//--> //--> //-->
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
~isPartOf:"Applied economics letters"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~subject:"Share price"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Portfolio-Management
Share price
Option pricing theory
32
Optionspreistheorie
32
Derivat
13
Derivative
13
Option trading
9
Optionsgeschäft
9
Volatility
9
Volatilität
9
Credit risk
6
Kreditrisiko
6
Stochastic process
5
Stochastischer Prozess
5
Experiment
4
Portfolio selection
4
Aktienoption
3
Stock option
3
stochastic volatility
3
Anlageverhalten
2
Behavioural finance
2
Börsenkurs
2
CAPM
2
Capital income
2
Correlation
2
Hedging
2
Insolvency
2
Insolvenz
2
Kapitaleinkommen
2
Korrelation
2
Monte-Carlo-Simulation
2
Multivariate Verteilung
2
Multivariate distribution
2
Real options analysis
2
Realoptionsansatz
2
Risiko
2
Risk
2
Swap
2
credit risk
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Ryu, Doojin
2
Chen, A.-S.
1
Edwards, Craig Steven
1
Huang, Wei
1
Kim, Hyeyoen
1
Kim, Jun Sik
1
Ku, Hyejin
1
Lee, Nicholas Rueilin
1
Li, Xiaoping
1
Lien, Che-Hui
1
Lin, Wei-Yu
1
Liu, Jung-Fang
1
Shen, P.-F.
1
Yang, Heejin
1
Yeh, I.-Cheng
1
Zhang, Hai
1
Zhou, Chunyang
1
more ...
less ...
Published in...
All
Applied economics letters
International journal of theoretical and applied finance
73
Quantitative finance
48
The journal of computational finance
47
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
Finance and stochastics
39
Insurance / Mathematics & economics
33
Journal of economic dynamics & control
32
European journal of operational research : EJOR
29
Applied mathematical finance
28
International journal of financial engineering
25
Finance research letters
24
Research paper series / Swiss Finance Institute
24
The journal of futures markets
24
Journal of banking & finance
21
Journal of mathematical finance
21
Journal of risk and financial management : JRFM
20
Risks : open access journal
18
The North American journal of economics and finance : a journal of financial economics studies
18
Computational economics
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
International review of financial analysis
13
Review of derivatives research
13
Energy economics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
SpringerLink / Bücher
12
The European journal of finance
12
Journal of econometrics
11
Mathematics and financial economics
11
The journal of finance : the journal of the American Finance Association
11
Applied economics
10
Journal of financial economics
10
Mathematics of operations research
10
Operations research letters
10
Swiss Finance Institute Research Paper
10
Asia-Pacific financial markets
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Mathematical methods of operations research
9
Astin bulletin : the journal of the International Actuarial Association
8
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Default probability anomalies in the momentum startegies
Lee, Nicholas Rueilin
;
Liu, Jung-Fang
;
Lin, Wei-Yu
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1206-1209
Persistent link: https://www.econbiz.de/10010465679
Saved in:
2
Evaluating real estate development project with Monte Carlo based binomial options pricing model
Yeh, I.-Cheng
;
Lien, Che-Hui
- In:
Applied economics letters
27
(
2020
)
4
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012205448
Saved in:
3
Option valuation with liquidity risk and jumps
Zhang, Hai
;
Ku, Hyejin
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
Saved in:
4
The instantaneous return and volatility of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Saved in:
5
ELW pricing kernel and empirical risk aversion
Kim, Jun Sik
;
Kim, Hyeyoen
;
Ryu, Doojin
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 372-376
Persistent link: https://www.econbiz.de/10010413719
Saved in:
6
Computational complexity analysis of least-squares Monte Carlo (LSM) for pricing US derivatives
Chen, A.-S.
;
Shen, P.-F.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 223-229
Persistent link: https://www.econbiz.de/10001748973
Saved in:
7
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
8
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->