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isPartOf:"Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Optionspreistheorie"
~subject:"Theory"
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Search: subject_exact:"Optionspreismodell"
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Optionspreistheorie
Theory
Option pricing theory
100
Volatility
38
Volatilität
38
Option trading
36
Optionsgeschäft
36
Stochastic process
32
Stochastischer Prozess
32
Derivat
19
Derivative
19
Black-Scholes model
15
Black-Scholes-Modell
15
Theorie
14
ARCH model
11
ARCH-Modell
11
Credit risk
10
Kreditrisiko
10
Option pricing
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Stochastic volatility
8
Esscher transform
7
Hedging
7
Portfolio selection
7
Portfolio-Management
7
Statistical distribution
7
Statistische Verteilung
7
GARCH
6
Real options analysis
6
Realoptionsansatz
6
Swap
6
Aktienoption
5
Barrier option
5
Experiment
5
Forecasting model
5
Prognoseverfahren
5
Risikomanagement
5
Risk management
5
Stock option
5
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Article
100
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100
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English
83
German
17
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Lee, Hangsuck
6
Wang, Xingchun
6
Kim, Geonwoo
4
Ko, Bangwon
4
Bao, Ying
3
Jeon, Junkee
3
Labuschagne, Coenraad C. A.
3
Lin, Shih-kuei
3
Zhao, Yanlong
3
Chen, Jun-Home
2
Hommel, Ulrich
2
Huang, Hung-Hsi
2
Lai, Yongzeng
2
Lee, Minha
2
Li, Shaoyu
2
Li, Zhe
2
Lian, Yu-Min
2
Lin, Shin-Hung
2
Liu, Yu-hong
2
Ma, Jingtang
2
McAleer, Michael
2
Müller, Jürgen
2
Peng, Cheng
2
Perote, Javier
2
Song, Seongjoo
2
Wilkens, Sascha
2
Ahn, Soohan
1
Akuzawa, Toshinao
1
Amely, Tobias
1
Bajo, Emanuele
1
Barbi, Massimiliano
1
Battauz, Anna
1
Ben Hamad, Salah
1
Berner, Christian
1
Bian, Zhicun
1
Bianconi, Marcelo
1
Boetticher, Sven T. von
1
Campani, Carlos Heitor
1
Chan, Tat Lung
1
Chan, Tat Lung (Ron)
1
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
International journal of financial engineering
116
Finance research letters
111
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
100
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1
Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
2
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
3
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
4
Min-max multi-step barrier options and their variants
Lee, Hangsuck
;
Lee, Gaeun
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014484160
Saved in:
5
Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
Saved in:
6
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
7
A semi-analytic valuation of two-asset barrier options and autocallable products using Brownian bridge
Lee, Hangsuck
;
Lee, Minha
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449375
Saved in:
8
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
9
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
10
Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun
;
Kim, Geonwoo
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
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