EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"early exercise"
Narrow search

Narrow search

Year of publication
Subject
All
Optionspreistheorie 44 Option pricing theory 43 Option trading 35 Optionsgeschäft 35 Early exercise 15 Stochastischer Prozess 15 early exercise 15 Derivat 14 Derivative 14 Stochastic process 14 American options 13 Early Exercise 12 Early exercise boundary 11 American Option 10 Volatility 10 Volatilität 10 American option 9 Black-Scholes model 9 Black-Scholes-Modell 9 Finite Difference Approach 9 Integral Transform Approach 9 Method of Lines 9 Numerical Methods 9 early exercise premium 9 Monte Carlo 8 Early exercise premium 7 Hedging 6 Monte Carlo simulation 6 Aktienoption 5 American option pricing 5 Monte-Carlo-Simulation 5 Search theory 5 Stock option 5 Suchtheorie 5 Anlageverhalten 4 Behavioural finance 4 Heston model 4 J-formula 4 J-law 4 J-process 4
more ... less ...
Online availability
All
Undetermined 50 Free 20 CC license 2
Type of publication
All
Article 67 Book / Working Paper 15
Type of publication (narrower categories)
All
Article in journal 42 Aufsatz in Zeitschrift 42 Working Paper 4 Article 3 Hochschulschrift 3 Thesis 3 Arbeitspapier 2 Collection of articles of several authors 2 Graue Literatur 2 Non-commercial literature 2 Sammelwerk 2 Collection of articles written by one author 1 Sammlung 1
more ... less ...
Language
All
English 54 Undetermined 27 German 2
Author
All
Chiarella, Carl 9 Kang, Boda 9 Meyer, Gunter H. 8 Eickholt, Mathias 5 Entrop, Oliver 5 Wilkens, Marco 5 Tang, Robert 4 Chan, Tat Lung 3 Detemple, Jérôme B. 3 Dias, José Carlos 3 Dorfleitner, Gregor 3 Gerer, Johannes 3 Joshi, Mark S. 3 Bernard, Carole 2 Beveridge, Christopher 2 Gazi, Adnan 2 Goldenberg, David H. 2 Iftikhar, Khurram 2 Iftikhar, Syed Faizan 2 Jerbi, Yacin 2 Joshi, Mark 2 Kashif, Muhammad 2 Kitapbayev, Yerkin 2 Leippold, Markus 2 Ruas, João Pedro 2 Tzavalis, Elias 2 Vasiljević, Nikola 2 Wang, Shijun 2 Abdou, Souleymane Laminou 1 Alvarez-Diez, Susana 1 Aretz, Kevin 1 Armada, Manuel José da Rocha 1 Aschakulporn, Pakorn 1 Baixauli-Soler, J. Samuel 1 Battauz, Anna 1 Belda-Ruiz, Maria 1 Boldin, Denis 1 Bottasso, Anna 1 Boyle, Phelim 1 Boyle, Phelim P. 1
more ... less ...
Institution
All
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 EconWPA 2 Fakultät für Wirtschaftswissenschaften, Universität Passau 1 School of Economics and Finance, Queen Mary 1 World Scientific Publishing Co. Pte. Ltd. 1
Published in...
All
The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches 8 Journal of banking & finance 4 Journal of economic dynamics & control 4 Review of derivatives research 3 The journal of futures markets 3 CIRANO Working Papers 2 Finance 2 Financial Innovation 2 Financial innovation : FIN 2 International Journal of Financial Markets and Derivatives 2 International Journal of Theoretical and Applied Finance (IJTAF) 2 International journal of financial engineering 2 International journal of theoretical and applied finance 2 Journal of Economic Dynamics and Control 2 Management Science 2 Quantitative finance 2 Risks : open access journal 2 The European journal of finance 2 The journal of corporate finance : contracting, governance and organization 2 Annals of economics and finance 1 Applied Mathematical Finance 1 Asia-Pacific financial markets 1 Computational Management Science 1 Computational economics 1 Computational management science 1 Economic Modelling 1 Economic modelling 1 European journal of operational research : EJOR 1 Journal of Banking & Finance 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Multinational Finance Journal 1 Operations research letters 1 Passauer Diskussionspapiere 1 Passauer Diskussionspapiere - Betriebswirtschaftliche Reihe 1 Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 1 Research paper series / Swiss Finance Institute 1 Risk management magazine 1 Risks 1 Swiss Finance Institute Research Paper 1
more ... less ...
