//--> //--> //--> //-->
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:"European journal of operational research : EJOR"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
133
Optionspreistheorie
133
Stochastic process
58
Stochastischer Prozess
58
Volatility
42
Volatilität
42
Finance
41
Derivat
31
Derivative
31
Option trading
29
Optionsgeschäft
29
Real options analysis
24
Realoptionsansatz
24
Option pricing
18
Portfolio selection
15
Portfolio-Management
15
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Simulation
12
Credit risk
11
Hedging
11
Kreditrisiko
11
Markov chain
11
Markov-Kette
11
Pricing
11
Swap
11
Theorie
11
Theory
11
Experiment
10
Risiko
10
Risikomanagement
10
Risk
10
Risk management
10
Real option
9
Black-Scholes model
8
Black-Scholes-Modell
8
Credit derivative
7
Decision under uncertainty
7
Entscheidung unter Unsicherheit
7
Kreditderivat
7
more ...
less ...
Online availability
All
Undetermined
96
Free
2
Type of publication
All
Article
157
Type of publication (narrower categories)
All
Article in journal
156
Aufsatz in Zeitschrift
156
Language
All
English
157
Author
All
Cui, Zhenyu
5
Fusai, Gianluca
5
Kirkby, J. Lars
4
Liu, Xiaoquan
4
Marazzina, Daniele
4
Nguyen, Duy
4
Date, Paresh
3
Fanelli, Viviana
3
Germano, Guido
3
Lukas, Elmar
3
Pflug, Georg
3
Shiraya, Kenichiro
3
Wong, Hoi Ying
3
Ballotta, Laura
2
Cao, Yi
2
Chockalingam, Arun
2
Fabozzi, Frank J.
2
He, Zhijian
2
Islyaev, Suren
2
Jin, Xing
2
Kimura, Toshikazu
2
Kyriakou, Ioannis
2
Li, Shenghong
2
Ma, Jingtang
2
Paletta, Tommaso
2
Peña, Javier
2
Rayée, Grégory
2
Shen, Liya
2
Truong, Chi
2
Trück, Stefan
2
Tunaru, Radu
2
Wang, Huamao
2
Wang, Xiaoqun
2
Yang, Zhaojun
2
Zanette, Antonino
2
Zhu, Dan
2
Zuluaga, Luis F.
2
Albanese, Claudio
1
Alexander, David Richard
1
Alibeiki, Hedayat
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
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
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
Asia-Pacific financial markets
97
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
more ...
less ...
Source
All
ECONIS (ZBW)
157
Showing
1
-
10
of
157
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
2
An efficient and provable sequential quadratic programming method for American and swing
option
pricing
Shen, Jinye
;
Huang, Weizhang
;
Ma, Jingtang
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 19-35
Persistent link: https://www.econbiz.de/10014566281
Saved in:
3
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
4
To expand and to abandon : real options under asset variance risk premium
Alibeiki, Hedayat
;
Lotfaliei, Babak
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 771-787
Persistent link: https://www.econbiz.de/10013207304
Saved in:
5
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
6
Moving average options : machine learning and Gauss-Hermite quadrature for a double non-Markovian problem
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 958-974
Persistent link: https://www.econbiz.de/10013364051
Saved in:
7
The complete Gaussian kernel in the multi-factor Heston model :
option
pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
8
Option
valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
9
Pricing discretely-monitored double barrier options with small probabilities of execution
Kontosakos, Vasileios E.
;
Mendonca, Keegan
;
Pantelous, …
- In:
European journal of operational research : EJOR
290
(
2021
)
1
,
pp. 313-330
Persistent link: https://www.econbiz.de/10012436366
Saved in:
10
General multilevel Monte Carlo methods for pricing discretely monitored Asian options
Kahalé, Nabil
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 739-748
Persistent link: https://www.econbiz.de/10012293946
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...
//-->