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subject:"Stochastischer Prozess"
~isPartOf:"International journal of financial engineering"
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Stochastischer Prozess
Option pricing theory
31
Option trading
31
Optionsgeschäft
31
Optionspreistheorie
31
Derivat
13
Derivative
13
Volatility
13
Volatilität
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Black-Scholes model
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Black-Scholes-Modell
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Stochastic process
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Experiment
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Option pricing
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Portfolio selection
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Portfolio-Management
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option pricing
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options
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Dividend
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Dividende
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Hedging
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Implied volatility
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Implied volatility surface
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Markov chain
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Markov-Kette
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Martingal
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Martingale
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Risikomanagement
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Risk management
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dynamic hedging
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stochastic volatility model
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ATM options
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ATM-forward options
1
Advanced lattice technique
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Aktienoption
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Alternative stochastic trees
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American barrier options
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American option
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American options
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American put option
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Arai, Takuji
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Fan, Yulian
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Funahashi, Hideharu
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Giribone, Pier Giuseppe
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Guo, Shimin
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Ligato, Simone
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Liu, Allen
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Liu, Jianguo
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Mehrdoust, Farshid
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Radoičić, Radoš
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Samimi, Oldouz
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Stefanica, Dan
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Sun, Youfa
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Suzuki, Ryoichi
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Tong, Zhigang
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Yang, Ying
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Yuan, George
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Yuan, Steven
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International journal of financial engineering
International journal of theoretical and applied finance
28
Quantitative finance
21
The journal of computational finance
17
Applied mathematical finance
14
The journal of futures markets
13
Journal of economic dynamics & control
11
Review of derivatives research
11
The North American journal of economics and finance : a journal of financial economics studies
11
Finance and stochastics
10
Computational economics
9
European journal of operational research : EJOR
9
Journal of mathematical finance
9
Finance research letters
8
Journal of banking & finance
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Journal of econometrics
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Annals of finance
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Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research
5
Operations research letters
5
Research paper series / Swiss Finance Institute
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Asia-Pacific financial markets
4
Economic modelling
4
Risks : open access journal
4
The journal of derivatives : JOD
4
Advanced series on statistical science & applied probability
3
Applied economics
3
Applied financial economics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International review of economics & finance : IREF
3
Journal of financial economics
3
Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical methods of operations research
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Swiss Finance Institute Research Paper
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The European journal of finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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ECONIS (ZBW)
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1
Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change
Tong, Zhigang
;
Liu, Allen
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011922948
Saved in:
2
Pricing multi-asset American option under Heston stochastic volatility model
Samimi, Oldouz
;
Mehrdoust, Farshid
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011923057
Saved in:
3
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
Saved in:
4
The pricing of average options with jump diffusion processes in the uncertain volatility model
Fan, Yulian
;
Zhang, Huadong
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011673109
Saved in:
5
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
Saved in:
6
Flexible-forward pricing through Leisen-Reimer trees : implementation and performance comparison with traditional Markov chains
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011577108
Saved in:
7
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
8
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
9
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
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