//--> //--> //-->
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
isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Operations research"
~isPartOf:"The journal of computational finance"
~person:"Cai, Ning"
~subject:"Optionspreistheorie"
~subject:"Stochastic process"
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
Search: subject_exact:"Optionsgeschäft"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Stochastic process
Option pricing theory
4
Option trading
4
Optionsgeschäft
4
Stochastischer Prozess
2
Asian options
1
CAPM
1
Hartman-Watson distributions
1
Markov chain
1
Markov-Kette
1
Probability theory
1
SABR model
1
Search theory
1
Simulation
1
Statistical distribution
1
Statistische Verteilung
1
Suchtheorie
1
Volatility
1
Volatilität
1
Wahrscheinlichkeitsrechnung
1
asset pricing
1
exact simulation
1
finance
1
noncentral chi-squared distributions
1
optimal stopping times
1
perpetual American options
1
piecewise semi-exact simulation
1
probability
1
regime classification
1
regime-switching exponential Lévy models
1
regime-switching phase-type jump diffusion models
1
semi-exact simulation
1
stochastic model applications
1
stock loans
1
time change
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Cai, Ning
Kirkby, J. Lars
4
Reisinger, Christoph
4
Cohen, Samuel N.
3
Giribone, Pier Giuseppe
3
Kou, Steven
3
Wang, Sheng
3
Chen, Nan
2
Cont, Rama
2
Escobar, Marcos
2
Forsyth, Peter A.
2
Funahashi, Hideharu
2
Hafner, Reinhold
2
Howison, Sam
2
Joshi, Mark S.
2
Khedher, Asma
2
Kwok, Yue-Kuen
2
Leitao, Álvaro
2
Ligato, Simone
2
Madan, Dilip B.
2
Mayer, Philipp
2
Mehrdoust, Farshid
2
Muroi, Yoshifumi
2
Radoičić, Radoš
2
Song, Yingda
2
Stefanica, Dan
2
Vetzal, Kenneth R.
2
Zagst, Rudi
2
Zheng, Wendong
2
Zhu, Lingjiong
2
Zvan, R.
2
Ahn, Hyungsok
1
AitSahlia, Farid
1
Albrecher, H.
1
Alexander, Carol
1
Almendral, Ariel
1
Aly, Sidi Mohamed Ould
1
Andersen, Leif B. G.
1
Aoudia, Djilali Ait
1
Arai, Takuji
1
more ...
less ...
Published in...
All
Applied mathematical finance
International journal of financial engineering
Operations research
The journal of computational finance
INFORMS journal on computing : JOC
1
Journal of economic dynamics & control
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Regime classification and stock loan valuation
Cai, Ning
;
Zhang, Wei
- In:
Operations research
68
(
2020
)
4
,
pp. 965-983
Persistent link: https://www.econbiz.de/10012288340
Saved in:
2
Exact simulation of the SABR model
Cai, Ning
;
Song, Yingda
;
Chen, Nan
- In:
Operations research
65
(
2017
)
4
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011739058
Saved in:
3
A general framework for pricing Asian options under Markov processes
Cai, Ning
;
Song, Yingda
;
Kou, Steven
- In:
Operations research
63
(
2015
)
3
,
pp. 540-554
Persistent link: https://www.econbiz.de/10011292278
Saved in:
4
Pricing Asian options under a hyper-exponential jump diffusion model
Cai, Ning
;
Kou, Steven
- In:
Operations research
60
(
2012
)
1
,
pp. 64-77
Persistent link: https://www.econbiz.de/10009532669
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->