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Search: subject:"Option"
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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
Black-Scholes-Modell
18
Yield curve
14
Zinsstruktur
14
Credit risk
11
Kreditrisiko
11
Derivat
9
Derivative
9
CAPM
8
Incomplete market
7
Markov chain
7
Markov-Kette
7
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
Experiment
4
Hedging
4
Interest rate
4
Kreditderivat
4
Portfolio selection
4
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Undetermined
20
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Article
97
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Article in journal
97
Aufsatz in Zeitschrift
97
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English
97
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Takahashi, Akihiko
10
Fujita, Takahiko
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
Hishida, Yuji
2
Hui, Cho H.
2
Ishimura, Naoyuki
2
Klebaner, Fima C.
2
Kwok, Yue-Kuen
2
Madan, Dilip B.
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Nakajima, Katsushi
2
Platen, Eckhard
2
Sato, Seisho
2
Takezawa, Nobuya
2
Tanokura, Yoko
2
Yamada, Toshihiro
2
Yamamura, Yoshiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Ahn, Hyungsok
1
Akahori, Jirô
1
Alfay, Elia
1
Amaba, Takafumi
1
Asiimwe, Pious
1
Baldeaux, Jan
1
Batten, Jonathan A.
1
Becchere, Giovanni
1
Ben Salah, Zied
1
Carr, Peter
1
Chan, Leunglung
1
Chourdakis, Kyriakos
1
Chung, Tsz-Kin
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Asia-Pacific financial markets
International journal of theoretical and applied finance
554
The journal of futures markets
553
Journal of banking & finance
386
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
The journal of derivatives : the official publication of the International Association of Financial Engineers
290
Applied mathematical finance
272
The journal of computational finance
271
Finance and stochastics
251
Quantitative finance
218
Review of derivatives research
213
Finance research letters
201
Journal of financial economics
183
Journal of economic dynamics & control
172
European journal of operational research : EJOR
157
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
146
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
135
Journal of financial and quantitative analysis : JFQA
127
Research paper series / Swiss Finance Institute
126
International review of financial analysis
125
Computational economics
123
International journal of financial engineering
122
The North American journal of economics and finance : a journal of financial economics studies
122
The European journal of finance
120
Journal of mathematical finance
117
Review of quantitative finance and accounting
112
Risks : open access journal
112
International review of economics & finance : IREF
111
The journal of fixed income
108
NBER Working Paper
105
MPRA Paper
104
Journal of empirical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
89
Energy economics
86
Applied economics
85
Journal of econometrics
84
Applied financial economics
82
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ECONIS (ZBW)
97
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51
Factor models for
option
pricing
Carr, Peter
;
Madan, Dilip B.
- In:
Asia-Pacific financial markets
19
(
2012
)
4
,
pp. 319-329
Persistent link: https://www.econbiz.de/10009705364
Saved in:
52
Pricing derivatives using the asymptotic expansion approach : credit migration models with stochastic credit spreads
Muroi, Yoshifumi
;
Takino, E. Kazuhiro
- In:
Asia-Pacific financial markets
18
(
2011
)
4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10009348324
Saved in:
53
Valuation of portfolio credit derivatives with default intensities using the Vasicek model
Liang, Jin
;
Ma, Jun Mei
;
Wang, Tao
;
Ji, Qin
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10009237750
Saved in:
54
Coefficients of asymptotic expansions of SDE with jumps
Hayashi, Masafumi
- In:
Asia-Pacific financial markets
17
(
2010
)
4
,
pp. 373-389
Persistent link: https://www.econbiz.de/10009237753
Saved in:
55
A note on the term structure of implied volatilities for the yen-US dollar currency
option
Takezawa, Nobuya
;
Shiraishi, Noriyoshi
- In:
Asia-Pacific financial markets
5
(
1998
)
3
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001372068
Saved in:
56
Credit risk analysis on Euro government bonds-term structures of default probabilities
Kariya, Takeaki
;
Yamamura, Yoshiro
;
Tanokura, Yoko
; …
- In:
Asia-Pacific financial markets
22
(
2015
)
4
,
pp. 397-427
Persistent link: https://www.econbiz.de/10011524823
Saved in:
57
A remark on a singular perturbation method for
option
pricing under a stochastic volatility model
Yamamoto, Kyo
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
16
(
2009
)
4
,
pp. 333-345
Persistent link: https://www.econbiz.de/10003933757
Saved in:
58
A stochastic correlation model with mean reversion for pricing multi-asset options
Ma, Jun
- In:
Asia-Pacific financial markets
16
(
2009
)
2
,
pp. 97-109
Persistent link: https://www.econbiz.de/10003855660
Saved in:
59
Evaluation of the MEMM, parameter estimation and
option
pricing for geometric Lévy processes
Fujisaki, Masatoshi
;
Zhang, Dewei
- In:
Asia-Pacific financial markets
16
(
2009
)
2
,
pp. 111-139
the European call
option
and Asian call
option
using the Nikkei financial data. …
Persistent link: https://www.econbiz.de/10003855665
Saved in:
60
An explicit finite difference approach to the pricing problems of perpetual Bermudan options
Muroi, Yoshifumi
;
Yamada, Takashi
- In:
Asia-Pacific financial markets
15
(
2008
)
3/4
,
pp. 229-253
Persistent link: https://www.econbiz.de/10003833262
Saved in:
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