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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Black-Scholes model"
~subject:"Monte-Carlo-Simulation"
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Black-Scholes model
Monte-Carlo-Simulation
Option trading
49
Optionsgeschäft
49
Option pricing theory
38
Optionspreistheorie
38
Theorie
34
Theory
34
Hedging
11
Black-Scholes-Modell
10
Volatility
7
Volatilität
7
Stochastic process
5
Stochastischer Prozess
5
Yield curve
5
Zinsstruktur
5
Derivat
4
Derivative
4
Portfolio selection
4
Portfolio-Management
4
Search theory
4
Suchtheorie
4
American options
3
Transaction costs
3
Transaktionskosten
3
Börsenkurs
2
Markov chain
2
Markov-Kette
2
Martingal
2
Martingale
2
Monte Carlo simulation
2
Share price
2
Swap
2
barrier options
2
1993
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1993-1994
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Aktie
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American option
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English
12
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Alòs, Elisa
1
Baldi, Paolo
1
Buchen, Peter W.
1
Caramellino, Lucia
1
Carmona, René
1
Chen, Zhanyu
1
Dolinsky, Yan
1
Frey, Rüdiger
1
Fukasawa, Masaaki
1
Göttsche, Ove E.
1
Iovino, Maria Gabriella
1
Konstandatos, Otto
1
Kyprianou, Andreas E.
1
Kühn, Christoph
1
Li, Haitao
1
Rheinländer, Thorsten
1
Stremme, Alexander
1
Touzi, Nizar
1
Vellekoop, Michel
1
Večeř, Jan
1
Wells, Martin T.
1
Yong, Jiongmin
1
Yu, Cindy L.
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
26
The journal of computational finance
19
Computational economics
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Applied mathematical finance
12
Quantitative finance
12
Review of derivatives research
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of financial engineering
11
Journal of mathematical finance
9
Journal of economic dynamics & control
8
Journal of risk and financial management : JRFM
8
The journal of futures markets
8
Finance and stochastics
7
European journal of operational research : EJOR
6
Journal of derivatives & hedge funds
6
Applied economics
5
Asia-Pacific financial markets
5
Finance research letters
5
Journal of banking & finance
5
Risks : open access journal
5
Annals of finance
4
International journal of theoretical and applied finance : IJTAF
4
The European journal of finance
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Journal of econometrics
3
Journal of emerging market finance
3
Journal of financial economics
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Review of quantitative finance and accounting
3
The journal of asset management
3
Working paper series / Centre for Practical Quantitative Finance
3
Working papers
3
Annals of financial economics
2
Applied financial economics
2
Cogent economics & finance
2
Computational methods in decision-making, economics and finance
2
Discussion paper / B
2
Discussion papers / Adam Smith Business School, University of Glasgow
2
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1
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
2
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
3
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
4
The normalizing transformation of the implied volatility smile
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 753-762
Persistent link: https://www.econbiz.de/10009614936
Saved in:
5
The early exercise premium for the American put under discrete dividends
Göttsche, Ove E.
;
Vellekoop, Michel
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008935660
Saved in:
6
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
7
Optimal multiple stopping and valuation of swing options
Carmona, René
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10003683246
Saved in:
8
Callable puts as composite exotic options
Kühn, Christoph
;
Kyprianou, Andreas E.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 487-502
Persistent link: https://www.econbiz.de/10003626591
Saved in:
9
A new method of pricing lookback options
Buchen, Peter W.
;
Konstandatos, Otto
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 245-259
Persistent link: https://www.econbiz.de/10002725467
Saved in:
10
Pricing general barrier options : a numerical approach using sharp large deviations
Baldi, Paolo
;
Caramellino, Lucia
;
Iovino, Maria Gabriella
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 293-322
Persistent link: https://www.econbiz.de/10001444185
Saved in:
11
European-type contingent claims in an incomplete market with constrained wealth and portfolio
Yong, Jiongmin
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 387-412
Persistent link: https://www.econbiz.de/10001444273
Saved in:
12
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 351-374
Persistent link: https://www.econbiz.de/10001232778
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