//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
2,861
Option pricing theory
2,858
Volatilität
1,066
Volatility
1,065
Stochastic process
1,023
Stochastischer Prozess
1,023
Option trading
820
Optionsgeschäft
820
Derivat
630
Derivative
630
Black-Scholes-Modell
310
Portfolio selection
309
Portfolio-Management
309
Black-Scholes model
306
Hedging
259
CAPM
227
Yield curve
207
Zinsstruktur
207
Risk
201
Risiko
199
Monte-Carlo-Simulation
196
Monte Carlo simulation
194
Option pricing
192
Estimation
181
Statistical distribution
179
Statistische Verteilung
179
Schätzung
177
Real options analysis
172
Realoptionsansatz
172
Experiment
171
Credit risk
163
Kreditrisiko
163
Capital income
142
Kapitaleinkommen
142
Börsenkurs
140
Share price
140
Risikoprämie
136
Risk premium
136
Stochastic volatility
134
Theorie
122
more ...
less ...
Online availability
All
Undetermined
Free
4,721
Type of publication
All
Article
2,649
Book / Working Paper
240
Journal
3
Type of publication (narrower categories)
All
Article in journal
2,574
Aufsatz in Zeitschrift
2,574
Graue Literatur
80
Non-commercial literature
80
Arbeitspapier
79
Working Paper
79
Aufsatz im Buch
69
Book section
69
Conference paper
34
Konferenzbeitrag
34
Lehrbuch
19
Textbook
16
Hochschulschrift
12
Aufsatzsammlung
6
Ratgeber
4
Handbook
3
Handbuch
3
Thesis
3
Einführung
2
Case study
1
Collection of articles of several authors
1
Fallstudie
1
Festschrift
1
Glossar enthalten
1
Glossary included
1
Konferenzschrift
1
Quelle
1
Sammelwerk
1
more ...
less ...
Language
All
English
2,847
German
44
French
1
Author
All
Wang, Xingchun
29
Cui, Zhenyu
28
Fabozzi, Frank J.
21
Madan, Dilip B.
19
He, Xin-Jiang
15
Lee, Hangsuck
14
Kirkby, J. Lars
13
Benth, Fred Espen
12
Nguyen, Duy
12
Zhang, Jin E.
12
Carr, Peter
11
Elliott, Robert J.
11
Kim, Young Shin
11
Kwok, Yue-Kuen
11
Li, Lingfei
11
Račev, Svetlozar T.
11
Takahashi, Akihiko
11
Wang, King
11
Xu, Wei
11
Bayer, Christian
10
Escobar, Marcos
10
Fusai, Gianluca
10
Leippold, Markus
10
Lin, Shih-kuei
10
Lorig, Matthew
10
Ryu, Doojin
10
Siu, Tak Kuen
10
Zhu, Song-Ping
10
Alòs, Elisa
9
Godin, Frédéric
9
Hess, Markus
9
Lee, Cheng F.
9
Oosterlee, Cornelis Willebrordus
9
Ruan, Xinfeng
9
Schoutens, Wim
9
Tunaru, Radu
9
Yang, Zhaojun
9
Glau, Kathrin
8
Hainaut, Donatien
8
Kim, Jeong-Hoon
8
more ...
less ...
Institution
All
Springer Fachmedien Wiesbaden
4
Cambridge University Press
2
International Energy Agency
2
Springer International Publishing
2
Springer-Verlag GmbH
2
World Bank
2
Centre for Economic Policy Research
1
International Forum on Financial Mathematics and Financial Technology <2., 2021, Online>
1
Karlsruher Institut für Technologie
1
National Bureau of Economic Research
1
NetLibrary, Inc
1
OECD
1
Peter Lang GmbH
1
ebrary, Inc
1
more ...
less ...
Published in...
All
Quantitative finance
171
International journal of theoretical and applied finance
148
International journal of financial engineering
102
The journal of computational finance
88
European journal of operational research : EJOR
76
Computational economics
75
Finance research letters
74
Insurance / Mathematics & economics
72
The North American journal of economics and finance : a journal of financial economics studies
72
Applied mathematical finance
68
Journal of banking & finance
67
Finance and stochastics
65
Journal of mathematical finance
64
Review of derivatives research
55
The journal of futures markets
52
SpringerLink / Bücher
48
Journal of economic dynamics & control
44
Energy economics
34
The journal of derivatives : JOD
34
Journal of econometrics
31
International review of economics & finance : IREF
30
Applied economics
29
Mathematics and financial economics
29
Research paper series / Swiss Finance Institute
29
The European journal of finance
27
Annals of finance
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Mathematical finance : an international journal of mathematics, statistics and financial economics
22
Review of quantitative finance and accounting
22
Journal of financial economics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Discussion paper / Centre for Economic Policy Research
20
Asia-Pacific financial markets
19
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Economic modelling
19
International review of financial analysis
19
Mathematics of operations research
18
Swiss Finance Institute Research Paper
18
Annals of financial economics
17
Applied economics letters
17
more ...
less ...
Source
All
ECONIS (ZBW)
2,892
Showing
1
-
10
of
2,892
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
2
Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R.
;
Lungu, E. M.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
Saved in:
3
Uncertain volatility derivative model based on the polynomial chaos
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011543102
Saved in:
4
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
Saved in:
5
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Joshi, Mark S.
;
Zhu, Dan
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 22-56
Persistent link: https://www.econbiz.de/10011546983
Saved in:
6
Closed-form interpolation-based formulas for European call options written on defaultable assets
Orosi, Greg
- In:
The journal of asset management
16
(
2015
)
4
,
pp. 236-242
Persistent link: https://www.econbiz.de/10011413347
Saved in:
7
On pricing options with stressed-beta in a reduced form model
Kim, Geonwoo
;
Lim, Hyuncheul
;
Lee, Sungchul
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10011414105
Saved in:
8
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
9
On volatility smile and an investment strategy with out-of-the-money calls
Talponen, Jarno
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10011485897
Saved in:
10
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->