//--> //--> //--> //-->
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:"IMF Working Papers"
~isPartOf:"International journal of theoretical and applied finance"
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:"Options"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
119
Optionspreistheorie
119
Option trading
111
Optionsgeschäft
111
Stochastic process
48
Stochastischer Prozess
48
Volatility
45
Volatilität
45
bond
35
financial markets
34
Derivat
31
Derivative
31
Theorie
30
Theory
30
capital markets
28
derivative
27
hedging
27
Black-Scholes model
25
Black-Scholes-Modell
25
hedge
25
Hedging
24
bonds
24
financial institutions
23
stock exchange
23
stock market
23
bond market
22
financial market
22
international capital
22
Economic models
18
equity markets
18
stock options
18
bond markets
17
capital inflows
17
financial system
17
capital flows
16
financial economics
16
financial instruments
15
international financial markets
15
moral hazard
15
Credit risk
14
more ...
less ...
Online availability
All
Free
71
Undetermined
55
Type of publication
All
Article
154
Book / Working Paper
73
Type of publication (narrower categories)
All
Article in journal
155
Aufsatz in Zeitschrift
155
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Language
All
English
203
Undetermined
24
Author
All
Kwok, Yue-Kuen
7
Levendorskij, Sergej Z.
4
Morales, Armando Méndez
4
Cui, Zhenyu
3
Jobst, Andreas
3
Joshi, Mark S.
3
Krichene, Noureddine
3
Wu, Lixin
3
Zanette, Antonino
3
Alfonsi, Aurélien
2
Antonelli, Fabio
2
Barajas, Adolfo
2
Benth, Fred Espen
2
Bernard, Carole
2
Bojarčenko, Svetlana I.
2
Boyarchenko, Mitya
2
Carr, Peter
2
Carvajal, Ana
2
Chan-Lau, Jorge A.
2
Ekström, Erik
2
Elliott, Robert J.
2
Feng, Qian
2
Fouque, Jean-Pierre
2
Gapeev, Pavel V.
2
Gaudenzi, Marcellino
2
Ghosh, Atish R.
2
Henderson, Vicky
2
Hughston, Lane P.
2
Impavido, Gregorio
2
Kirkby, J. Lars
2
Kouritzin, Michael A.
2
Kramer, Charles Frederick
2
Leung, Tim
2
Madan, Dilip B.
2
Neftci, Salih N.
2
Oosterlee, Cornelis Willebrordus
2
Pistorius, Martijn
2
Ramponi, A.
2
Roache, Shaun K.
2
Romo, Jacinto Marabel
2
more ...
less ...
Institution
All
International Monetary Fund (IMF)
71
International Monetary Fund
2
Published in...
All
IMF Working Papers
International journal of theoretical and applied finance
The journal of futures markets
210
Journal of banking & finance
169
Journal of economic dynamics & control
130
Journal of financial economics
117
European journal of operational research : EJOR
113
The journal of derivatives : the official publication of the International Association of Financial Engineers
104
MPRA Paper
96
Review of derivatives research
88
Working paper / National Bureau of Economic Research, Inc.
87
Finance research letters
85
Energy economics
83
NBER working paper series
82
Quantitative finance
79
The journal of computational finance
77
The review of financial studies
76
International Journal of Theoretical and Applied Finance (IJTAF)
73
International review of economics & finance : IREF
72
Review of quantitative finance and accounting
69
Applied mathematical finance
68
The journal of corporate finance : contracting, governance and organization
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of finance : the journal of the American Finance Association
65
Economic modelling
63
Management Science
62
NBER Working Paper
58
Working paper
58
CESifo working papers
57
Management science : journal of the Institute for Operations Research and the Management Sciences
56
The European journal of finance
55
Economics Papers from University Paris Dauphine
54
Finance and stochastics
53
Applied Mathematical Finance
52
Applied economics
52
Journal of financial and quantitative analysis : JFQA
52
Finance and Stochastics
46
Research paper series / Swiss Finance Institute
46
International review of financial analysis
45
more ...
less ...
Source
All
ECONIS (ZBW)
156
RePEc
71
Showing
1
-
10
of
227
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
2
Sinh-acceleration for B-spline projection with option pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
Saved in:
3
CVA and vulnerable
options
in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
4
Consistent upper price bounds for exotic
options
Bäuerle, Nicole
;
Schmithals, Daniel Matthias
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012650310
Saved in:
5
Pricing American
options
with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
6
Swing option pricing by dynamic programming with B-spline density projection
Kirkby, J. Lars
;
Deng, Shijie
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-53
Persistent link: https://www.econbiz.de/10012183215
Saved in:
7
Real option signaling games of debt financing using equity guarantee swaps under asymmetric information
Wang, Qiuqi
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012496687
Saved in:
8
Collocating volatility : a competitive alternative to stochastic local volatility models
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012496758
Saved in:
9
An approximation method for pricing continuous barrier
options
under multi-asset local stochastic volatility models
Shiraya, Kenichiro
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496929
Saved in:
10
Algorithmic differentiation for discontinuous payoffs
Daluiso, Roberto
;
Facchinetti, Giorgio
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891863
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...
//-->