//--> //--> //--> //-->
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
~subject:"Derivative"
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 and Hedging with Disco...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivative
Stochastischer Prozess
19,162
Stochastic process
19,158
Theorie
10,939
Theory
10,907
Volatilität
4,276
Volatility
4,267
Optionspreistheorie
4,049
Option pricing theory
4,024
Mathematical programming
2,695
Mathematische Optimierung
2,695
Portfolio-Management
1,968
Portfolio selection
1,965
Zeitreihenanalyse
1,829
Time series analysis
1,824
Schätztheorie
1,786
Estimation theory
1,780
Schätzung
1,680
Estimation
1,679
Markov chain
1,382
Markov-Kette
1,380
Risk
1,297
Risiko
1,291
Principal component analysis
1,098
Optionsgeschäft
1,023
Option trading
1,020
Prognoseverfahren
986
Forecasting model
983
Monte Carlo simulation
922
Monte-Carlo-Simulation
909
Derivat
908
Statistische Verteilung
884
CAPM
883
Statistical distribution
879
Börsenkurs
857
Share price
853
Simulation
852
Dynamische Optimierung
837
Dynamic programming
835
Hauptkomponentenanalyse
751
more ...
less ...
Online availability
All
Undetermined
393
Free
238
CC license
17
Type of publication
All
Article
659
Book / Working Paper
249
Other
1
Type of publication (narrower categories)
All
Article in journal
630
Aufsatz in Zeitschrift
630
Graue Literatur
79
Non-commercial literature
79
Arbeitspapier
65
Working Paper
65
Hochschulschrift
28
Aufsatz im Buch
27
Book section
27
Thesis
18
Lehrbuch
13
Textbook
12
Conference paper
9
Konferenzbeitrag
9
Collection of articles written by one author
4
Sammlung
4
Collection of articles of several authors
3
Glossar enthalten
3
Glossary included
3
Sammelwerk
3
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Forschungsbericht
1
Ratgeber
1
more ...
less ...
Language
All
English
891
German
17
French
1
Author
All
Benth, Fred Espen
15
Chiarella, Carl
11
Escobar, Marcos
11
Nikitopoulos, Christina Sklibosios
11
Wang, Xingchun
11
Leung, Tim
10
Fouque, Jean-Pierre
9
Schlögl, Erik
9
Račev, Svetlozar T.
8
Cui, Zhenyu
7
Fabozzi, Frank J.
7
Li, Lingfei
7
Madan, Dilip B.
7
McAleer, Michael
7
Schoutens, Wim
7
Cheng, Benjamin
6
Gouriéroux, Christian
6
Howison, Sam
6
Joshi, Mark S.
6
Kwok, Yue-Kuen
6
Packham, Natalie
6
Papanicolaou, George
6
Perrakis, Stylianos
6
Schlögl, Lutz
6
Schmidt, Wolfgang M.
6
Zhou, Yang
6
Capriotti, Luca
5
Chan, Jiun Hong
5
Chang, Chia-Lin
5
Elliott, Robert J.
5
Grasselli, Martino
5
Härdle, Wolfgang
5
Karlsson, Patrik
5
Kim, Jeong-Hoon
5
Lorig, Matthew
5
Mijatović, Aleksandar
5
Remillard, Bruno
5
Sabino, Piergiacomo
5
Siu, Tak Kuen
5
Sviščuk, Anatolij
5
more ...
less ...
Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
2
National Bureau of Economic Research
2
Instituto Valenciano de Investigaciones Económicas
1
Swiss Finance Institute
1
Universität Trier
1
Published in...
All
International journal of theoretical and applied finance
70
Quantitative finance
31
Applied mathematical finance
29
Computational economics
22
International journal of financial engineering
21
Review of derivatives research
21
The journal of computational finance
21
Finance and stochastics
18
Risks : open access journal
17
European journal of operational research : EJOR
16
Journal of mathematical finance
16
Journal of banking & finance
15
Journal of economic dynamics & control
13
Annals of finance
12
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Energy economics
9
Journal of econometrics
9
Economic modelling
7
Insurance / Mathematics & economics
7
The journal of futures markets
7
Journal of risk and financial management : JRFM
6
Mathematical finance
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Operations research letters
6
The European journal of finance
6
Theoretical economics letters
6
The journal of derivatives : JOD
5
Applied economics
4
Applied economics letters
4
Asia-Pacific financial markets
4
Asia-Pacific journal of financial studies
4
Discussion paper / Tinbergen Institute
4
International journal of financial markets and derivatives
4
International review of financial analysis
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematics and financial economics
4
Mathematics of operations research
4
more ...
less ...
Source
All
ECONIS (ZBW)
908
BASE
1
Showing
1
-
10
of
909
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Handling discontinuities in financial engineering : good path simulation and smoothing
Wang, Xiaoqun
- In:
Operations research
64
(
2016
)
2
,
pp. 297-314
Persistent link: https://www.econbiz.de/10011485479
Saved in:
2
Enhancing quasi-Monte Carlo simulation by minimizing effective dimension for derivative pricing
Xiao, Ye
;
Wang, Xiaoqun
- In:
Computational economics
54
(
2019
)
1
,
pp. 343-366
Persistent link: https://www.econbiz.de/10012134177
Saved in:
3
A recombining lattice option pricing model that relaxes the assumption of lognormality
Ji, Dasheng
;
Brorsen, Wade
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 349-367
Persistent link: https://www.econbiz.de/10009349984
Saved in:
4
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
5
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
6
Hermite binomial trees : a novel technique for derivatives pricing
Leccadito, Arturo
;
Toscano, Pietro
;
Tunaru, Radu S.
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009707095
Saved in:
7
Option pricing with discrete time jump processes
Guégan, Dominique
;
Ielpo, Florian
;
Lalaharison, Hanjarivo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2417-2445
Persistent link: https://www.econbiz.de/10010348134
Saved in:
8
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
9
A parsimonious multi-asset Heston model : calibration and derivative pricing
Dimitroff, Georgi
;
Lorenz, Stefan
;
Szimayer, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1299-1333
Persistent link: https://www.econbiz.de/10009541994
Saved in:
10
Asymptotic expansion formula of option price under multifactor Heston model
Nagashima, Kazuki
;
Chung, Tsz-Kin
;
Tanaka, Keiichi
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 351-396
Persistent link: https://www.econbiz.de/10010511560
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...
//-->