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Search: subject:"multiasset"
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Optionspreistheorie
39
Option pricing theory
37
Portfolio selection
30
Portfolio-Management
30
Optionsgeschäft
23
Option trading
22
Theorie
21
Theory
18
Derivat
15
Derivative
15
Stochastic process
15
Stochastischer Prozess
15
CAPM
11
Correlation
11
Korrelation
11
Anlageverhalten
10
Behavioural finance
10
Financial market
10
Finanzmarkt
10
Risk management
10
Volatility
10
Volatilität
10
Black-Scholes-Modell
9
multi-asset
9
Black-Scholes model
8
Capital income
8
Kapitaleinkommen
8
Multi-asset options
8
Risikomanagement
8
Risk
7
Statistical distribution
7
Statistische Verteilung
7
multi-asset options
7
Hedging
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Risiko
6
Risikomaß
6
Risk measure
6
ARCH model
5
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Undetermined
60
Free
45
CC license
4
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Article
83
Book / Working Paper
33
Other
1
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Article in journal
60
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8
Graue Literatur
6
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6
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4
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English
90
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27
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Veiga, Carlos
4
Wystup, Uwe
4
Dias, Alexandra
3
Dieci, Roberto
3
Escobar, Marcos
3
Esquível, Manuel L.
3
García, Diego
3
Guillaume, Tristan
3
Heidergott, Bernd
3
Rastegari, Javad
3
Schmitt, Noemi
3
Stentoft, Lars
3
Tavin, Bertrand
3
Volk-Makarewicz, Warren
3
Angerer, Martin
2
Dushimimana, Jean Claude
2
Fengler, Matthias R.
2
Han, Feng
2
Hanke, Michael
2
Hens, Thorsten
2
Li, Minqiang
2
Ma, Xiaojuan
2
Neufeld, Ariel
2
Ouwehand, Peter
2
Prokopczuk, Marcel
2
Rigatos, Gerasimos G.
2
Samimi, Oldouz
2
Schnetzer, Michael
2
Schwendner, Peter
2
Shiraya, Kenichiro
2
Siano, P.
2
Stöckl, Sebastian
2
Säfvenblad, Patrik
2
Urošević, Branko
2
Westerhoff, Frank H.
2
Xu, Jiahua
2
Zhang, Jiheng
2
Zhou, Jieyun
2
ABBAS-TURKI, LOKMAN A.
1
ANDERLUH, J. H. M.
1
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Henley Business School, University of Reading
3
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Finance Discipline Group, Business School
2
University of Stellenbosch. Faculty of Science. Dept. of Mathematical Sciences.
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Banco de España
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Frankfurt School of Finance and Management
1
HAL
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Tinbergen Instituut
1
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International Journal of Theoretical and Applied Finance (IJTAF)
4
International journal of theoretical and applied finance
4
Computational economics
3
ICMA Centre Discussion Papers in Finance
3
Journal of banking & finance
3
Quantitative finance
3
Applied Mathematical Finance
2
Applied mathematical finance
2
CPQF Working Paper Series
2
Finance and stochastics
2
International journal of financial engineering
2
Journal of Banking & Finance
2
MPRA Paper
2
Research Paper Series / Finance Discipline Group, Business School
2
Research paper series / Swiss Finance Institute
2
Review of Derivatives Research
2
Risks : open access journal
2
SSE/EFI Working Paper Series in Economics and Finance
2
The North American journal of economics and finance : a journal of theory and practice
2
Annals of financial economics
1
Asia-Pacific Financial Markets
1
BERG Working Paper Series
1
BERG working paper series
1
Banco de España Working Papers
1
Bulletin of applied economics
1
CIRANO Working Papers
1
Computing in Economics and Finance 2005
1
Decision making and risk/return optimization in financial economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Derivatives Applications in Asset Management : From Theory to Practice
1
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
1
Empirica : journal of european economics
1
European journal of operational research : EJOR
1
Evolutionary and institutional economics review
1
Finance research letters
1
Financial analysts journal : FAJ
1
Financial innovation : FIN
1
Handbook of financial integration
1
Insurance
1
Insurance : mathematics and economics
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ECONIS (ZBW)
70
RePEc
33
BASE
6
EconStor
6
Other ZBW resources
2
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41
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117
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41
Dynamic risk management of
multi-asset
portfolios
Groll, Christian
-
2017
Persistent link: https://www.econbiz.de/10012202863
Saved in:
42
A moment-based analytic approximation of the risk-neutral density of American options
Arismendi Zambrano, Juan Carlos
;
Prokopczuk, Marcel
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 409-444
Persistent link: https://www.econbiz.de/10011704266
Saved in:
43
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:
44
A fitted multi-point flux approximation method for pricing two options
Koffi, Rock Stephane
;
Tambue, Antoine
- In:
Computational economics
55
(
2020
)
2
,
pp. 597-628
Persistent link: https://www.econbiz.de/10012223652
Saved in:
45
Pricing
multi-asset
American option with stochastic correlation coefficient under variance gamma asset price dynamic
Mehrdoust, Farshied
;
Samimi, Oldouz
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012643021
Saved in:
46
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
47
A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Kim, Jeong-Hoon
;
Park, Hyejin
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10012194627
Saved in:
48
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
Saved in:
49
Efficient semi-discretization techniques for pricing European and American basket options
Soleymani, Fazlollah
- In:
Computational economics
53
(
2019
)
4
,
pp. 1487-1508
Persistent link: https://www.econbiz.de/10012135573
Saved in:
50
Procedural rationality, asset heterogeneity and market selection
Coqueret, Guillaume
;
Tavin, Bertrand
- In:
Journal of mathematical economics
82
(
2019
),
pp. 125-149
Persistent link: https://www.econbiz.de/10012105818
Saved in:
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