//--> //--> //--> //-->
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:"Option pricing theory"
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
Discrete Malliavin calculus an...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Optionspreistheorie
15,666
Theorie
5,593
Theory
5,443
Volatilität
4,355
Volatility
4,292
Finanzmathematik
4,250
Optionsgeschäft
4,125
Option trading
4,106
Stochastischer Prozess
4,058
Stochastic process
3,991
Mathematical finance
3,528
Derivat
3,030
Derivative
3,027
Black-Scholes-Modell
2,015
Black-Scholes model
1,965
Portfolio-Management
1,657
Portfolio selection
1,639
Hedging
1,487
CAPM
1,415
Zinsstruktur
1,126
Yield curve
1,115
Risiko
1,063
Risk
1,054
Schätzung
994
Estimation
979
Börsenkurs
858
Share price
842
Mathematik
806
Mathematics
798
Kreditrisiko
789
Monte-Carlo-Simulation
773
Credit risk
772
USA
768
Monte Carlo simulation
757
United States
750
Realoptionsansatz
698
Real options analysis
696
Risikomanagement
679
Statistische Verteilung
641
more ...
less ...
Online availability
All
Free
4,888
Undetermined
3,309
CC license
204
Type of publication
All
Article
8,553
Book / Working Paper
6,637
Journal
15
Type of publication (narrower categories)
All
Article in journal
7,893
Aufsatz in Zeitschrift
7,893
Graue Literatur
1,808
Non-commercial literature
1,808
Arbeitspapier
1,628
Working Paper
1,628
Aufsatz im Buch
553
Book section
553
Hochschulschrift
541
Thesis
423
Lehrbuch
182
Textbook
171
Collection of articles of several authors
116
Sammelwerk
116
Collection of articles written by one author
81
Sammlung
81
Bibliografie enthalten
72
Bibliography included
72
Aufsatzsammlung
71
Conference paper
45
Konferenzbeitrag
45
Forschungsbericht
40
Glossar enthalten
30
Glossary included
30
Konferenzschrift
27
Handbook
26
Handbuch
26
Systematic review
21
Übersichtsarbeit
21
Amtsdruckschrift
18
Government document
18
Conference proceedings
15
Reprint
15
Bibliografie
14
Einführung
12
CD-ROM, DVD
11
Accompanied by computer file
10
Elektronischer Datenträger als Beilage
10
Ratgeber
8
Case study
7
more ...
less ...
Language
All
English
14,620
German
508
French
39
Spanish
19
Italian
14
Undetermined
6
Portuguese
5
Croatian
1
Hungarian
1
Dutch
1
Polish
1
Russian
1
Swedish
1
more ...
less ...
Author
All
Madan, Dilip B.
90
Härdle, Wolfgang
88
Fabozzi, Frank J.
83
Cui, Zhenyu
70
Takahashi, Akihiko
66
Carr, Peter
65
Joshi, Mark S.
65
Chiarella, Carl
59
Schoutens, Wim
56
Stentoft, Lars
55
Jacobs, Kris
52
Kwok, Yue-Kuen
47
Hull, John
46
Benth, Fred Espen
45
Elliott, Robert J.
45
Christoffersen, Peter F.
43
Jarrow, Robert A.
38
Račev, Svetlozar T.
38
Kim, Young Shin
37
Lee, Cheng F.
37
Siu, Tak Kuen
37
Fusai, Gianluca
34
Oosterlee, Cornelis W.
34
Wang, Xingchun
34
Schlögl, Erik
33
Zhang, Jin E.
33
Jacquier, Antoine (Jack)
32
Platen, Eckhard
32
Yang, Zhaojun
32
Barone-Adesi, Giovanni
31
Chesney, Marc
31
Ewald, Christian-Oliver
31
Schwartz, Eduardo S.
31
Li, Lingfei
29
Schoenmakers, John
29
Todorov, Viktor
29
Prokopczuk, Marcel
28
Wong, Hoi Ying
28
Wystup, Uwe
28
Alexander, Carol
27
more ...
less ...
Institution
All
National Bureau of Economic Research
60
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Chambre de commerce et d'industrie de Paris
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Deutsche Forschungsgemeinschaft
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Institut for Finansiering <Frederiksberg>
4
Johannes Gutenberg-Universität Mainz
4
Springer Fachmedien Wiesbaden
4
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Cambridge University Press
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Eberhard Karls Universität Tübingen
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
European Parliament / Directorate-General for Internal Policies of the Union
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Hochschule für Bankwirtschaft
2
Institutt for Foretaksøkonomi <Bergen, Norwegen>
2
International Centre for Trade and Sustainable Development
2
Judge Institute of Management Studies
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
481
The journal of futures markets
275
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
The journal of computational finance
256
Applied mathematical finance
251
Finance and stochastics
233
Quantitative finance
225
Journal of banking & finance
217
The journal of derivatives : the official publication of the International Association of Financial Engineers
212
Review of derivatives research
179
Insurance / Mathematics & economics
158
Finance research letters
139
European journal of operational research : EJOR
136
Journal of economic dynamics & control
128
Computational economics
127
International journal of financial engineering
121
Risks : open access journal
113
Journal of mathematical finance
112
Research paper series / Swiss Finance Institute
90
Journal of financial economics
86
The North American journal of economics and finance : a journal of financial economics studies
86
The European journal of finance
85
Asia-Pacific financial markets
76
Journal of econometrics
72
International review of economics & finance : IREF
62
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
60
Journal of financial and quantitative analysis : JFQA
59
The journal of finance : the journal of the American Finance Association
59
Annals of finance
58
NBER working paper series
58
Energy economics
57
Journal of risk and financial management : JRFM
57
SFB 649 discussion paper
57
Review of quantitative finance and accounting
56
Journal of empirical finance
55
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Economic modelling
53
The journal of derivatives : JOD
52
The journal of real estate finance and economics
52
Mathematics and financial economics
51
more ...
less ...
Source
All
ECONIS (ZBW)
15,198
RePEc
6
EconStor
1
Showing
1
-
10
of
15,205
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
2
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
Saved in:
3
Einführung in die numerische Berechnung von Finanz-Derivaten : computational finance ; mit 4 Tabellen und 36 Übungsaufgaben
Seydel, Rüdiger
-
2000
Persistent link: https://www.econbiz.de/10001452649
Saved in:
4
An introduction to mathematical finance : options and other topics
Ross, Sheldon M.
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10001391962
Saved in:
5
Probability and finance : it's only a game!
Shafer, Glenn
;
Vovk, Vladimir
-
2001
Persistent link: https://www.econbiz.de/10001558958
Saved in:
6
Tools for computational finance
Seydel, Rüdiger
-
2004
-
2. ed.
Persistent link: https://www.econbiz.de/10001786474
Saved in:
7
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
1999
Persistent link: https://www.econbiz.de/10000663279
Saved in:
8
Schnelle numerische Verfahren zur Bewertung von europäischen Optionen in erweiterten Black-Scholes Marktmodellen
Popovici, Stefan Alex
-
2002
Persistent link: https://www.econbiz.de/10001691707
Saved in:
9
Computational financial mathematics using Mathematica : optimal trading in stocks and options
Stojanovic, Srdjan
-
2003
Persistent link: https://www.econbiz.de/10001672799
Saved in:
10
The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management and financial institutions
Ho, Thomas S. Y.
;
Yi, Sang-bin
-
2004
Persistent link: https://www.econbiz.de/10001792333
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...
//-->