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~type:"article"
~subject:"USA"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Search: subject_exact:"Option pricing theory"
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USA
Option pricing theory
254
Optionspreistheorie
254
Theorie
184
Theory
184
Stochastic process
61
Stochastischer Prozess
61
Volatility
60
Volatilität
60
Hedging
39
Option trading
38
Optionsgeschäft
38
Yield curve
33
Zinsstruktur
33
Incomplete market
24
Unvollkommener Markt
24
Derivat
22
Derivative
22
Portfolio selection
22
Portfolio-Management
22
CAPM
18
Martingal
16
Martingale
16
Black-Scholes model
14
Black-Scholes-Modell
14
Transaction costs
12
Transaktionskosten
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Swap
11
Risiko
10
Risk
10
Search theory
10
Suchtheorie
10
Markov chain
8
Markov-Kette
8
Analysis
7
Credit risk
7
Kreditrisiko
7
Mathematical analysis
7
Mathematical programming
7
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6
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6
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English
6
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Bayraktar, Erhan
1
Bossaerts, Peter L.
1
Carr, Peter
1
Chang, Eric Chieh
1
Chesney, Marc
1
Elliott, Robert J.
1
Gibson, Rajna
1
Hillion, Pierre Henri
1
Scott, Louis O.
1
Yang, Bo
1
Zhang, Jin E.
1
Zhao, Huimin
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
41
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
The review of financial studies
26
The journal of finance : the journal of the American Finance Association
19
Journal of financial and quantitative analysis : JFQA
17
Journal of financial economics
14
Journal of banking & finance
13
Review of derivatives research
11
The journal of fixed income
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The journal of real estate finance and economics
10
American journal of agricultural economics
6
International review of economics & finance : IREF
6
The journal of business : B
6
The journal of computational finance
6
Review of quantitative finance and accounting
5
Insurance / Mathematics & economics
4
International journal of theoretical and applied finance
4
Journal of empirical finance
4
Journal of international money and finance
4
Review of financial economics : RFE
4
The financial review : the official publication of the Eastern Finance Association
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Canadian journal of agricultural economics : CJAE
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International journal of business
3
International review of financial analysis
3
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
The Korean economic review
3
The journal of financial research
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The review of economics and statistics
3
Advances in futures and options research : a research annual
2
Agricultural finance review
2
Applied economics
2
Applied financial economics
2
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ECONIS (ZBW)
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1
Equilibrium asset and option pricing under jump diffusion
Zhang, Jin E.
;
Zhao, Huimin
;
Chang, Eric Chieh
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 538-568
Persistent link: https://www.econbiz.de/10009613181
Saved in:
2
A unified framework for pricing credit and equity derivatives
Bayraktar, Erhan
;
Yang, Bo
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 493-517
Persistent link: https://www.econbiz.de/10009156018
Saved in:
3
Stochastic volatility for Lévy processes
Carr, Peter
(
contributor
)
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 345-382
Persistent link: https://www.econbiz.de/10001782284
Saved in:
4
Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates : applications of Fourier inversion methods
Scott, Louis O.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 413-426
Persistent link: https://www.econbiz.de/10001232775
Saved in:
5
Analytical solutions for the pricing of American bond and yield options
Chesney, Marc
;
Elliott, Robert J.
;
Gibson, Rajna
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 277-294
Persistent link: https://www.econbiz.de/10001184869
Saved in:
6
A test of a general equilibrium stock option pricing model
Bossaerts, Peter L.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
4
,
pp. 311-347
Persistent link: https://www.econbiz.de/10001185123
Saved in:
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