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Search: subject:"Basket Options"
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Subject
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Basket options
19
Optionspreistheorie
19
Option pricing theory
18
Option trading
15
Optionsgeschäft
15
Basket Options
9
basket options
9
Stochastic process
7
Stochastischer Prozess
7
Volatility
6
Volatilität
6
Derivat
4
Derivative
4
Monte Carlo simulation
4
Theorie
4
Correlation
3
Correlation Risk
3
Foreign Exchange Optios
3
Hedging
3
Ito-Taylor Expansion
3
Korrelation
3
Monte Carlo Simulation
3
Portfolio selection
3
Portfolio-Management
3
Risikoprämie
3
Risk premium
3
Statistical distribution
3
Statistische Verteilung
3
Super-replication
3
Theory
3
Volatility Smile Modelling
3
option pricing
3
ARCH model
2
ARCH-Modell
2
Analytical Approximations
2
Basket options valuation
2
Black-Scholes model
2
Black-Scholes-Modell
2
Credit risk
2
Default risk
2
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Online availability
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Undetermined
23
Free
12
Type of publication
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Article
26
Book / Working Paper
16
Type of publication (narrower categories)
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Article in journal
18
Aufsatz in Zeitschrift
18
Working Paper
3
Thesis
2
Arbeitspapier
1
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
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Language
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English
31
Undetermined
11
Author
All
Dionne, Georges
3
Hakala, Jürgen
3
Ouertani, Nadia
3
Su, Xia
3
Wystup, Uwe
3
Gauthier, Geneviève
2
Racheva-Iotova, Boryana
2
Stoyanov, Stoyan
2
Tahani, Nabil
2
Venkatramanan, Aanand
2
Wang, Xingchun
2
Wu, Ping
2
Wörner, Stefan
2
Alexander, Carol
1
Bayer, Christian
1
Bo, Lijun
1
Borovkova, Svetlana
1
Budke, Albrecht
1
Chang, Jui-Jane
1
Cherubini, Umberto
1
D'Aspremont, A.
1
Dingeç, Kemal Dinçer
1
Dong, Ziming
1
Elliott, Robert J.
1
Escobar, Marcos
1
Fengler, Matthias
1
Gauthier, Genevieve
1
Hajizadeh, Ehsan
1
Hanbali, Hamza
1
Hanert, Emmanuel
1
Herwartz, Helmut
1
Hobson, David
1
Huang, Pao-Hsien
1
Härdle, Wolfgang
1
Hörmann, Wolfgang
1
Krause, Daniel
1
Kuang, Yuming
1
Lai, Tze Leung
1
Laurence, Peter
1
Leccadito, Arturo
1
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Institution
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Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Henley Business School, University of Reading
2
Society for Computational Economics - SCE
2
EconWPA
1
Frankfurt School of Finance and Management
1
International Centre for Economic Research (ICER)
1
School of Economics and Political Science, Universität St. Gallen
1
University of Bonn, Germany
1
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Published in...
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Review of derivatives research
3
Bonn Econ Discussion Papers
2
CPQF Working Paper Series
2
Cahiers de recherche
2
ICMA Centre Discussion Papers in Finance
2
Journal of mathematical finance
2
Quantitative finance
2
Annals of finance
1
Applied Mathematical Finance
1
Asia-Pacific Financial Markets
1
Computational Management Science : CMS
1
Computational Statistics
1
Computational economics
1
Computing in Economics and Finance 2005
1
Computing in Economics and Finance 2006
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance
1
Finance research letters
1
ICER Working Papers - Applied Mathematics Series
1
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
1
Mathematical Methods of Operations Research
1
Mathematics and financial economics
1
Multinational Finance Journal
1
Operations research letters
1
Quantitative Finance
1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
1
University of St. Gallen Department of Economics working paper series 2010
1
Working paper series / Centre for Practical Quantitative Finance
1
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ECONIS (ZBW)
20
RePEc
19
EconStor
2
BASE
1
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1
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1
Pricing and risk management of multi-assets financial instruments to natural disasters
Chang, Jui-Jane
;
Huang, Pao-Hsien
;
Wu, Ting-Pin
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
1
,
pp. 19-43
Persistent link: https://www.econbiz.de/10014444330
Saved in:
2
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
3
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
4
The closed-form approximation to price
basket
options
under stochastic interest rate
Yu, Bo
;
Zhu, Hongmei
;
Wu, Ping
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013342195
Saved in:
5
Dynamic programming for optimal stopping via pseudo-regression
Bayer, Christian
;
Redmann, Martin
;
Schoenmakers, John
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10012424631
Saved in:
6
Conditional dependence in post-crisis markets : dispersion and correlation skew trades
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
55
(
2020
)
2
,
pp. 389-426
Persistent link: https://www.econbiz.de/10012303884
Saved in:
7
Developing a risk-based approach for American basket option pricing
Hajizadeh, Ehsan
;
Mahootchi, Masoud
- In:
Computational economics
53
(
2019
)
4
,
pp. 1593-1612
Persistent link: https://www.econbiz.de/10012135578
Saved in:
8
American-type basket option pricing : a simple two-dimensional partial differential equation
Hanbali, Hamza
;
Linders, Daniel
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1689-1704
Persistent link: https://www.econbiz.de/10012194817
Saved in:
9
Finite difference methods for the non-linear Black-Scholes-Barenblatt equation
Budke, Albrecht
-
2013
Persistent link: https://www.econbiz.de/10010528523
Saved in:
10
The pricing of
basket
options
: a weak convergence approach
Bo, Lijun
;
Wang, Yongjin
- In:
Operations research letters
45
(
2017
)
2
,
pp. 119-125
Persistent link: https://www.econbiz.de/10011687623
Saved in:
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