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:"Quantitative finance"
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
Pricing Barrier Bond Options w...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option trading
92
Optionsgeschäft
92
Option pricing theory
85
Optionspreistheorie
85
Volatility
45
Volatilität
45
Stochastic process
44
Stochastischer Prozess
44
Derivat
31
Derivative
31
Black-Scholes model
20
Black-Scholes-Modell
20
Hedging
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Option pricing
12
Implied volatility
10
Markov chain
8
Markov-Kette
8
Options
8
American options
7
Stochastic volatility
7
Analysis
6
Artificial intelligence
6
Künstliche Intelligenz
6
Mathematical analysis
6
Börsenkurs
5
Forecasting model
5
Heston model
5
Index futures
5
Index-Futures
5
Prognoseverfahren
5
Share price
5
Statistical distribution
5
Statistische Verteilung
5
Theorie
5
Theory
5
Capital income
4
Estimation theory
4
Kapitaleinkommen
4
more ...
less ...
Online availability
All
Undetermined
80
Free
13
Type of publication
All
Article
93
Type of publication (narrower categories)
All
Article in journal
93
Aufsatz in Zeitschrift
93
Conference paper
3
Konferenzbeitrag
3
Language
All
English
93
Author
All
Bayer, Christian
5
Chan, Tat Lung
3
Bossu, Sébastien
2
Carr, Peter
2
Cui, Zhenyu
2
Friz, Peter K.
2
Glau, Kathrin
2
Gobet, Emmanuel
2
He, Xin-Jiang
2
Jacquier, Antoine
2
Kim, Jeong-Hoon
2
Kim, Kyoung-Kuk
2
Li, Lingfei
2
Lim, Dong-Young
2
Papanicolaou, Andrew
2
Pirjol, Dan
2
Tempone, Raúl
2
Wan, Justin W. L.
2
Zhu, Song-Ping
2
Abergel, Frédéric
1
Afkhami, Mohamad
1
Akahori, J.
1
Alexander, Carol
1
Arkorful, Gideon Bruce
1
Auster, Johan
1
Bacon, Étienne
1
Baldacci, Bastien
1
Barletta, Andrea
1
Barsotti, F.
1
Baule, Rainer
1
Beare, Brendan K.
1
Bel Hadj Ayed, Ahmed
1
Bergault, Philippe
1
Bollinger, Thomas R.
1
Bonesini, O.
1
Bouchouev, Ilia
1
Bourgey, F.
1
Brignone, Riccardo
1
Burkovska, O.
1
Bégin, Jean-François
1
more ...
less ...
Published in...
All
Quantitative finance
MPRA Paper
412
ECB Working Paper
344
Working Paper
277
The journal of futures markets
217
NBER Working Papers
198
IMF Working Paper
185
CESifo Working Paper
151
International journal of theoretical and applied finance
148
CEPR Discussion Papers
147
Working paper series / European Central Bank
145
Research paper series / Swiss Finance Institute
121
Journal of banking & finance
118
Economics Papers from University Paris Dauphine
112
CESifo working papers
103
Finance
102
CESifo Working Paper Series
98
The journal of derivatives : the official publication of the International Association of Financial Engineers
98
Journal of Banking & Finance
96
BIS Working Paper
94
FEDS Working Paper
88
Applied mathematical finance
86
Research Paper Series / Finance Discipline Group, Business School
85
NBER working paper series
83
Review of derivatives research
83
Finance research letters
82
The journal of computational finance
82
Finance and Stochastics
78
Swiss Finance Institute Research Paper
77
Working paper
68
Discussion paper / Tinbergen Institute
65
Banque de France Working Paper
63
Staff working paper / Bank of Canada
63
Staff reports / Federal Reserve Bank of New York
62
Finance and stochastics
61
Tinbergen Institute Discussion Paper
61
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Discussion paper
59
SSE/EFI Working Paper Series in Economics and Finance
59
Bank of England Working Paper
58
more ...
less ...
Source
All
ECONIS (ZBW)
93
Showing
1
-
10
of
93
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-linear Gaussian sovereign CDS pricing models
Realdon, Marco
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 191-210
Persistent link: https://www.econbiz.de/10012194648
Saved in:
2
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
3
Weak approximations and VIX option price expansions in forward variance curve models
Bourgey, F.
;
De Marco, Stefano
;
Gobet, Emmanuel
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1259-1283
Persistent link: https://www.econbiz.de/10014339914
Saved in:
4
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Echenim, Mnacho
;
Gobet, Emmanuel
;
Maurice, Anne-Claire
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1285-1304
Persistent link: https://www.econbiz.de/10014339922
Saved in:
5
A general approach for lookback option pricing under Markov models
Zhang, Gongqiu
;
Li, Lingfei
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1305-1324
Persistent link: https://www.econbiz.de/10014339927
Saved in:
6
On bid and ask pricing of European options via direct discretization of Choquet distorted expectations
Michielon, Matteo
- In:
Quantitative finance
24
(
2024
)
12
,
pp. 1729-1745
Persistent link: https://www.econbiz.de/10015196963
Saved in:
7
On general semi-closed-form solutions for VIX derivative pricing
Bacon, Étienne
;
Bégin, Jean-François
;
Gauthier, …
- In:
Quantitative finance
24
(
2024
)
12
,
pp. 1875-1882
Persistent link: https://www.econbiz.de/10015196978
Saved in:
8
Can outstanding dividend payments be estimated by American options?
Desmettre, Sascha
;
Grün, Sarah
;
Korn, Ralf
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1437-1446
Persistent link: https://www.econbiz.de/10011913129
Saved in:
9
Option prices and stock market momentum : evidence from China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
