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
~subject:"Monte Carlo simulation"
~subject:"Kapitaleinkommen"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Kapitaleinkommen
Option pricing theory
203
Optionspreistheorie
203
Theorie
104
Theory
104
Option trading
54
Optionsgeschäft
54
Volatility
40
Volatilität
40
USA
32
United States
32
Black-Scholes model
28
Black-Scholes-Modell
28
Hedging
22
Yield curve
20
Zinsstruktur
20
Estimation
18
Schätzung
18
Stochastic process
18
Stochastischer Prozess
18
Derivat
17
Derivative
17
Statistical distribution
14
Statistische Verteilung
14
Aktienoption
13
Interest rate derivative
13
Stock option
13
Zinsderivat
13
Swap
10
CAPM
8
Index futures
8
Index-Futures
8
ARCH model
7
ARCH-Modell
7
Aktienindex
6
Currency option
6
Deutschland
6
Devisenoption
6
Dividend
6
Dividende
6
Germany
6
more ...
less ...
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Babsiri, Mohamed el
1
Boogert, Alexander
1
Chateauneuf, Alain
1
Duck, Peter W.
1
Dutt, Samir K.
1
Ghamami, Samim
1
Jong, Cyriel de
1
Leung, Yan
1
Mostoufi, Mina
1
Navas, Javier F.
1
Newton, David P.
1
Noel, Gerald
1
Ratcliff, Ryan
1
Ross, Sheldon M.
1
Vyncke, David
1
Welke, Gerd M.
1
Widdicks, Martin
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of computational finance
44
International journal of theoretical and applied finance
35
Quantitative finance
33
Journal of financial economics
18
Finance and stochastics
17
Journal of banking & finance
17
Computational economics
16
Applied mathematical finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
Energy economics
13
The journal of futures markets
13
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
11
Journal of economic dynamics & control
11
International journal of financial engineering
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Risks : open access journal
10
Insurance / Mathematics & economics
9
Journal of financial and quantitative analysis : JFQA
9
Research paper series / Swiss Finance Institute
9
Journal of econometrics
8
Journal of empirical finance
8
Review of derivatives research
8
The European journal of finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of mathematical finance
7
The review of financial studies
7
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
7
Applied economics
6
Asia-Pacific financial markets
6
International review of financial analysis
6
Journal of financial markets
6
Mathematics of operations research
6
The journal of finance : the journal of the American Finance Association
6
Working paper
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Simulating path-dependent options : a new approach
Babsiri, Mohamed el
;
Noel, Gerald
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10001355631
Saved in:
2
Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011687326
Saved in:
3
Calculation of volatility in a jump-diffusion model
Navas, Javier F.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 66-72
Persistent link: https://www.econbiz.de/10001861586
Saved in:
4
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
5
Relative option prices and risk-neutral skew as predictors of index returns
Ratcliff, Ryan
- In:
The journal of derivatives : the official publication …
21
(
2013
)
2
,
pp. 89-105
Persistent link: https://www.econbiz.de/10010358117
Saved in:
6
Enhancing the accuracy of pricing American and Bermudan options
Duck, Peter W.
;
Newton, David P.
;
Widdicks, Martin
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 34-44
Persistent link: https://www.econbiz.de/10003010747
Saved in:
7
Just-in-time Monte Carlo for path-dependent American options
Dutt, Samir K.
;
Welke, Gerd M.
- In:
The journal of derivatives : the official publication …
15
(
2008
)
4
,
pp. 29-47
Persistent link: https://www.econbiz.de/10003733222
Saved in:
8
Gas storage valuation using a Monte Carlo method
Boogert, Alexander
;
Jong, Cyriel de
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 81-98
Persistent link: https://www.econbiz.de/10003673367
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
