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~isPartOf:"Asia-Pacific financial markets"
~subject:"Experiment"
~subject:"Theorie"
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Search: subject:"Option"
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Experiment
Theorie
Option pricing theory
77
Optionspreistheorie
77
Theory
26
Stochastic process
24
Stochastischer Prozess
24
Option trading
22
Optionsgeschäft
22
Volatility
22
Volatilität
22
Black-Scholes model
18
Black-Scholes-Modell
18
Yield curve
14
Zinsstruktur
14
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11
Kreditrisiko
11
Derivat
9
Derivative
9
CAPM
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Incomplete market
7
Markov chain
7
Markov-Kette
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Unvollkommener Markt
7
Asymptotic expansion
5
Estimation theory
5
Japan
5
Martingal
5
Martingale
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing
5
Schätztheorie
5
Credit derivative
4
Currency option
4
Devisenoption
4
Hedging
4
Interest rate
4
Kreditderivat
4
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4
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30
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30
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30
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English
30
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Takahashi, Akihiko
4
Fujita, Takahiko
2
Kim, Yong-jin
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Shirakawa, Hiroshi
2
Ahn, Hyungsok
1
Becchere, Giovanni
1
Carr, Peter
1
Chiarella, Carl
1
Chung, Tsz-Kin
1
Dai, Min
1
Delbaen, Freddy
1
Dong, Yinghui
1
Fouque, Jean-Pierre
1
Fujii, Masaaki
1
Grossinho, Maria do Rosário
1
Hui, Cho H.
1
Ishimura, Naoyuki
1
Kagenishi, Yoshiteru
1
Kariya, Takeaki
1
Kord, Yaser
1
Kunitomo, Naoto
1
Kwok, Yue-Kuen
1
Kwon, Oh Kang
1
Liang, Gechun
1
Liang, Xue
1
Lo, C. F.
1
Madan, Dilip B.
1
Maeda, Akira
1
Morimoto, Mayumi
1
Mulinacci, Sabrina
1
Nagashima, Kazuki
1
Nakajima, Katsushi
1
Papanicolaou, George
1
Penaud, Antony
1
Ren, Xuemin
1
Sato, Seisho
1
Shinohara, Yoshitane
1
Sircar, Kaushik Ronnie
1
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Asia-Pacific financial markets
Mathematical finance : an international journal of mathematics, statistics and financial theory
233
International journal of theoretical and applied finance
182
Finance and stochastics
135
The journal of futures markets
128
The journal of derivatives : the official publication of the International Association of Financial Engineers
125
Journal of banking & finance
112
Applied mathematical finance
93
The journal of computational finance
91
Review of derivatives research
81
The review of financial studies
75
Journal of economic dynamics & control
65
Journal of financial economics
60
The journal of finance : the journal of the American Finance Association
60
Working paper / National Bureau of Economic Research, Inc.
46
Journal of financial and quantitative analysis : JFQA
45
The journal of fixed income
45
Advances in futures and options research : a research annual
44
The journal of real estate finance and economics
43
The European journal of finance
38
SFB 649 discussion paper
37
Working paper series / Centre for Practical Quantitative Finance
37
Gabler Edition Wissenschaft
35
Quantitative finance
33
Europäische Hochschulschriften / 5
32
Discussion paper / Centre for Economic Policy Research
31
Finance : revue de l'Association Française de Finance
31
SpringerLink / Bücher
31
International review of economics & finance : IREF
30
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
Discussion paper / B
26
Computational economics
24
Decisions in economics and finance : DEF ; a journal of applied mathematics
24
NBER working paper series
24
Série des documents de travail / Centre de Recherche en Économie et Statistique
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Working paper
23
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
23
Mathematical methods of operations research
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
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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
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
3
An FBSDE approach to American
option
pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
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
Optimal policies of call with notice period requirement
Dai, Min
;
Kwok, Yue-Kuen
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 353-373
Persistent link: https://www.econbiz.de/10003496713
Saved in:
6
On pricing exponential square root barrier knockout European options
Morimoto, Mayumi
;
Takahashi, Hajime
- In:
Asia-Pacific financial markets
9
(
2002
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001722344
Saved in:
7
Asymptotic expansion formula of
option
price under multifactor Heston model
Nagashima, Kazuki
;
Chung, Tsz-Kin
;
Tanaka, Keiichi
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 351-396
Persistent link: https://www.econbiz.de/10010511560
Saved in:
8
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:
9
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:
10
Exotic passport options
Penaud, Antony
;
Wilmott, Paul
;
Ahn, Hyungsok
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 171-182
Persistent link: https://www.econbiz.de/10001449321
Saved in:
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