//--> //--> //-->
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:"Fusai, Gianluca"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
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 trading"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Behavioural finance
Black-Scholes model
Index futures
Option trading
15
Optionsgeschäft
15
Option pricing theory
13
Optionspreistheorie
13
Black-Scholes-Modell
4
Stochastic process
4
Stochastischer Prozess
4
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Derivat
2
Derivative
2
Finance
2
Option pricing
2
Scientific method
2
Wissenschaftliche Methode
2
Asia
1
Asian option
1
Asien
1
CEV diffusion
1
CEV process
1
Characteristic function
1
Commodity derivative
1
Commodity market
1
Commodity price
1
Control variate
1
Discrete monitoring
1
Discrete-time model
1
Early exercise
1
Exchange option
1
Exotic derivatives
1
Finanzmathematik
1
Fourier inversion
1
Fourier transform
1
Hilbert transform
1
Laplace transform
1
Lévy processes
1
Mathematical finance
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Fusai, Gianluca
Thomsett, Michael C.
12
Ryu, Doojin
11
Perrakis, Stylianos
9
Bernales, Alejandro
7
Zhang, Jin E.
7
Choy, Siu Kai
5
Cici, Gjergji
5
Constantinides, George M.
5
Gehricke, Sebastian A.
5
Jackwerth, Jens Carsten
5
Kühn, Christoph
5
Orosi, Greg
5
Palacios, Luis-Felipe
5
Singh, Vipul Kumar
5
Wystup, Uwe
5
Zanette, Antonino
5
Alexander, Carol
4
Andersen, Torben
4
Chance, Don M.
4
Czerwonko, Michal
4
Fodor, Andy
4
Fusari, Nicola
4
Griebsch, Susanne
4
Heston, Steven L.
4
Kang, Jangkoo
4
Kim, Sol
4
Ko, Bangwon
4
Kōnstantinidēs, Giōrgos
4
Lee, Hangsuck
4
Levy, Jared
4
Lieberman, Offer
4
Lung, Peter P.
4
Muravyev, Dmitriy
4
Ofek, Eli
4
Phillips, Peter C. B.
4
Pirjol, Dan
4
Shaikh, Imlak
4
Verousis, Thanos
4
Wang, Yaw-Huei
4
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1
Finance and stochastics
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
3
Analysis of quadrature methods for pricing discrete barrier options
Fusai, Gianluca
;
Recchioni, Maria Cristina
- In:
Journal of economic dynamics & control
31
(
2007
)
3
,
pp. 826-860
Persistent link: https://www.econbiz.de/10003421624
Saved in:
4
An exact analytical solution for discrete barrier options
Fusai, Gianluca
;
Abrahams, I. David
;
Sgarra, Carlo
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003234939
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->