//--> //--> //--> //-->
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:"Boyle, Phelim P."
~person:"Fusai, Gianluca"
~person:"Wu, Liuren"
~type_genre:"Aufsatz in Zeitschrift"
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:"Optionspreismodell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
43
Optionspreistheorie
43
Volatility
16
Volatilität
16
Option trading
15
Optionsgeschäft
15
Stochastic process
15
Stochastischer Prozess
15
Theorie
12
Theory
12
Derivat
6
Derivative
6
Index futures
4
Index-Futures
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
USA
4
United States
4
Aktienoption
3
Monte Carlo
3
Option pricing
3
Portfolio selection
3
Portfolio-Management
3
Stock option
3
jumps
3
Asia
2
Asien
2
Black-Scholes model
2
Black-Scholes-Modell
2
CAPM
2
Capital income
2
Credit risk
2
Currency option
2
Devisenoption
2
Energiemarkt
2
Energy market
2
Finance
2
Finanzmathematik
2
Hedging
2
Hilbert transform
2
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
43
Aufsatz im Buch
8
Book section
8
Lehrbuch
1
Reprint
1
Textbook
1
more ...
less ...
Language
All
English
43
Author
All
Boyle, Phelim P.
Fusai, Gianluca
Wu, Liuren
Madan, Dilip B.
50
Carr, Peter
45
Fabozzi, Frank J.
35
Elliott, Robert J.
34
Kwok, Yue-Kuen
34
Cui, Zhenyu
31
Wang, Xingchun
31
Takahashi, Akihiko
30
Siu, Tak Kuen
29
Schoutens, Wim
27
Zhang, Jin E.
26
Benth, Fred Espen
24
Jarrow, Robert A.
23
Kim, Young Shin
21
Stentoft, Lars
21
Escobar, Marcos
20
Levendorskij, Sergej Z.
20
Račev, Svetlozar T.
20
Wong, Hoi Ying
20
Joshi, Mark S.
19
Zanette, Antonino
19
Schwartz, Eduardo S.
18
Glasserman, Paul
17
He, Xin-Jiang
17
Chen, Ren-Raw
16
Chen, Son-nan
16
Lin, Shih-kuei
16
Ryu, Doojin
16
Zhu, Song-Ping
16
Chung, San-lin
15
Eberlein, Ernst
15
Xu, Wei
15
Chiarella, Carl
14
Christoffersen, Peter F.
14
Câmara, António
14
Hobson, David G.
14
Härdle, Wolfgang
14
Jacobs, Kris
14
more ...
less ...
Published in...
All
European journal of operational research : EJOR
5
Journal of banking & finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial economics
4
Insurance / Mathematics & economics
3
The journal of finance : the journal of the American Finance Association
3
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Advances in futures and options research : a research annual
1
American journal of agricultural economics
1
Applied mathematical finance
1
Finance and stochastics
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of investment management : JOIM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics of operations research
1
Research in finance
1
Review of derivatives research
1
The European journal of finance
1
The journal of business : B
1
The journal of computational finance
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models
Brignone, Riccardo
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 232-247
Persistent link: https://www.econbiz.de/10012482885
Saved in:
2
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
Saved in:
3
Using machine learning to predict realized variance
Carr, Peter
;
Wu, Liuren
;
Zhang, Zhibai
- In:
Journal of investment management : JOIM
18
(
2020
)
2
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012588965
Saved in:
4
Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
Saved in:
5
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 210-223
Persistent link: https://www.econbiz.de/10011882800
Saved in:
6
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contra
Gambaro, Anna Maria
;
Casalini, Riccardo
;
Fusai, Gianluca
; …
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 117-129
Persistent link: https://www.econbiz.de/10011904636
Saved in:
7
Simple robust hedging with nearby contracts
Wu, Liuren
;
Zhu, Jingyi
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
Saved in:
8
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
Saved in:
9
Electricity forward curves with thin granularity : theory and empirical evidence in the hourly EPEXspot market
Caldana, Ruggero
;
Fusai, Gianluca
;
Roncoroni, Andrea
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 715-734
Persistent link: https://www.econbiz.de/10011738512
Saved in:
10
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
Fusai, Gianluca
;
Kyriakou, Ioannis
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 531-559
Persistent link: https://www.econbiz.de/10011520483
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->