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subject:"Theory"
~isPartOf:"International journal of theoretical and applied finance"
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Search: subject_exact:"Option trading"
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Theory
Option trading
111
Optionsgeschäft
111
Option pricing theory
83
Optionspreistheorie
83
Volatility
34
Volatilität
34
Stochastic process
28
Stochastischer Prozess
28
Theorie
23
Black-Scholes model
22
Black-Scholes-Modell
22
Derivat
22
Derivative
22
Hedging
20
Experiment
10
barrier options
7
American options
6
Asia
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
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23
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23
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English
23
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Wu, Lixin
3
Kwok, Yue-Kuen
2
Yu, Hong
2
An, Yunbi
1
Assaf, Ata
1
Branger, Nicole
1
Brody, Dorje C.
1
Caister, Nicolette C.
1
Constantinou, Irene C.
1
Douady, Raphae͏̈l
1
Fabozzi, Frank J.
1
Fouque, Jean-Pierre
1
Gan, Junwu
1
Gaudenzi, Marcellino
1
Giannetti, Antoine
1
Govinder, Keshlan S.
1
Haug, Espen Gaarder
1
Heath, David C.
1
Hinz, Juri
1
Hui, Cho H.
1
Jeannin, Marc
1
Joshi, Mark S.
1
Kim, Young Shin
1
Lepellere, Maria Antonietta
1
Lo, C. F.
1
Madan, Dilip B.
1
Meister, Bernhard K.
1
Milevsky, Moshe Arye
1
Mitov, Georgi K.
1
Ng, Siu-Ah
1
Njoh, Samuel
1
O'Hara, John G.
1
Papanicolaou, George
1
Pistorius, Martijn
1
Platen, Eckhard
1
Posner, Steven E.
1
Račev, Svetlozar T.
1
Schlag, Christian
1
Schoutens, Wim
1
Sircar, Kaushik Ronnie
1
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
The journal of derivatives : the official publication of the International Association of Financial Engineers
31
The journal of futures markets
29
Finance and stochastics
26
Journal of banking & finance
23
Review of derivatives research
16
The journal of computational finance
15
The review of financial studies
15
Journal of economic dynamics & control
11
Journal of financial economics
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied mathematical finance
10
Finance : revue de l'Association Française de Finance
10
Finanzmarkt und Portfolio-Management
8
Journal of financial markets
8
NBER working paper series
8
The journal of finance : the journal of the American Finance Association
8
Asia-Pacific financial markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
NBER Working Paper
7
Discussion paper / Centre for Economic Policy Research
6
International review of economics & finance : IREF
6
Journal of financial and quantitative analysis : JFQA
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Journal of econometrics
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
wi - Wirtschaft
5
CREATES research paper
4
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion paper / Tinbergen Institute
4
Finance research letters
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
The European journal of finance
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Advances in finance and stochastics : essays in honour of Dieter Sondermann
3
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ECONIS (ZBW)
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1
Two processes for two prices
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010363955
Saved in:
2
Pricing and hedging barrier options in a hyper-exponential additive model
Jeannin, Marc
;
Pistorius, Martijn
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 657-681
Persistent link: https://www.econbiz.de/10008904332
Saved in:
3
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
Saved in:
4
Solving the Asian option PDE using Lie symmetry methods
Caister, Nicolette C.
;
O'Hara, John G.
;
Govinder, Keshlan S.
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1265-1277
Persistent link: https://www.econbiz.de/10008906161
Saved in:
5
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
6
Hedging volatility risk : the effectiveness of volatility options
An, Yunbi
;
Assaf, Ata
;
Yang, Jun
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 517-534
Persistent link: https://www.econbiz.de/10003463468
Saved in:
7
Option betas : risk measures for options
Branger, Nicole
;
Schlag, Christian
- In:
International journal of theoretical and applied finance
10
(
2007
)
7
,
pp. 1137-1157
Persistent link: https://www.econbiz.de/10003632060
Saved in:
8
Term structure of vanilla options
Brody, Dorje C.
;
Constantinou, Irene C.
;
Meister, …
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1323-1337
Persistent link: https://www.econbiz.de/10003632084
Saved in:
9
Margin trading through hyper timeline
Ng, Siu-Ah
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 801-815
Persistent link: https://www.econbiz.de/10003564644
Saved in:
10
Cross hedging within a log mean reverting model
Njoh, Samuel
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 887-914
Persistent link: https://www.econbiz.de/10003564685
Saved in:
11
Pricing and hedging American barrier options by a modified binomial method
Gaudenzi, Marcellino
;
Lepellere, Maria Antonietta
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 533-553
Persistent link: https://www.econbiz.de/10003347387
Saved in:
12
Pricing flow commodity derivatives using fixed income market techniques
Hinz, Juri
;
Wilhelm, Martina
- In:
International journal of theoretical and applied finance
9
(
2006
)
8
,
pp. 1299-1322
Persistent link: https://www.econbiz.de/10003397188
Saved in:
13
Analytic backward induction of option cash flows: a new application paradigm for the Markovian interest rate models
Gan, Junwu
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1019-1057
Persistent link: https://www.econbiz.de/10003280033
Saved in:
14
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
Saved in:
15
Inventory hedging and option market making
Giannetti, Antoine
;
Zhong, Rui
;
Wu, Lixin
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 853-878
Persistent link: https://www.econbiz.de/10002420716
Saved in:
16
A continuous-time reexamination of dollar-cost averaging
Milevsky, Moshe Arye
;
Posner, Steven E.
- In:
International journal of theoretical and applied finance
6
(
2003
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10001769127
Saved in:
17
Replication of American contingent claims in incomplete markets
Yong, Jiongmin
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 439-466
Persistent link: https://www.econbiz.de/10001584362
Saved in:
18
Pricing barrier options with square root process
Lo, C. F.
;
Yuen, P. H.
;
Hui, Cho H.
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 805-818
Persistent link: https://www.econbiz.de/10001612240
Saved in:
19
Closed form valuation of American barrier options
Haug, Espen Gaarder
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 355-359
Persistent link: https://www.econbiz.de/10001578752
Saved in:
20
From the implied volatility skew to a robust correction to Black-Scholes American option prices
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 651-675
Persistent link: https://www.econbiz.de/10001600370
Saved in:
21
Closed form formulas for exotic options and their lifetime distribution
Douady, Raphae͏̈l
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 17-42
Persistent link: https://www.econbiz.de/10001372087
Saved in:
22
Asian options with the American early exercise feature
Wu, Lixin
;
Kwok, Yue-Kuen
;
Yu, Hong
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 101-111
Persistent link: https://www.econbiz.de/10001372098
Saved in:
23
Pricing multi-asset options with an external barrier
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 523-541
Persistent link: https://www.econbiz.de/10001255555
Saved in:
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