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:"Quantitative finance"
~subject:"Optionspreistheorie"
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
Vorstellung des Credit Support...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Derivat
59
Derivative
59
Option pricing theory
39
Stochastic process
19
Stochastischer Prozess
19
Volatility
19
Volatilität
19
Hedging
16
Option trading
12
Optionsgeschäft
12
Portfolio selection
10
Portfolio-Management
10
Experiment
9
Theorie
8
Theory
8
Credit risk
7
Kreditrisiko
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Risikomanagement
7
Risk management
7
Yield curve
7
Zinsstruktur
7
Derivatives
6
Option pricing
6
Risiko
6
Risikomaß
6
Risk
6
Risk measure
6
Black-Scholes model
5
Black-Scholes-Modell
5
Derivative pricing
5
Interest rate derivative
5
Options
5
Zinsderivat
5
Commodity derivative
4
Credit derivative
4
Electric power industry
4
Electricity price
4
more ...
less ...
Online availability
All
Undetermined
27
Free
11
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Conference paper
1
Konferenzbeitrag
1
Language
All
English
39
Author
All
Bunn, Derek W.
2
Delage, Erick
2
Funahashi, Hideharu
2
Jacquier, Antoine
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Sit, Tony
2
Wong, Hoi Ying
2
Alexander, Carol
1
Azzone, Michele
1
Baviera, Roberto
1
Benth, Fred Espen
1
Bollinger, Thomas R.
1
Bonesini, O.
1
Callegaro, Giulia
1
Capriotti, Luca
1
Carbonneau, Alexandre
1
Chen, Dianfa
1
Chen, Junyao
1
Choi, Kyoung Jin
1
Christensen, Troels Sønderby
1
Cufaro Petroni, Nicola
1
De Spiegeleer, Jan
1
Defourny, Boris
1
Deng, Jun
1
Eberlein, Ernst
1
Ewald, Christian
1
Favreau, Charles
1
Feng, Jianfen
1
Gerhart, Christoph
1
Germano, G.
1
Gianfreda, Angelica
1
Glau, Kathrin
1
Godin, Frédéric
1
Hagan, Patrick S.
1
Halperin, Igor
1
He, Xin-Jiang
1
Hilliard, Jimmy E.
1
Imeraj, Arben
1
Kane, Hayden
1
more ...
less ...
Published in...
All
Quantitative finance
International journal of theoretical and applied finance
101
Applied mathematical finance
61
Review of derivatives research
44
The journal of computational finance
32
The journal of futures markets
31
European journal of operational research : EJOR
30
Journal of banking & finance
30
Journal of mathematical finance
30
International journal of financial engineering
23
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Finance and stochastics
20
Risks : open access journal
20
The journal of derivatives : JOD
20
The European journal of finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
15
Finance research letters
15
Journal of econometrics
15
SpringerLink / Bücher
15
Insurance / Mathematics & economics
14
Applied economics letters
13
International review of financial analysis
13
Annals of finance
12
International review of economics & finance : IREF
12
Journal of risk and financial management : JRFM
11
Research paper series / Swiss Finance Institute
11
SFB 649 discussion paper
11
Mathematical finance
10
Wiley finance series
10
Applied economics
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Asia-Pacific financial markets
8
Economic modelling
8
Journal of financial economics
8
Lecture notes in economics and mathematical systems : LNEMS
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Special issue of Quantitative finance on 'Chinese derivatives markets' : foreword
Tang, Ke
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1451
Persistent link: https://www.econbiz.de/10011913137
Saved in:
2
The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
Saved in:
3
On VIX futures in the rough Bergomi model
Jacquier, Antoine
;
Martini, Claude
;
Muguruza, Aitor
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10011905829
Saved in:
4
Dividend derivatives
Tunaru, Radu
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 63-81
Persistent link: https://www.econbiz.de/10011905830
Saved in:
5
A multiple-curve Lévy forward rate model in a two-price economy
Eberlein, Ernst
;
Gerhart, Christoph
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 537-561
Persistent link: https://www.econbiz.de/10011906431
Saved in:
6
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
7
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
8
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
9
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
10
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
