//--> //--> //-->
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
~subject:"Behavioural finance"
~subject:"Derivative"
~subject:"Hedging"
~source:"econis"
~isPartOf:"The journal of computational finance"
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:"Option trading"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Behavioural finance
Derivative
Hedging
Option trading
59
Optionsgeschäft
59
Option pricing theory
57
Optionspreistheorie
57
Stochastic process
16
Stochastischer Prozess
16
Theorie
15
Theory
15
Volatility
13
Volatilität
13
Black-Scholes model
10
Black-Scholes-Modell
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Derivat
5
barrier options
5
stochastic volatility
5
Numerical analysis
4
Numerisches Verfahren
4
American options
3
Asian options
3
Experiment
3
Finanzmathematik
3
Heston model
3
Mathematical finance
3
option pricing
3
American option
2
Analysis
2
European options
2
Markov chain
2
Markov-Kette
2
Mathematical analysis
2
Mathematics
2
Mathematik
2
Monte Carlo
2
Portfolio selection
2
Portfolio-Management
2
Sampling
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Davis, Jesse
1
Devos, Laurens
1
Eliezer, David
1
Escobar, Marcos
1
Graaf, Cornelis S. L. de
1
Hainaut, Donatien
1
Kandhai, Drona
1
Klabjan, Diego
1
Moraux, Franck
1
O'Sullivan, Conall
1
O'Sullivan, Stephen
1
Panz, Sven
1
Reyners, Sofie
1
Schoutens, Wim
1
Sloot, Peter M. A.
1
Zagst, Rudi
1
Zeng, Yaxiong
1
more ...
less ...
Published in...
All
The journal of computational finance
The journal of futures markets
55
International journal of theoretical and applied finance
39
Journal of banking & finance
32
Review of derivatives research
29
Quantitative finance
20
Applied mathematical finance
17
Journal of financial economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
Wiley trading series
17
International review of economics & finance : IREF
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Finance research letters
15
Finance and stochastics
14
International journal of financial engineering
13
Journal of financial markets
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
European journal of operational research : EJOR
12
The journal of derivatives : JOD
12
Journal of economic dynamics & control
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The European journal of finance
10
Journal of mathematical finance
9
Bloomberg financial series
8
NBER working paper series
8
Research paper series / Swiss Finance Institute
8
Review of quantitative finance and accounting
8
Risks : open access journal
8
Working paper / National Bureau of Economic Research, Inc.
8
Computational economics
7
Global finance journal
7
International review of financial analysis
7
Swiss Finance Institute Research Paper
7
The journal of finance : the journal of the American Finance Association
7
Always learning
6
Applied economics letters
6
Energy economics
6
Journal of risk
6
Pacific-Basin finance journal
6
Annals of finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
2
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
3
Hedging of options in the presence of jump clustering
Hainaut, Donatien
;
Moraux, Franck
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
Saved in:
4
Portfolio optimization for American options
Zeng, Yaxiong
;
Klabjan, Diego
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 37-64
Persistent link: https://www.econbiz.de/10011988191
Saved in:
5
Efficient estimation of sensitivities for counterparty credit risk with the finite difference Monte Carlo method
Graaf, Cornelis S. L. de
;
Kandhai, Drona
;
Sloot, Peter M. A.
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10011691615
Saved in:
6
Accelerated trinomial trees applied to American basket options and American options under the Bates model
O'Sullivan, Conall
;
O'Sullivan, Stephen
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 29-72
Persistent link: https://www.econbiz.de/10011603176
Saved in:
7
Static replication of barrier options : some general results
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
; …
- In:
The journal of computational finance
5
(
2002
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001695829
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->