//--> //--> //--> //-->
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:"Applied mathematical 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:"Pricing"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
244
Optionspreistheorie
244
Stochastic process
92
Stochastischer Prozess
92
Theorie
89
Theory
89
Volatility
85
Volatilität
85
Derivat
66
Derivative
66
Option trading
52
Optionsgeschäft
52
Black-Scholes model
39
Black-Scholes-Modell
39
Hedging
35
CAPM
32
Yield curve
24
Zinsstruktur
24
Portfolio selection
22
Portfolio-Management
22
Swap
15
Credit risk
14
Experiment
14
Kreditrisiko
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Risiko
14
Risk
14
Simulation
13
stochastic volatility
12
Martingal
11
Martingale
11
Statistical distribution
11
Statistische Verteilung
11
Interest rate derivative
10
Zinsderivat
10
Anleihe
9
Bond
9
Incomplete market
9
Unvollkommener Markt
9
more ...
less ...
Online availability
All
Undetermined
80
Free
7
Type of publication
All
Article
289
Type of publication (narrower categories)
All
Article in journal
289
Aufsatz in Zeitschrift
289
Language
All
English
289
Author
All
Eberlein, Ernst
6
Benth, Fred Espen
5
Sircar, Kaushik Ronnie
5
Chiarella, Carl
4
Elliott, Robert J.
4
Howison, Sam
4
Kwok, Yue-Kuen
4
Sabino, Piergiacomo
4
Siu, Tak Kuen
4
Zagst, Rudi
4
Ahn, Hyungsok
3
Atkinson, Colin
3
Bermin, Hans-Peter
3
Cohen, Samuel N.
3
Escobar, Marcos
3
Glau, Kathrin
3
Jaimungal, Sebastian
3
Madan, Dilip B.
3
Oosterlee, Cornelis Willebrordus
3
Reisinger, Christoph
3
Wang, Sheng
3
Zheng, Wendong
3
Alòs, Elisa
2
Avellaneda, Marco
2
Baldeaux, Jan
2
Baptiste, Julien
2
Boyle, Phelim P.
2
Buchen, Peter W.
2
Carr, Peter
2
Cartea, Álvaro
2
Cheang, Gerald H. L.
2
Cherubini, Umberto
2
Chesney, Marc
2
Dang, Duy Minh
2
Ericsson, Jan
2
Forsyth, Peter A.
2
Gamba, Andrea
2
Gardini, Matteo
2
Geman, Hélyette
2
Guo, Jia-hau
2
more ...
less ...
Published in...
All
Applied mathematical finance
NBER working paper series
1,115
Working paper / National Bureau of Economic Research, Inc.
1,013
NBER Working Paper
852
European journal of operational research : EJOR
652
International journal of theoretical and applied finance
576
Management science : journal of the Institute for Operations Research and the Management Sciences
566
Journal of banking & finance
555
Discussion paper / Centre for Economic Policy Research
541
Economics letters
518
Journal of financial economics
461
Energy economics
449
Finance research letters
402
Journal of economic dynamics & control
397
Journal of revenue and pricing management
396
International journal of industrial organization
390
CESifo working papers
388
International journal of production economics
370
Mathematical finance : an international journal of mathematics, statistics and financial theory
362
The journal of futures markets
362
The journal of finance : the journal of the American Finance Association
358
The review of financial studies
351
Applied economics
340
Working paper
338
Discussion paper / Tinbergen Institute
336
MPRA Paper
328
Finance and stochastics
316
Discussion papers / CEPR
304
SpringerLink / Bücher
297
The journal of computational finance
270
Discussion paper
253
Economic modelling
251
Quantitative finance
250
Management Science
248
The journal of derivatives : the official publication of the International Association of Financial Engineers
243
Research paper series / Swiss Finance Institute
239
International review of financial analysis
236
The journal of real estate finance and economics
234
Transportation research / E : an international journal
230
Journal of empirical finance
228
more ...
less ...
Source
All
ECONIS (ZBW)
289
Showing
1
-
10
of
289
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
2
Short-time asymptotics for non-self-similar stochastic volatility models
Giorgio, Giacomo
;
Pacchiarotti, Barbara
;
Pigato, Paolo
- In:
Applied mathematical finance
30
(
2023
)
3
,
pp. 123-152
Persistent link: https://www.econbiz.de/10015051230
Saved in:
3
Buy and hold golden strategies in financial markets with frictions and depth constraints
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Applied mathematical finance
30
(
2023
)
5
,
pp. 231-248
Persistent link: https://www.econbiz.de/10015051247
Saved in:
4
Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
Saved in:
5
High-dimensional statistical arbitrage with factor models and stochastic control
Guijarro-Ordonez, Jorge
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10012210319
Saved in:
6
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
Saved in:
7
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
8
Pricing
the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
9
Robust risk-aware option hedging
Wu, David
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
30
(
2023
)
3
,
pp. 153-174
Persistent link: https://www.econbiz.de/10015051231
Saved in:
10
Monte Carlo simulation for trading under a Lévy-driven mean-reverting framework
Leung, Tim
;
Lu, Kevin W.
- In:
Applied mathematical finance
30
(
2023
)
4
,
pp. 207-230
Persistent link: https://www.econbiz.de/10015051244
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...
//-->