//--> //--> //--> //-->
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
Using partial differential equ...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Economics
24,999
Wirtschaftswissenschaft
17,726
Optionspreistheorie
15,674
Theorie
11,744
Theory
11,558
Dienstleistung
5,476
Services
4,735
Volatilität
4,222
Volatility
4,160
Stochastischer Prozess
4,113
Stochastic process
4,038
Optionsgeschäft
4,034
Option trading
4,017
Ökonomische Ideengeschichte
3,509
History of economic thought
3,508
Derivat
2,896
Derivative
2,893
Welt
2,659
World
2,647
Wirtschaftswissenschaften
2,489
Pricing
2,303
pricing
2,286
Deutschland
2,253
Wirtschaftstheorie
2,202
economics
2,004
USA
1,973
United States
1,874
Germany
1,680
Economic theory
1,615
Dienstleistungssektor
1,512
Wirtschaftspolitik
1,487
Economists
1,460
services
1,412
Ökonomen
1,410
Hedging
1,394
Pricing strategy
1,389
Service industry
1,386
Black-Scholes-Modell
1,382
Preismanagement
1,377
more ...
less ...
Online availability
All
Free
4,894
Undetermined
3,311
CC license
207
Type of publication
All
Article
8,561
Book / Working Paper
6,638
Journal
15
Type of publication (narrower categories)
All
Article in journal
7,901
Aufsatz in Zeitschrift
7,901
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
14,629
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
137
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
Journal of empirical finance
56
Review of quantitative finance and accounting
56
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)
15,207
RePEc
6
EconStor
1
Showing
1
-
10
of
15,214
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Wavelet optimized valuation of financial derivatives
Wiart, B. Carton de
;
Dempster, Michael A. H.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1113-1137
Persistent link: https://www.econbiz.de/10009407662
Saved in:
2
Pricing
joint claims on an asset and its realized variance in stochastic volatility models
Torricelli, Lorenzo
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009725085
Saved in:
3
Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Mohammadi, Mohammadreza
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 522-552
Persistent link: https://www.econbiz.de/10011490623
Saved in:
4
American-type basket option
pricing
: a simple two-dimensional partial differential equation
Hanbali, Hamza
;
Linders, Daniel
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1689-1704
Persistent link: https://www.econbiz.de/10012194817
Saved in:
5
Options on a traded account : symmetric treatment of the underlying assets
Večeř, Jan
;
Kampen, Joerg
;
Navratil, Robert
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 37-47
Persistent link: https://www.econbiz.de/10012194853
Saved in:
6
A PDE method for estimation of implied volatility
Matić, Ivan
;
Radoičić, Radoš
;
Stefanica, Dan
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 393-408
Persistent link: https://www.econbiz.de/10012194873
Saved in:
7
A Mellin transform approach to barrier option
pricing
Guardasoni, Chiara
;
Rodrigo, Marianito R.
;
Sanfelici, Simona
- In:
IMA journal of management mathematics
31
(
2020
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10012149768
Saved in:
8
Supply streams
Song, Jing-Sheng
;
Zipkin, Paul Herbert
- In:
Manufacturing & service operations management : M & SOM
15
(
2013
)
3
,
pp. 444-457
Persistent link: https://www.econbiz.de/10009782016
Saved in:
9
Introducing the power series method to numerically approximate contingent claim partial differential equations
Buetow, Gerald W.
;
Sochacki, James
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 616-636
Persistent link: https://www.econbiz.de/10012433130
Saved in:
10
Unbiased deep solvers for linear parametric PDEs
Sabate Vidales, Marc
;
Siska, David
;
Szpruch, Łukasz
- In:
Applied mathematical finance
28
(
2021
)
4
,
pp. 299-329
Persistent link: https://www.econbiz.de/10013411699
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...
//-->