//--> //--> //--> //-->
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:"The European journal of finance"
~subject:"Option pricing theory"
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:"Wertpapier"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Derivat
61
Derivative
61
Securities trading
39
Wertpapierhandel
39
Theorie
31
Theory
31
Börsenkurs
21
Share price
21
Credit risk
20
Kreditrisiko
20
Optionspreistheorie
19
Portfolio selection
19
Portfolio-Management
19
Volatility
19
Volatilität
19
Estimation
16
Schätzung
16
Yield curve
15
Zinsstruktur
15
Credit derivative
14
EU countries
14
EU-Staaten
14
Hedging
14
Kreditderivat
14
Bond market
13
Capital income
13
Kapitaleinkommen
13
Rentenmarkt
13
Aktienmarkt
12
Anlageverhalten
12
Anleihe
12
Behavioural finance
12
Bond
12
Stock market
12
Liquidity
11
Liquidität
11
Market microstructure
11
Marktmikrostruktur
11
liquidity
10
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
17
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
19
Author
All
Ballotta, Laura
2
Chen, Son-nan
2
Dunis, Christian
2
Romagnoli, Silvia
2
Abad Díaz, David
1
Anderluh, J. H. M.
1
Bajo, Emanuele
1
Barbi, Massimiliano
1
Bonfiglioli, Efrem
1
Cherubini, Umberto
1
Chesney, Marc
1
Coakley, Jerry
1
Crosby, John
1
García-Machado, Juan J.
1
Gerrard, Russell
1
Hsu, Pao-Peng
1
Ioffe, Ioulia D.
1
Kuo, Jing-Ming
1
Kyriakou, Ioannis
1
Lefoll, Jean
1
Li, Chang-Yi
1
Li, Johnny Siu-Hang
1
Li, Zelei
1
Lin, Shih-kuei
1
Liu, Xiaoquan
1
Nieto Domenech, Belen
1
Pai, Jeffrey
1
Prisman, Eliezer Zeev
1
Rui, Zhou
1
Rybczyński, Jarosław
1
Strickland, Chris
1
Tang, Dan
1
Wang, Xingchun
1
Wenzelburger, Jan
1
more ...
less ...
Published in...
All
The European journal of finance
International journal of theoretical and applied finance
120
Applied mathematical finance
68
Review of derivatives research
47
Quantitative finance
44
The journal of computational finance
35
The journal of futures markets
33
European journal of operational research : EJOR
32
Journal of banking & finance
32
Journal of mathematical finance
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
International journal of financial engineering
26
Journal of economic dynamics & control
26
Finance and stochastics
23
Energy economics
22
Risks : open access journal
21
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of derivatives : JOD
20
Finance research letters
17
Insurance / Mathematics & economics
17
SpringerLink / Bücher
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
15
International review of financial analysis
15
Journal of econometrics
15
Applied economics letters
14
International review of economics & finance : IREF
14
SFB 649 discussion paper
14
Annals of finance
13
Journal of risk and financial management : JRFM
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Research paper series / Swiss Finance Institute
12
The journal of fixed income
11
Wiley finance series
11
Asia-Pacific financial markets
10
Mathematical finance
10
Applied economics
9
Economic modelling
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Mathematics and financial economics
9
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
2
Pricing temperature derivatives with a filtered historical simulation approach
Rui, Zhou
;
Li, Johnny Siu-Hang
;
Pai, Jeffrey
- In:
The European journal of finance
25
(
2019
)
15
,
pp. 1462-1484
Persistent link: https://www.econbiz.de/10012207113
Saved in:
3
Pricing inflation-indexed derivatives with default risk
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
The European journal of finance
24
(
2018
)
15
,
pp. 1272-1287
Persistent link: https://www.econbiz.de/10012258889
Saved in:
4
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
5
Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
Saved in:
6
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi
;
Chen, Son-nan
;
Lin, Shih-kuei
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
Saved in:
7
Multivariate asset models using Lévy processes and applications
Ballotta, Laura
;
Bonfiglioli, Efrem
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1320-1350
Persistent link: https://www.econbiz.de/10011715430
Saved in:
8
A pricing kernel approach to valuing options on interest rate futures
Liu, Xiaoquan
;
Kuo, Jing-Ming
;
Coakley, Jerry
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 93-110
Persistent link: https://www.econbiz.de/10010519972
Saved in:
9
A generalized approach to optimal hedging with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
Saved in:
10
Special issue on 2010 and 2011 forecasting financial markets conference
Dunis, Christian
(
contributor
)
-
2015
Persistent link: https://www.econbiz.de/10010528214
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->