//--> //--> //--> //-->
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
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Applied financial economics"
~type:"article"
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:"Option"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
116
Optionspreistheorie
116
Volatility
47
Volatilität
47
Option trading
42
Optionsgeschäft
42
Theorie
41
Theory
41
Stochastic process
34
Stochastischer Prozess
34
Black-Scholes model
24
Black-Scholes-Modell
24
Yield curve
23
Zinsstruktur
23
Derivat
20
Derivative
20
Estimation
17
Schätzung
17
Credit risk
16
Interest rate derivative
16
Kreditrisiko
16
Zinsderivat
16
USA
15
United States
15
Credit derivative
13
Interest rate
13
Kreditderivat
13
Zins
13
Incomplete market
10
Risikoprämie
10
Risk premium
10
Unvollkommener Markt
10
ARCH model
8
ARCH-Modell
8
CAPM
8
Japan
8
Aktienoption
7
Currency option
7
Devisenoption
7
Markov chain
7
more ...
less ...
Online availability
All
Undetermined
20
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
179
Aufsatz in Zeitschrift
179
Language
All
English
179
Author
All
Takahashi, Akihiko
10
Fujita, Takahiko
4
Sorwar, Ghulam
4
Fujii, Masaaki
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Muroi, Yoshifumi
3
Shirakawa, Hiroshi
3
Takaoka, Koichiro
3
Yamada, Yuji
3
Chiarella, Carl
2
Fabozzi, Frank J.
2
Hamori, Shigeyuki
2
Hishida, Yuji
2
Hui, Cho H.
2
Ishimura, Naoyuki
2
Kanniainen, Juho
2
Klebaner, Fima C.
2
Kwok, Yue-Kuen
2
Li, Steven
2
Liao, Szu-Lang
2
Madan, Dilip B.
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Nakajima, Katsushi
2
Novales, Alfonso
2
Nowman, Kalid Ben
2
Platen, Eckhard
2
Račev, Svetlozar T.
2
Satchell, Stephen
2
Sato, Seisho
2
Takezawa, Nobuya
2
Tanokura, Yoko
2
Toyoshima, Yuki
2
Wang, Janchung
2
Yamada, Toshihiro
2
Yamamura, Yoshiro
2
Ševčovič, Daniel
2
Abad, Pilar
1
Abramov, Vyacheslav M.
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
Applied financial economics
International journal of theoretical and applied finance
553
The journal of futures markets
540
Journal of banking & finance
384
Mathematical finance : an international journal of mathematics, statistics and financial theory
297
The journal of derivatives : the official publication of the International Association of Financial Engineers
290
Applied mathematical finance
268
The journal of computational finance
263
Finance and stochastics
251
Review of derivatives research
212
Quantitative finance
208
Journal of financial economics
183
Finance research letters
173
Journal of economic dynamics & control
166
European journal of operational research : EJOR
155
The review of financial studies
155
Insurance / Mathematics & economics
151
The journal of finance : the journal of the American Finance Association
132
Journal of financial and quantitative analysis : JFQA
124
The North American journal of economics and finance : a journal of financial economics studies
122
International journal of financial engineering
121
International review of financial analysis
117
Journal of mathematical finance
117
Computational economics
116
The European journal of finance
116
Review of quantitative finance and accounting
111
International review of economics & finance : IREF
108
Risks : open access journal
108
The journal of fixed income
108
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Journal of empirical finance
85
Applied economics
84
Journal of econometrics
83
Energy economics
80
International Journal of Theoretical and Applied Finance (IJTAF)
80
Economic modelling
79
The journal of corporate finance : contracting, governance and organization
73
Journal of international financial markets, institutions & money
72
Journal of risk and financial management : JRFM
70
more ...
less ...
Source
All
ECONIS (ZBW)
179
Showing
1
-
10
of
179
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
2
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:
3
The end of the month
option
and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
4
Understanding delta-hedged
option
returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
5
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:
6
Pricing CIR yield options by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
Saved in:
7
Commodity spread
option
with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
8
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:
9
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:
10
Pricing gold options under Markov-modulated jump-diffusion processes
Lin, Shih-kuei
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 825-836
Persistent link: https://www.econbiz.de/10010402550
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->