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~isPartOf:"Asia-Pacific financial markets"
~subject:"Black-Scholes-Modell"
~subject:"Martingal"
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Search: subject:"Option"
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Black-Scholes-Modell
Martingal
Option pricing theory
77
Optionspreistheorie
77
Theorie
26
Theory
26
Stochastic process
24
Stochastischer Prozess
24
Option trading
22
Optionsgeschäft
22
Volatility
22
Volatilität
22
Black-Scholes model
18
Yield curve
14
Zinsstruktur
14
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11
Kreditrisiko
11
Derivat
9
Derivative
9
CAPM
8
Incomplete market
7
Markov chain
7
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Unvollkommener Markt
7
Asymptotic expansion
5
Estimation theory
5
Japan
5
Martingale
5
Monte Carlo simulation
5
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5
Option pricing
5
Schätztheorie
5
Credit derivative
4
Currency option
4
Devisenoption
4
Experiment
4
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4
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4
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4
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English
23
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Fujita, Takahiko
2
Kim, Yong-jin
2
Klebaner, Fima C.
2
Takahashi, Akihiko
2
Takaoka, Koichiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Batten, Jonathan A.
1
Ben Salah, Zied
1
Fujisaki, Masatoshi
1
Futami, Hidenori
1
Grossinho, Maria do Rosário
1
Hamza, Kais
1
Ishimura, Naoyuki
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kawanishi, Yasuhiro
1
Kord, Yaser
1
Kunitomo, Naoto
1
Landsman, Zinoviy
1
Macrina, Andrea
1
Madan, Dilip B.
1
Meng, Li
1
Miura, Ryozo
1
Miyahara, Yoshio
1
Momeya, Romuald Hervé
1
Parbhoo, Priyanka A.
1
Roynette, B.
1
Shinohara, Yoshitane
1
Shirakawa, Hiroshi
1
Tan, Ying-oon
1
Wang, Mei
1
Yamada, Toshihiro
1
Yor, Marc
1
Zhang, Dewei
1
Žitňanská, Magdaléna
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Asia-Pacific financial markets
International journal of theoretical and applied finance
97
Finance and stochastics
59
Mathematical finance : an international journal of mathematics, statistics and financial theory
55
Applied mathematical finance
46
The journal of futures markets
38
The journal of computational finance
33
Computational economics
30
Review of derivatives research
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of mathematical finance
27
Quantitative finance
27
International journal of financial engineering
26
Journal of banking & finance
20
Journal of economic dynamics & control
15
Research paper series / Swiss Finance Institute
15
Journal of econometrics
14
The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
13
Risks : open access journal
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
11
Options : classic approaches to pricing and modelling
11
The European journal of finance
11
The review of financial studies
11
European journal of operational research : EJOR
10
Journal of risk and financial management : JRFM
10
Mathematical methods of operations research
10
CoFE discussion papers
9
Review of quantitative finance and accounting
9
Discussion paper / B
8
International review of financial analysis
8
Mathematics and financial economics
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Advances in futures and options research : a research annual
7
Annals of finance
7
Applied economics
7
Journal of derivatives & hedge funds
7
Journal of financial economics
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
The journal of finance : the journal of the American Finance Association
7
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ECONIS (ZBW)
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1
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
2
A new type of barrier options : lizard
option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
3
Analysis of the nonlinear
option
pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
Saved in:
4
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
5
Option
pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
6
Edokko options : a new framework of barrier options
Fujita, Takahiko
;
Miura, Ryozo
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 141-151
Persistent link: https://www.econbiz.de/10001758329
Saved in:
7
Evaluation of the Asian
option
by the dual martingale measure
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
Saved in:
8
Randomised mixture models for pricing kernels
Macrina, Andrea
;
Parbhoo, Priyanka A.
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 281-315
Persistent link: https://www.econbiz.de/10010511573
Saved in:
9
Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange
option
market with changing volatility
Meng, Li
;
Wang, Mei
- In:
Asia-Pacific financial markets
17
(
2010
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10009237122
Saved in:
10
The instantaneous volatility and the implied volatility surface for a generalized black-scholes model
Takaoka, Koichiro
;
Futami, Hidenori
- In:
Asia-Pacific financial markets
17
(
2010
)
4
,
pp. 391-436
Persistent link: https://www.econbiz.de/10009237752
Saved in:
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