//--> //--> //--> //-->
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:"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
Adaptive Simulation Algorithms...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Optionspreistheorie
15,692
Option pricing theory
15,226
Theorie
6,866
Monte-Carlo-Simulation
6,731
Monte Carlo simulation
6,532
Volatilität
4,728
Volatility
4,655
Stochastischer Prozess
4,375
Stochastic process
4,322
Optionsgeschäft
4,155
Option trading
4,135
Derivat
3,026
Derivative
3,022
Aktienoption
2,748
Stock option
2,589
Schätztheorie
1,950
Estimation theory
1,935
Schätzung
1,878
Estimation
1,853
Portfolio-Management
1,598
Portfolio selection
1,585
Hedging
1,452
Markov-Kette
1,449
Markov chain
1,442
Black-Scholes-Modell
1,412
CAPM
1,411
USA
1,374
Black-Scholes model
1,349
United States
1,348
Simulation
1,289
Risiko
1,209
Risk
1,207
Börsenkurs
1,167
Share price
1,148
Zinsstruktur
1,145
Yield curve
1,134
Führungskräfte
1,059
Managers
1,048
Prognoseverfahren
985
more ...
less ...
Online availability
All
Free
1,534
Undetermined
865
CC license
68
Type of publication
All
Article
3,744
Book / Working Paper
2,963
Journal
9
Type of publication (narrower categories)
All
Article in journal
3,376
Aufsatz in Zeitschrift
3,376
Graue Literatur
1,655
Non-commercial literature
1,655
Arbeitspapier
1,439
Working Paper
1,439
Hochschulschrift
509
Thesis
456
Aufsatz im Buch
335
Book section
335
Lehrbuch
152
Textbook
143
Bibliografie enthalten
82
Bibliography included
82
Collection of articles written by one author
69
Sammlung
69
Collection of articles of several authors
64
Sammelwerk
64
Aufsatzsammlung
38
Forschungsbericht
38
Amtsdruckschrift
33
Government document
33
Konferenzschrift
22
Systematic review
22
Übersichtsarbeit
22
Glossar enthalten
21
Glossary included
21
Reprint
17
Bibliografie
14
Handbook
14
Handbuch
14
CD-ROM, DVD
11
Conference proceedings
11
Case study
10
Fallstudie
10
Conference paper
9
Konferenzbeitrag
9
Einführung
6
Accompanied by computer file
4
Elektronischer Datenträger als Beilage
4
more ...
less ...
Language
All
English
6,065
German
588
French
32
Spanish
16
Italian
14
Portuguese
4
Dutch
2
Russian
1
Swedish
1
more ...
less ...
Author
All
Pesaran, M. Hashem
43
Koopman, Siem Jan
39
Dijk, Herman K. van
37
Härdle, Wolfgang
31
Joshi, Mark S.
29
Hull, John
27
Tsionas, Efthymios G.
27
Chiarella, Carl
24
Menkveld, Albert J.
24
Wystup, Uwe
24
Ravazzolo, Francesco
21
Scaillet, Olivier
21
Kapetanios, George
20
Glasserman, Paul
19
Schoenmakers, John
19
Carr, Peter
18
Casarin, Roberto
18
Chib, Siddhartha
17
Hoogerheide, Lennart
17
Huber, Jürgen
17
Kirchler, Michael
17
Kleijnen, Jack P. C.
17
Koop, Gary
17
Korn, Ralf
17
Schwartz, Eduardo S.
17
Dreber, Anna
16
Kwok, Yue-Kuen
16
Wei, Jason
16
Chudik, Alexander
15
Duan, Jin-Chuan
15
Holzmeister, Felix
15
Johannesson, Magnus
15
Lesage, James P.
15
Lucas, André
15
Neusüß, Sebastian
15
Razen, Michael
15
Renault, Eric
15
Rosenberg, Joshua V.
15
Subrahmanyam, Marti G.
