//--> //--> //-->
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:"International journal of theoretical and applied finance"
~subject:"Asia"
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_exact:"American option"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Asia
Option trading
111
Optionsgeschäft
111
Option pricing theory
83
Optionspreistheorie
83
Volatility
34
Volatilität
34
Stochastic process
28
Stochastischer Prozess
28
Theorie
23
Theory
23
Black-Scholes model
22
Black-Scholes-Modell
22
Derivat
22
Derivative
22
Hedging
20
Experiment
10
barrier options
7
American options
6
Asien
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Credit risk
5
Kreditrisiko
5
Mathematical programming
5
Mathematische Optimierung
5
Search theory
5
Suchtheorie
5
CAPM
4
Correlation
4
Korrelation
4
Markov chain
4
Markov-Kette
4
Martingal
4
Martingale
4
Portfolio selection
4
Portfolio-Management
4
Statistical distribution
4
Statistische Verteilung
4
Wiener-Hopf factorization
4
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Buffet, Emmanuel
1
Feng, Runhuan
1
Fusai, G.
1
Lai, Rose Neng
1
Lavagnini, Silvia
1
Ong, Seow-eng
1
Pirjol, Dan
1
Sing, Tien-foo
1
Tagliani, Aldo
1
Volkmer, Hans W.
1
Zhu, Lingjiong
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of mathematical finance
2
Mathematical finance
2
28th Australasian Finance and Banking Conference
1
Annals of financial economics
1
Asia-Pacific financial markets
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
European journal of operational research : EJOR
1
Finance : revue de l'Association Française de Finance
1
INFORMS journal on computing : JOC
1
International journal of financial markets and derivatives
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of economics, finance & administrative science
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
1
Review of Pacific Basin financial markets and policies
1
Série de trabalhos para discussão
1
The journal of computational finance
1
The journal of futures markets
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing Asian options with correlators
Lavagnini, Silvia
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012887425
Saved in:
2
Sensitivities of Asian options in the black-scholes model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
Saved in:
3
Conditional Asian options
Feng, Runhuan
;
Volkmer, Hans W.
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011403926
Saved in:
4
Values of mortgages with top-up payment options
Lai, Rose Neng
;
Ong, Seow-eng
;
Sing, Tien-foo
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 801-824
Persistent link: https://www.econbiz.de/10003379044
Saved in:
5
An accurate valuation of Asian options using moments
Fusai, G.
;
Tagliani, Aldo
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 147-169
Persistent link: https://www.econbiz.de/10001662967
Saved in:
6
Defaultable bonds as Asian options
Buffet, Emmanuel
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 571
Persistent link: https://www.econbiz.de/10001524455
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->