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Option pricing theory
107
Optionspreistheorie
107
Stochastic process
49
Stochastischer Prozess
49
Volatility
37
Volatilität
37
Derivat
34
Derivative
34
Option trading
27
Optionsgeschäft
27
Black-Scholes model
22
Black-Scholes-Modell
22
CAPM
16
Option Pricing
15
Portfolio selection
14
Portfolio-Management
14
Yield curve
10
Zinsstruktur
10
Credit risk
8
Experiment
8
Kreditrisiko
8
Statistical distribution
8
Statistische Verteilung
8
Interest rate
7
Interest rate derivative
7
Martingal
7
Martingale
7
Simulation
7
Zins
7
Zinsderivat
7
Analysis
6
Correlation
6
Credit derivative
6
Jump Diffusion
6
Korrelation
6
Kreditderivat
6
Mathematical analysis
6
Real options analysis
6
Realoptionsansatz
6
Börsenkurs
5
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English
117
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Ezepue, Patrick Oseloka
3
Fadugba, Sunday Emmanuel
3
Hao, Ruili
3
Mataramvura, Sure
3
Ngare, Philip
3
Nwozo, Chuma Raphael
3
Urama, Thomas Chinwe
3
Zhang, Liangliang
3
Appadoo, Srimantoorao S.
2
Atta-Mensah, Joseph
2
Contreras, Mauricio
2
Gao, Min
2
Gu, Guiding
2
Hsiao, Yi-long
2
Jagannathan, Raj
2
Koulis, Theodoro
2
Liu, Yinglin
2
Mukupa, George M.
2
Ochiai, Natsumi
2
Offen, Elias R.
2
Ohnishi, Masamitsu
2
Pairote Sattayatham
2
Pellegrino, Tommaso
2
Proske, Frank
2
Sviščuk, Anatolij
2
Thaaneswaran, Aerambamoorthy
2
Thavaneswaran, Aerambamoorthy
2
Villena, Marcelo J.
2
Zhao, Qiang
2
Abergel, Frédéric
1
Abramov, Anatoly Markovich
1
Ackora-Prah, Joseph
1
Alim, Md. Abdul
1
Andallah, Laek Sazzad
1
Andam, Perpetual Saah
1
Anwar, Md. Nurul
1
Bagheri, Neda
1
Balyeat, Brian
1
Bankole, Philip Ajibola
1
Bian, Baojun
1
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Journal of mathematical finance
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
200
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
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
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ECONIS (ZBW)
117
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1
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
2
Alternative financing instruments for African economies
Mpapalika, Jane
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 42-57
Persistent link: https://www.econbiz.de/10012545307
Saved in:
3
The British binary
option
Gao, Min
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 747-762
Persistent link: https://www.econbiz.de/10012433492
Saved in:
4
A linear regression approach for determining
option
pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
5
The call
option
pricing based on investment strategy with stochastic interest rate
Zhang, Xin
;
Shu, Huisheng
;
Kan, Xiu
;
Fang, Yingyi
; …
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10011846108
Saved in:
6
Application of fast N-body algorithm to
option
pricing under CGMY model
Sakuma, Takayuki
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
Saved in:
7
Risk-neutral pricing of European call options : a specious concept
Cassidy, Daniel T.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011874770
Saved in:
8
Foreign exchange derivative pricing with stochastic correlation
Nabirye, Topilista
;
Ngare, Philip
;
Mungatu, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Saved in:
9
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
10
Valuation of European call options via the fast Fourier transform and the improved Mellin transform
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 338-359
Persistent link: https://www.econbiz.de/10011544533
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