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~isPartOf:"International journal of financial engineering"
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Search: subject:"Option"
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Option pricing theory
115
Optionspreistheorie
115
Stochastic process
56
Stochastischer Prozess
56
Volatility
47
Volatilität
47
Option trading
31
Optionsgeschäft
31
Derivat
23
Derivative
23
Black-Scholes model
22
Black-Scholes-Modell
22
Portfolio selection
14
Portfolio-Management
14
Yield curve
13
Zinsstruktur
13
Credit risk
12
Kreditrisiko
12
CAPM
10
option pricing
10
Experiment
9
Interest rate derivative
9
Option pricing
9
Zinsderivat
9
Credit derivative
8
Kreditderivat
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Hedging
7
Statistical distribution
7
Statistische Verteilung
7
Swap
7
Analysis
6
Estimation theory
6
Mathematical analysis
6
Schätztheorie
6
Finanzmathematik
5
Implied volatility
5
Incomplete market
5
Lévy processes
5
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Undetermined
105
Free
6
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Article
121
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121
Aufsatz in Zeitschrift
121
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English
121
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Giribone, Pier Giuseppe
6
Ligato, Simone
4
Cui, Zhenyu
3
Liu, Allen
3
Mi, Yanhui
3
Schoutens, Wim
3
Takahashi, Akihiko
3
Ahlip, Rehez
2
Arai, Takuji
2
Dastranj, Elham
2
De Spiegeleer, Jan
2
Engelmann, Bernd
2
Karlsson, Patrik
2
Khedher, Asma
2
Lalit, Prasad Narahar
2
Lo, C. F.
2
Lorig, Matthew
2
Mehrdoust, Farshid
2
Michielon, Matteo
2
Mulas, Martina
2
Park, Laurence A. F.
2
Prodan, Ante
2
Purohit, Seema Uday
2
Radoičić, Radoš
2
SenGupta, Indranil
2
Spreij, Peter
2
Stefanica, Dan
2
Tong, Zhigang
2
Wirjanto, Tony S.
2
Yen, Joseph
2
Zhang, Shengliang
2
Zhong, Yangfan
2
Adinya, Ini
1
Aghili, A.
1
Bangur, P.
1
Bangur, R.
1
Barger, Weston
1
Bottasso, Anna
1
Brigo, Damiano
1
Burro, Giacomo
1
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International journal of financial engineering
International journal of theoretical and applied finance
554
The journal of futures markets
542
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
268
The journal of computational finance
267
Finance and stochastics
251
Review of derivatives research
213
Quantitative finance
208
Journal of financial economics
183
Finance research letters
173
Journal of economic dynamics & control
169
European journal of operational research : EJOR
155
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
145
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
133
Research paper series / Swiss Finance Institute
126
Journal of financial and quantitative analysis : JFQA
124
The North American journal of economics and finance : a journal of financial economics studies
122
International review of financial analysis
120
The European journal of finance
119
Journal of mathematical finance
117
Computational economics
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
NBER Working Paper
105
MPRA Paper
104
Asia-Pacific financial markets
97
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
84
Applied financial economics
82
Energy economics
80
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ECONIS (ZBW)
121
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1
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
2
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
3
The binomial
option
pricing model : the trouble with dividends
Tian, Yisong Sam
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
Saved in:
4
Double barrier American put
option
pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
5
Binomial tree method for
option
pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
6
On bank's risk incentives under deposit insurance system
Seta, Hiroki
;
Inoue, Hiroshi
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012314542
Saved in:
7
Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
Saved in:
8
Properties of Indian stock market : evidence using strap
option
strategy
Bangur, P.
;
Singh, M. Kumar
;
Singh, P. Kumar
;
Bangur, R.
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012815121
Saved in:
9
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
10
A simple closed-form approximation for constant elasticity of variance spread options
Lo, C. F.
;
Zheng, X. F.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012603776
Saved in:
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