//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Computational economics"
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:"European option"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
19
Option trading
19
Optionsgeschäft
19
Optionspreistheorie
19
Stochastic process
9
Stochastischer Prozess
9
Volatility
8
Volatilität
8
Black-Scholes model
7
Black-Scholes-Modell
7
Experiment
4
Derivat
3
Derivative
3
EU countries
3
EU-Staaten
3
Hedging
3
Option pricing
3
American option
2
Barrier option
2
Convergence
2
European option
2
European option pricing
2
Option
2
Stability
2
ARCH model
1
ARCH-Modell
1
Accuracy
1
Algebraic multigrid methods
1
American basket options
1
American option pricing
1
American options
1
Analytical approximation
1
Anlageverhalten
1
Arbitrage-free SABR model
1
Artificial intelligence
1
Backtesting
1
Barrier options
1
Behavioural finance
1
Bermuda swaption
1
Black-Scholes PDE
1
more ...
less ...
Online availability
All
Undetermined
Free
5
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Adl, A.
1
Aghdam, Y. Esmaeelzade
1
Ahmadian, Davood
1
Ali, Kazim
1
Beheshti, M. Hossein
1
Bhuruth, Muddun
1
Casas, Isabel
1
Chen, Chien-Ming
1
Chen, Yingzi
1
Doostaki, Reza
1
Erkan, Bünyamin
1
Farnam, B.
1
Farnoosh, Rahman
1
Golbabai, Ahmad
1
Hajizadeh, Ehsan
1
He, Xin-Jiang
1
Hosseini, Mohammad Mehdi
1
Huh, Jeonggyu
1
Javid-Jahromi, Roja
1
Jeon, Jaegi
1
Khursheed, Ambreen
1
Koffi, Rock Stephane
1
Li, Yong
1
Li, Zhe
1
Lin, Sha
1
Liu, Yong-Jun
1
Lou, Zhu-Sheng
1
Ma, Chaoqun
1
Ma, Yong
1
Ma, Yong-Ki
1
Mahootchi, Masoud
1
Mardani, Z.
1
Mehrdoust, F.
1
Mesgarani, H.
1
Mustafa, Faisal
1
Nasir, Ali
1
Nikan, Omid
1
Prigent, Jean-Luc
1
Rezazadeh, Hamidreza
1
Safdari-Vaighani, Ali
1
more ...
less ...
Published in...
All
Computational economics
The journal of futures markets
55
Quantitative finance
48
Finance research letters
42
The North American journal of economics and finance : a journal of financial economics studies
39
International journal of theoretical and applied finance
38
Journal of banking & finance
32
Review of derivatives research
31
International journal of financial engineering
28
The journal of computational finance
26
International review of economics & finance : IREF
25
Applied mathematical finance
19
European journal of operational research : EJOR
19
Journal of economic dynamics & control
18
Journal of financial economics
18
Journal of financial markets
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
The journal of derivatives : JOD
17
International review of financial analysis
15
Journal of mathematical finance
15
Applied economics
13
Journal of financial and quantitative analysis : JFQA
13
Discussion paper / Centre for Economic Policy Research
11
Finance and stochastics
11
The European journal of finance
11
Theoretical economics letters
11
Annals of finance
10
The journal of asset management
10
Applied economics letters
9
Energy economics
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
SpringerLink / Bücher
9
Working paper / National Bureau of Economic Research, Inc.
9
Insurance / Mathematics & economics
8
Journal of econometrics
8
Journal of empirical finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
The review of financial studies
8
Asia-Pacific financial markets
7
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade
;
Mesgarani, H.
;
Adl, A.
;
Farnam, B.
- In:
Computational economics
61
(
2023
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
Saved in:
2
Option pricing by the Legendre wavelets method
Doostaki, Reza
;
Hosseini, Mohammad Mehdi
- In:
Computational economics
59
(
2022
)
2
,
pp. 749-773
Persistent link: https://www.econbiz.de/10013169051
Saved in:
3
An analytical approximation formula for barrier option prices under the heston model
He, Xin-Jiang
;
Lin, Sha
- In:
Computational economics
60
(
2022
)
4
,
pp. 1413-1425
Persistent link: https://www.econbiz.de/10013447445
Saved in:
4
Kelly-based options trading strategies on settlement date via supervised learning algorithms
Wu, Mu-En
;
Syu, Jia-Hao
;
Chen, Chien-Ming
- In:
Computational economics
59
(
2022
)
4
,
pp. 1627-1644
Persistent link: https://www.econbiz.de/10013262110
Saved in:
5
An efficient algorithm for options under Merton’s jump-diffusion model on nonuniform grids
Chen, Yingzi
;
Wang, Wansheng
;
Xiao, Aiguo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1565-1591
Persistent link: https://www.econbiz.de/10012135577
Saved in:
6
Exploring option pricing and hedging via volatility asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
7
An approximation scheme for option pricing under two-state continuous CAPM
Safdari-Vaighani, Ali
;
Ahmadian, Davood
;
Javid-Jahromi, Roja
- In:
Computational economics
57
(
2021
)
4
,
pp. 1373-1385
Persistent link: https://www.econbiz.de/10012543380
Saved in:
8
A Markov decision process model for optimal trade of options using statistical data
Nasir, Ali
;
Khursheed, Ambreen
;
Ali, Kazim
;
Mustafa, Faisal
- In:
Computational economics
58
(
2021
)
2
,
pp. 327-346
Persistent link: https://www.econbiz.de/10012615007
Saved in:
9
Pricing
European
option
under fuzzy mixed fractional Brownian motion model with jumps
Zhang, Wei-guo
;
Li, Zhe
;
Liu, Yong-Jun
;
Zhang, Yue
- In:
Computational economics
58
(
2021
)
2
,
pp. 483-515
Persistent link: https://www.econbiz.de/10012615049
Saved in:
10
Pricing exotic option under jump-diffusion models by the quadrature method
Zhang, Jin-Yu
;
Wu, Wen-Bo
;
Li, Yong
;
Lou, Zhu-Sheng
- In:
Computational economics
58
(
2021
)
3
,
pp. 867-884
Persistent link: https://www.econbiz.de/10012651045
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->