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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Zinsstruktur"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Zinsstruktur
Option pricing theory
203
Optionspreistheorie
203
Theorie
104
Theory
104
Option trading
54
Optionsgeschäft
54
Volatility
40
Volatilität
40
USA
32
United States
32
Black-Scholes model
28
Black-Scholes-Modell
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Hedging
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Yield curve
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Estimation
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Schätzung
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Stochastic process
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Stochastischer Prozess
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Derivat
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Derivative
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Statistical distribution
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Statistische Verteilung
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Aktienoption
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Interest rate derivative
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Stock option
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Zinsderivat
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Swap
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CAPM
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Index futures
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Index-Futures
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ARCH model
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ARCH-Modell
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Aktienindex
6
Deutschland
6
Devisenoption
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6
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6
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1
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English
34
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Chen, Son-nan
4
Wu, Ting-pin
4
Babsiri, Mohamed el
1
Bennett, Michael N.
1
Bjerregaard Pedersen, Morten
1
Boogert, Alexander
1
Brigo, Damiano
1
Chang, Jui-jane
1
Chateauneuf, Alain
1
Chen, Ren-Raw
1
Chiang, Mi-Hsiu
1
Choi, Seung-mook S.
1
Chuang, Ming-Che
1
Dravid, Ajay R.
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dutt, Samir K.
1
Engle, Robert F.
1
Fabozzi, Frank J.
1
Gesser, Vincent
1
Ghamami, Samim
1
Ho, Thomas S. Y.
1
Hull, John
1
Jensen, Malene Shin
1
Jong, Cyriel de
1
Kennedy, Joanne E.
1
Kim, Young Shin
1
Leblon, Grégoire
1
Leung, Yan
1
Lin, Shih-kuei
1
Lu, Ling
1
López, José A.
1
Marcozzi, Michael D.
1
Moraleda Novo, Juan Manuel
1
Moraux, Franck
1
Morini, Massimo
1
Mostoufi, Mina
1
Navas, Javier F.
1
Newton, David P.
1
Noel, Gerald
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
78
The journal of computational finance
64
Quantitative finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of banking & finance
42
Applied mathematical finance
40
The journal of futures markets
38
Finance and stochastics
34
Review of derivatives research
30
Journal of financial economics
27
International journal of financial engineering
24
Finance research letters
22
Risks : open access journal
21
Computational economics
20
European journal of operational research : EJOR
19
The North American journal of economics and finance : a journal of financial economics studies
18
The journal of fixed income
18
Insurance / Mathematics & economics
16
Journal of economic dynamics & control
16
Journal of risk and financial management : JRFM
16
The European journal of finance
16
The review of financial studies
16
The journal of finance : the journal of the American Finance Association
15
Asia-Pacific financial markets
14
Energy economics
14
Research paper series / Swiss Finance Institute
14
Journal of mathematical finance
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Working paper series / Centre for Practical Quantitative Finance
13
Journal of financial and quantitative analysis : JFQA
12
Review of quantitative finance and accounting
12
International review of financial analysis
11
Journal of empirical finance
11
Working paper
11
Journal of econometrics
10
Applied economics
9
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
9
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
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1
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
Saved in:
2
Efficient analytical cascade calibration of the LIBOR market model with endogenous interpolation
Brigo, Damiano
;
Morini, Massimo
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 40-60
Persistent link: https://www.econbiz.de/10003379121
Saved in:
3
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
4
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
Saved in:
5
Analytical valuation of barrier interest rate options under market models
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003892315
Saved in:
6
Gas storage valuation using a Monte Carlo method
Boogert, Alexander
;
Jong, Cyriel de
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 81-98
Persistent link: https://www.econbiz.de/10003673367
Saved in:
7
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
8
Modeling term structure of default correlation
Suchintabandid, Sira
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 26-36
Persistent link: https://www.econbiz.de/10011399738
Saved in:
9
Relative option prices and risk-neutral skew as predictors of index returns
Ratcliff, Ryan
- In:
The journal of derivatives : the official publication …
21
(
2013
)
2
,
pp. 89-105
Persistent link: https://www.econbiz.de/10010358117
Saved in:
10
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
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