//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
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
Security design of callable co...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
233
Optionspreistheorie
233
Theorie
122
Theory
122
Stochastic process
110
Stochastischer Prozess
110
Option trading
61
Optionsgeschäft
61
Volatility
45
Volatilität
45
Hedging
39
Martingal
33
Martingale
33
Derivat
31
Derivative
31
Portfolio selection
29
Portfolio-Management
29
Black-Scholes model
27
Black-Scholes-Modell
27
CAPM
25
Yield curve
23
Zinsstruktur
23
Transaction costs
21
Transaktionskosten
21
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Arbitrage Pricing
16
Arbitrage pricing
16
Markov chain
13
Markov-Kette
13
Mathematical programming
13
Mathematische Optimierung
13
Search theory
10
Suchtheorie
10
Estimation theory
9
Incomplete market
9
Interest rate derivative
9
Risiko
9
Risk
9
Schätztheorie
9
more ...
less ...
Online availability
All
Undetermined
75
Free
18
Type of publication
All
Article
251
Type of publication (narrower categories)
All
Article in journal
251
Aufsatz in Zeitschrift
251
Language
All
English
251
Author
All
Kabanov, Jurij M.
7
Benth, Fred Espen
6
Carr, Peter
6
Hobson, David G.
6
Linetsky, Vadim
5
Belomestny, Denis
4
Filipović, Damir
4
Jeanblanc, Monique
4
Lee, Roger
4
Obłój, Jan
4
Soner, Halil Mete
4
Alòs, Elisa
3
Cox, Alexander M. G.
3
Glasserman, Paul
3
Kallsen, Jan
3
Kardaras, Constantinos
3
Keller-Ressel, Martin
3
Leblanc, Boris
3
Li, Lingfei
3
Mijatović, Aleksandar
3
Muhle-Karbe, Johannes
3
Nutz, Marcel
3
Scaillet, Olivier
3
Schweizer, Martin
3
Touzi, Nizar
3
Vargiolu, Tiziano
3
Arai, Takuji
2
Beek, Misha van
2
Bender, Christian
2
Bouchard, Bruno
2
Brigo, Damiano
2
Cont, Rama
2
Cuchiero, Christa
2
Dassios, Angelos
2
Detering, Nils
2
Eberlein, Ernst
2
Figueroa-López, José E.
2
Fontana, Claudio
2
Forde, Martin
2
Fournié, Éric
2
more ...
less ...
Published in...
All
Finance and stochastics
Journal of banking & finance
577
NBER working paper series
540
Finance research letters
529
International journal of theoretical and applied finance
522
Working paper / National Bureau of Economic Research, Inc.
489
NBER Working Paper
408
The journal of futures markets
388
The journal of corporate finance : contracting, governance and organization
379
Journal of financial economics
358
SpringerLink / Bücher
288
The journal of finance : the journal of the American Finance Association
277
Mathematical finance : an international journal of mathematics, statistics and financial theory
274
The journal of computational finance
260
The journal of derivatives : the official publication of the International Association of Financial Engineers
260
Applied mathematical finance
259
The review of financial studies
252
Quantitative finance
241
Discussion paper / Centre for Economic Policy Research
230
International review of financial analysis
224
International review of economics & finance : IREF
220
Journal of financial and quantitative analysis : JFQA
207
Working paper
204
Management science : journal of the Institute for Operations Research and the Management Sciences
200
Finance and development : a quarterly magazine of the IMF
199
Review of derivatives research
193
Journal of economic dynamics & control
178
Applied economics
175
The European journal of finance
175
Review of quantitative finance and accounting
171
European journal of operational research : EJOR
166
Pacific-Basin finance journal
164
Insurance / Mathematics & economics
162
Europäische Hochschulschriften / 5
158
Research paper series / Swiss Finance Institute
154
The North American journal of economics and finance : a journal of financial economics studies
151
Policy research working paper : WPS
150
Risks : open access journal
144
IMF Working Papers
140
Economic modelling
135
more ...
less ...
Source
All
ECONIS (ZBW)
251
Showing
1
-
10
of
251
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local time, coupling and the passport option
Henderson, Vicky
;
Hobson, David G.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 69-80
Persistent link: https://www.econbiz.de/10001486624
Saved in:
2
Optimal stopping for a diffusion with jumps
Mordecki, Ernesto
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001367337
Saved in:
3
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
4
Connecting discrete and continuous path-dependent options
Broadie, Mark
;
Glasserman, Paul
;
Kou, S. G.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 55-82
Persistent link: https://www.econbiz.de/10001367460
Saved in:
5
Extension of the corrected barrier approximation by Broadie, Glassermann and Kou
Hörfelt, Per
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 231-243
Persistent link: https://www.econbiz.de/10001762752
Saved in:
6
Optimal stopping and perpetual options for Lévy processes
Mordecki, Ernesto
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 473-493
Persistent link: https://www.econbiz.de/10001702783
Saved in:
7
Valuation of American options in the presence of event risk
Szimayer, Alex
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10002497075
Saved in:
8
Local martingales, bubbles and option prices
Cox, Alexander M. G.
;
Hobson, David G.
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 477-492
Persistent link: https://www.econbiz.de/10003123202
Saved in:
9
Some calculations for Israeli options
Kyprianou, Andreas E.
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 73-86
Persistent link: https://www.econbiz.de/10001910713
Saved in:
10
Robust pricing and hedging of double no-touch options
Cox, Alexander M. G.
;
Obłój, Jan
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 573-605
Persistent link: https://www.econbiz.de/10009303104
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->