Source
All
ECONIS (ZBW) 47 RePEc 29 EconStor 5 BASE 1
Showing 1 - 10 of 82
Cover Image
Hidden optionalities in American options
El Hassan, Noura; Maddah, Bacel; Taleb, Nassim Nicholas - In: Risks : open access journal 14 (2026) 4, pp. 1-24
underestimate the flexibility and convexity inherent in early-exercise features. …
Persistent link: https://www.econbiz.de/10015640263
Saved in:
Cover Image
American options with liquidation penalties
Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro - In: Computational management science 22 (2025) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10015437263
Saved in:
Cover Image
The early exercise risk premium
Aretz, Kevin; Gazi, Adnan - In: Management science : journal of the Institute for … 71 (2025) 2, pp. 1824-1845
Persistent link: https://www.econbiz.de/10015411205
Saved in:
Cover Image
The impact of negative interest rates on the pricing of options written on equity : a technical study for a suitable estimate of early termination
Bottasso, Anna; Bruno, Lorenzo; Giribone, Pier Giuseppe - In: Risk management magazine 17 (2022) 3, pp. 25-41
early exercise, thus expanding the existing literature. The two following paragraphs are dedicated to describing the models …
Persistent link: https://www.econbiz.de/10013501175
Saved in:
Cover Image
Deep learning and American options via free boundary framework
Nwankwo, Chinonso I.; Umeorah, Nneka; Ware, Tony; Dai, … - In: Computational economics 64 (2024) 2, pp. 979-1022
Persistent link: https://www.econbiz.de/10015078072
Saved in:
Cover Image
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian; Gazi, Adnan - In: The journal of futures markets 44 (2024) 5, pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
Cover Image
An empirical study on the early exercise premium of American options : evidence from OEX and XEO options
Li, Weihan; Zhang, Jin E.; Ruan, Xinfeng; Aschakulporn, … - In: The journal of futures markets 44 (2024) 7, pp. 1117-1153
Persistent link: https://www.econbiz.de/10014553955
Saved in:
Cover Image
Early exercise premium method for pricing American options under the J-model
Jerbi, Yacin - In: Financial innovation : FIN 2 (2016) 21, pp. 1-26
early exercise boundary (EEB). This model is based on a closed-form solution J-formula for pricing European options, defined … option context. The aforesaid function f represents the cash flows resulting from an early exercise of the option. Methods …: This study develops the theoretical formulas of the early exercise premium value related to three American option pricing …
Persistent link: https://www.econbiz.de/10011590292
Saved in:
Cover Image
Loan growth and bank solvency : evidence from the Pakistani banking sector
Kashif, Muhammad; Iftikhar, Syed Faizan; Iftikhar, Khurram - In: Financial innovation : FIN 2 (2016) 22, pp. 1-13
early exercise boundary (EEB). This model is based on a closed-form solution J-formula for pricing European options, defined … option context. The aforesaid function f represents the cash flows resulting from an early exercise of the option. Methods …: This study develops the theoretical formulas of the early exercise premium value related to three American option pricing …
Persistent link: https://www.econbiz.de/10011590309
Saved in:
Cover Image
Early exercise premium method for pricing American options under the J-model
Jerbi, Yacin - In: Financial Innovation 2 (2016) 21, pp. 1-26
early exercise boundary (EEB). This model is based on a closed-form solution J-formula for pricing European options, defined … option context. The aforesaid function f represents the cash flows resulting from an early exercise of the option. Methods …: This study develops the theoretical formulas of the early exercise premium value related to three American option pricing …
Persistent link: https://www.econbiz.de/10011808230
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...