15
Vorst, Ton
15
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
19
National Bureau of Economic Research
16
Ekonomiska forskningsinstitutet <Stockholm>
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Svenska Handelshögskolan <Helsinki>
8
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Bonn Graduate School of Economics
4
Center for Economic Research <Tilburg>
4
Johannes Gutenberg-Universität Mainz
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Canterbury / Dept. of Economics and Finance
4
Verlag Dr. Kovač
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Københavns Universitet / Økonomisk Institut
3
National Institute of Economic and Social Research
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
University of Exeter / Department of Economics
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
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Hochschule für Bankwirtschaft
2
Instituto Valenciano de Investigaciones Económicas
2
Queen Mary College / Department of Economics
2
Springer Fachmedien Wiesbaden
2
Springer-Verlag GmbH
2
Transportation, Water, and Telecommunications Department, The World Bank
2
University of British Columbia / Finance Division
2
University of Cambridge / Department of Applied Economics
2
University of Strathclyde / Department of Economics
2
University of Warwick / Department of Economics
2
Weltbank
2
American Finance Association
1
Australian National University / Faculty of Economics and Commerce
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
191
Finance and stochastics
115
Journal of econometrics
112
International journal of theoretical and applied finance
110
The journal of derivatives : the official publication of the International Association of Financial Engineers
96
Discussion paper / Tinbergen Institute
74
The journal of computational finance
74
The journal of futures markets
73
Journal of banking & finance
67
Applied mathematical finance
61
Journal of economic dynamics & control
59
Economics letters
58
Review of derivatives research
53
The journal of finance : the journal of the American Finance Association
47
European journal of operational research : EJOR
46
The review of financial studies
46
Journal of financial economics
40
The journal of real estate finance and economics
40
Econometric reviews
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
37
Computational economics
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
SFB 649 discussion paper
34
Gabler Edition Wissenschaft
33
Working paper
32
Working paper / National Bureau of Economic Research, Inc.
32
Journal of financial and quantitative analysis : JFQA
29
Working paper series / Centre for Practical Quantitative Finance
29
Europäische Hochschulschriften / 5
28
International journal of forecasting
28
SpringerLink / Bücher
28
Advances in futures and options research : a research annual
27
Applied economics
27
Journal of forecasting
26
Applied economics letters
24
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Risks : open access journal
23
The European journal of finance
23
Economic modelling
22
more ...
less ...
Source
All
ECONIS (ZBW)
6,716
Showing
1
-
10
of
6,716
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An application of the put-call-parity to variance reduced Monte-Carlo option pricing
Müller, Armin
-
2016
Persistent link: https://www.econbiz.de/10011479909
Saved in:
2
Stock options for undiversified executives
Hall, Brian J.
;
Murphy, Kevin James
-
2000
Persistent link: https://www.econbiz.de/10001538228
Saved in:
3
A note on pricing Asian derivatives with continuous geometric averaging
Angus, John E.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 845-858
Persistent link: https://www.econbiz.de/10001443364
Saved in:
4
Pricing American stock options by linear programming
Dempster, Michael A. H.
;
Hutton, J. P.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 229-254
Persistent link: https://www.econbiz.de/10001444164
Saved in:
5
Die Theorie nichtlinearer Prozesse und ihre Bedeutung für die Bewertung von Aktienoptionen
Willems, Guido
-
1999
Persistent link: https://www.econbiz.de/10001424894
Saved in:
6
Time-lags between price changes of stocks and stock options
Gais, Martina
;
Hecker, Renate
;
Wenger, Ekkehard
- In:
Empirical research on the German capital market : with …
,
(pp. 255-279)
.
1999
Persistent link: https://www.econbiz.de/10001427684
Saved in:
7
Impact of stock price jumps on option values
Trautmann, Siegfried
;
Beinert, Michaela
- In:
Empirical research on the German capital market : with …
,
(pp. 303-322)
.
1999
Persistent link: https://www.econbiz.de/10001427695
Saved in:
8
The value and incentive effects of nontraditional executive stock option plans
Johnson, Shane A.
;
Tian, Yisong Sam
- In:
Journal of financial economics
57
(
2000
)
1
,
pp. 3-34
Persistent link: https://www.econbiz.de/10001486810
Saved in:
9
Indexed executive stock options
Johnson, Shane A.
;
Tian, Yisong Sam
- In:
Journal of financial economics
57
(
2000
)
1
,
pp. 35-64
Persistent link: https://www.econbiz.de/10001486811
Saved in:
10
Altering the terms of executive stock options
Brenner, Menachem
;
Sundaram, Rangarajan K.
;
Yermack, …
- In:
Journal of financial economics
57
(
2000
)
1
,
pp. 103-128
Persistent link: https://www.econbiz.de/10001486859
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...
//-->