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isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~language:"eng"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Optionsgeschäft"
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Optionspreistheorie
Option trading
140
Optionsgeschäft
140
Option pricing theory
107
Volatility
61
Volatilität
61
Derivat
37
Derivative
37
Stochastic process
24
Stochastischer Prozess
24
Black-Scholes model
18
Black-Scholes-Modell
18
Theorie
16
Theory
16
Börsenkurs
14
Share price
14
Estimation
12
Implied volatility
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Schätzung
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Experiment
11
Hedging
10
Risk
9
VIX
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Index futures
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Index-Futures
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Risiko
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Option pricing
7
Aktienmarkt
6
Aktienoption
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Credit risk
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Kreditrisiko
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Stock market
6
Stock option
6
Yield curve
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Zinsstruktur
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implied volatility
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ARCH model
5
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Aktienindex
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Undetermined
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Article
107
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107
Aufsatz in Zeitschrift
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English
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Wang, Xingchun
5
Lee, Hangsuck
4
Cohen, Samuel N.
3
Lee, Minha
3
Reisinger, Christoph
3
Wang, Sheng
3
Ha, Hongjun
2
Howison, Sam
2
Hsu, Pao-peng
2
Kong, Byungdoo
2
Kwok, Yue-Kuen
2
Madan, Dilip B.
2
Mayer, Philipp
2
Shi, Yukun
2
Xu, Yaofei
2
Yan, Cheng
2
Zheng, Wendong
2
Ahn, Hyungsok
1
Ahn, Jungkyu
1
Albrecher, H.
1
Alexander, Carol
1
Almendral, Ariel
1
Altay-Salih, Aslihan
1
Aly, Sidi Mohamed Ould
1
Alòs, Elisa
1
Amédée-Manesme, Charles-Olivier
1
Aoudia, Djilali Ait
1
Arismendi Zambrano, Juan Carlos
1
Armstrong, Grant F.
1
Avellaneda, Marco
1
Bae, Kwangil
1
Ballestra, Luca Vincenzo
1
Benth, Fred Espen
1
Bi, Hongwei
1
Borovykh, Anastasia
1
Bossu, Sébastien
1
Bougias, Alexandros
1
Braouezec, Yann
1
Buff, Robert
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Byström, Hans N. E.
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Applied mathematical finance
Finance research letters
International review of financial analysis
The journal of futures markets
84
International journal of theoretical and applied finance
83
Review of derivatives research
58
The journal of computational finance
58
Quantitative finance
53
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Journal of banking & finance
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
32
Computational economics
28
Finance and stochastics
28
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Journal of financial economics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Risks : open access journal
19
Asia-Pacific financial markets
18
Review of quantitative finance and accounting
17
The European journal of finance
17
Economic modelling
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Applied economics
14
Swiss Finance Institute Research Paper
14
Journal of risk and financial management : JRFM
13
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Journal of financial markets
11
Energy economics
10
Journal of derivatives & hedge funds
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Journal of risk
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Operations research letters
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Theoretical economics letters
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ECONIS (ZBW)
107
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31
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
32
Price dispersion and vanilla options in a financial market game
Toraubally, Waseem A.
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014245352
Saved in:
33
Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
34
Static replication of European multi-asset options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
Saved in:
35
Spiking the volatility punch
Carr, Peter
;
Figà-Talamanca, Gianna
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 495-520
Persistent link: https://www.econbiz.de/10012516169
Saved in:
36
Detecting and repairing arbitrage in traded option prices
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
Saved in:
37
American strangle options
Qiu, Shi
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 228-263
Persistent link: https://www.econbiz.de/10012315168
Saved in:
38
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
39
Pricing arithmetic Asian options under jump diffusion CIR processes
Park, Jong Jun
;
Jang, Hyun Jin
;
Jang, Jiwook
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436988
Saved in:
40
Valuation of catastrophe equity put options with correlated default risk and jump risk
Bi, Hongwei
;
Wang, Guanying
;
Wang, Xingchun
- In:
Finance research letters
29
(
2019
),
pp. 323-329
Persistent link: https://www.econbiz.de/10012419135
Saved in:
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