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~person:"Ziogas, Andrew"
~person:"Kit, Pong Wong"
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Theorie
23
Theory
23
American options
12
Option trading
12
Optionsgeschäft
12
Real options analysis
12
Realoptionsansatz
12
Hedging
9
free boundary problem
8
Investitionsentscheidung
5
Investment decision
5
Volterra integral equation
5
jump-diffusion
5
Derivat
4
Derivative
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Investition
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Investment
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Volterra integral equations
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stochastic volatility
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Foreign exchange management
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Progressive taxation
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Risiko
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Risk
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Steuerprogression
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Währungsmanagement
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jump-diffusion processes
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method of lines
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CAPM
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Commodity derivative
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Decision
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Entscheidung
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Finanzmathematik
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Fourier transform
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Fourier-Hermite series expansions
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Investment timing
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Liquidation
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Mathematical finance
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Real options
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Article
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English
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Ziogas, Andrew
Kit, Pong Wong
Chen, Yu-Fu
117
Moretto, Michele
115
Funke, Michael
95
Kort, Peter M.
54
Madlener, Reinhard
54
Trigeorgis, Lenos
49
Panteghini, Paolo
47
Di Corato, Luca
41
Nishihara, Michi
41
Carr, Peter
40
Yang, Zhaojun
40
Ryu, Doojin
39
Niemann, Rainer
38
Vergalli, Sergio
36
Mußhoff, Oliver
33
Shibata, Takashi
32
Schwartz, Eduardo S.
31
Wang, Xingchun
31
Wystup, Uwe
31
Chesney, Marc
30
Ewald, Christian-Oliver
30
Hull, John
30
McAleer, Michael
30
Musshoff, Oliver
30
Stentoft, Lars
30
Chiarella, Carl
29
Sureth, Caren
29
Perrakis, Stylianos
28
Jackwerth, Jens Carsten
26
Lukas, Elmar
26
Madan, Dilip B.
26
Bahaji, Hamza
25
Cui, Zhenyu
25
Jacobs, Kris
25
Huisman, Kuno J. M.
24
Thijssen, Jacco J. J.
24
Thomsett, Michael C.
24
Fleten, Stein-Erik
23
Kwok, Yue-Kuen
23
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Finance Discipline Group, Business School
8
Society for Computational Economics - SCE
5
Finance, University of Technology, Sydney,; Gunter Meyer, School of Mathematics, Georgia Institute of Technology,; Andrew Ziogas, School of Economics
1
Published in...
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Research Paper Series / Finance Discipline Group, Business School
8
Economic modelling
5
International review of economics & finance : IREF
5
The journal of futures markets
3
Computing in Economics and Finance 2006
2
Journal of economic dynamics & control
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Annals of finance
1
Applied Mathematical Finance
1
Bulletin of economic research
1
CoFE discussion papers
1
Computing in Economics and Finance 2002
1
Computing in Economics and Finance 2004
1
Computing in Economics and Finance 2005
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
IMA journal of management mathematics
1
Journal of multinational financial management
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Review of finance : journal of the European Finance Association
1
Risk management
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ECONIS (ZBW)
28
RePEc
14
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1
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42
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Date (oldest first)
1
Investment under uncertainty with variable costly reversibility
Shibata, Takashi
;
Kit, Pong Wong
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 14-28
Persistent link: https://www.econbiz.de/10012202478
Saved in:
2
Cross-hedging ambiguous exchange rate risk
Kit, Pong Wong
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 132-147
Persistent link: https://www.econbiz.de/10011669769
Saved in:
3
The effects of abandonment
options
on investment timing and intensity
Kit, Pong Wong
- In:
Bulletin of economic research
64
(
2012
)
3
,
pp. 305-318
Persistent link: https://www.econbiz.de/10009674443
Saved in:
4
Representation and Numerical Approximation of American Option Prices under Heston Stochastic Volatility Dynamics
Adolfsson, Thomas
;
Chiarella, Carl
;
Ziogas, Andrew
; …
-
Finance Discipline Group, Business School
-
2013
In this paper we consider the evaluation of American call
options
on dividend paying stocks in the case where the … of American call
options
. …
Persistent link: https://www.econbiz.de/10010754097
Saved in:
5
Irreversibility, mean reversion, and investment timing
Kit, Pong Wong
;
Yi, Long
- In:
Economic modelling
30
(
2013
),
pp. 770-775
Persistent link: https://www.econbiz.de/10009708800
Saved in:
6
American call
options
on jump-diffusion processes : a Fourier transform approach
Chiarella, Carl
;
Ziogas, Andrew
-
2006
Persistent link: https://www.econbiz.de/10003329756
Saved in:
7
Managing revenue risk of the firm : commodity futures and
options
Broll, Udo
;
Kit, Pong Wong
- In:
IMA journal of management mathematics
28
(
2017
)
2
,
pp. 245-258
Persistent link: https://www.econbiz.de/10011723267
Saved in:
8
Production and hedging under state-dependent preferences and background risk
Kit, Pong Wong
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 527-534
Persistent link: https://www.econbiz.de/10011754581
Saved in:
9
On the investment-uncertainty relationship
Kit, Pong Wong
-
2012
Persistent link: https://www.econbiz.de/10009579906
Saved in:
10
McKean's method applied to American call
options
on jump-diffusion processes
Chiarella, Carl
;
Ziogas, Andrew
-
2004
Persistent link: https://www.econbiz.de/10002251066
Saved in:
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