//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Alghalith, Moawia"
~person:"Barone-Adesi, Giovanni"
~person:"Schoutens, Wim"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Option pricing theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Option pricing theory
113
Optionspreistheorie
113
Derivat
26
Derivative
26
Option trading
24
Optionsgeschäft
24
Volatility
22
Volatilität
22
Stochastic process
20
Stochastischer Prozess
20
Black-Scholes model
18
Black-Scholes-Modell
18
Theory
15
Hedging
12
Börsenkurs
10
Share price
10
Portfolio selection
8
Portfolio-Management
8
Risikomaß
8
Risk measure
8
Estimation
7
Schätzung
7
ARCH model
6
ARCH-Modell
6
Aktienoption
6
CAPM
6
Convertible bond
6
Credit risk
6
Kreditrisiko
6
Stock option
6
Wandelanleihe
6
Aktienmarkt
5
Finanzmathematik
5
Herdenverhalten
5
Herding
5
Mathematical finance
5
Risikoprämie
5
Risk premium
5
Stock market
5
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
11
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Aufsatz im Buch
1
Bibliografie
1
Book section
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Working Paper
1
more ...
less ...
Language
All
English
15
Author
All
Alghalith, Moawia
Barone-Adesi, Giovanni
Schoutens, Wim
Härdle, Wolfgang
27
Hull, John
26
Wystup, Uwe
24
Carr, Peter
18
Chiarella, Carl
18
Kwok, Yue-Kuen
16
Scaillet, Olivier
16
Schoenmakers, John
16
Schwartz, Eduardo S.
16
Glasserman, Paul
15
Joshi, Mark S.
15
Madan, Dilip B.
15
Rosenberg, Joshua V.
15
Subrahmanyam, Marti G.
15
Vorst, Ton
15
Jarrow, Robert A.
14
Renault, Eric
14
Chesney, Marc
13
Korn, Ralf
13
Prigent, Jean-Luc
13
Schöbel, Rainer
13
Steiner, Manfred
13
Bellalah, Mondher
12
Broadie, Mark
12
Kohlmann, Michael
12
Sandmann, Klaus
12
Wei, Jason
12
Elliott, Robert J.
11
Engle, Robert F.
11
Hafner, Christian M.
11
Korn, Olaf
11
Reiß, Ariane
11
Wilmott, Paul
11
Belomestny, Denis
10
Boyle, Phelim P.
10
Duan, Jin-Chuan
10
Frey, Rüdiger
10
Garcia, René
10
Jeanblanc, Monique
10
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
European financial management : the journal of the European Financial Management Association
1
Finance : revue de l'Association Française de Finance
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Global finance journal
1
Journal of banking & finance
1
Journal of derivatives & hedge funds
1
Journal of economic dynamics & control
1
Research paper series / Swiss Finance Institute
1
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
1
The European journal of finance
1
The review of financial studies
1
Wiley series in probability and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Financial crisis: estimating the risk of assets in balance
Barone-Adesi, Giovanni
;
Corvasce, Giuseppe
-
2009
Persistent link: https://www.econbiz.de/10003970456
Saved in:
2
Optimal options pricing and trading : a new theory
Alghalith, Moawia
- In:
Journal of derivatives & hedge funds
17
(
2011
)
3
,
pp. 181-185
Persistent link: https://www.econbiz.de/10009385337
Saved in:
3
Barrier option pricing using adjusted transition probabilities
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Theal, John
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 36-53
Persistent link: https://www.econbiz.de/10003795257
Saved in:
4
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
5
Valuation of derivatives based on single-factor interest rate models
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
;
Allegretto, Walter
- In:
Global finance journal
18
(
2007
)
2
,
pp. 251-269
Persistent link: https://www.econbiz.de/10003704514
Saved in:
6
Static hedging of Asian options under Lévy models
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
3
,
pp. 63-72
Persistent link: https://www.econbiz.de/10002672510
Saved in:
7
Special issue on thirty years of continuous-time finance
Barone-Adesi, Giovanni
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003121067
Saved in:
8
Two-factor convertible bonds valuation using the method of characteristics/finite elements
Barone-Adesi, Giovanni
;
Bermudez, Ana
;
Hatgioannides, John
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1801-1831
Persistent link: https://www.econbiz.de/10001755431
Saved in:
9
Lévy processes in finance : pricing financial derivatives
Schoutens, Wim
-
2003
Persistent link: https://www.econbiz.de/10001728004
Saved in:
10
Static hedging of Asian options under Lévy models : the comonotonicity approach
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
-
2003
Persistent link: https://www.econbiz.de/10001938553
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->