687
Saved in:
7
Return and risk of CBOE buy write monthly index
Whaley, Robert E.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
2
,
pp. 35-42
Persistent link: https://www.econbiz.de/10001745231
Saved in:
8
Option-implied risk-neutral distributions and implied binominal trees : a literature review
Jackwerth, Jens Carsten
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 66-82
Persistent link: https://www.econbiz.de/10001497770
Saved in:
9
Hedging business cycle risk with macroeconomic swaps : some preliminary evidence
Bansal, Vipul K.
- In:
The journal of derivatives : the official publication …
1
(
1994
)
3
,
pp. 50-58
Persistent link: https://www.econbiz.de/10001219482
Saved in:
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