//--> //--> //--> //-->
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:"The journal of computational finance"
~isPartOf:"Finanzmarkt und Portfolio-Management"
~source:"econis"
~subject:"Black-Scholes-Modell"
~subject:"Mathematical finance"
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:"American option"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Mathematical finance
Option trading
74
Optionsgeschäft
74
Option pricing theory
62
Optionspreistheorie
62
Theorie
23
Theory
23
Volatility
18
Volatilität
18
Stochastic process
17
Stochastischer Prozess
17
Black-Scholes model
13
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Derivat
8
Derivative
8
Schweiz
7
Switzerland
7
Hedging
6
Portfolio selection
6
Portfolio-Management
6
barrier options
6
stochastic volatility
5
Experiment
4
Numerical analysis
4
Numerisches Verfahren
4
American options
3
Analysis
3
Asian options
3
Finanzmathematik
3
Heston model
3
Mathematical analysis
3
option pricing
3
American option
2
European options
2
Index futures
2
Index-Futures
2
Markov chain
2
Markov-Kette
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Adam, Michael
1
Bain, Alan
1
Bhatoo, Omishwary
1
Chevalier, Etienne
1
Davis, Jesse
1
Devos, Laurens
1
Dubois, François
1
Escobar, Marcos
1
Fusai, Gianluca
1
Ganesan, Narayan
1
Grossinho, Maria do Rosário
1
Heritage, J. P.
1
Hientzsch, Bernhard
1
Kord, Yaser
1
Leduc, Guillaume
1
Lelièvre, Tony
1
Lhabitant, François-Serge
1
Ly Vath, Vathana
1
Mariapragassam, Matthieu
1
Maurer, Raimond
1
Mazzon, Andrea
1
Mnif, Mohamed
1
Nakatsu, Tomonori
1
Palmer, Kenneth J.
1
Panz, Sven
1
Pascucci, Andrea
1
Peer, Arshad Ahmud Iqbal
1
Reisinger, Christoph
1
Reyners, Sofie
1
Saib, Aslam Aly El Faidal
1
Schoutens, Wim
1
Tadmor, Eitan
1
Tangman, Désiré Yannick
1
Yu, Yajie
1
Zagst, Rudi
1
Ševčovič, Daniel
1
more ...
less ...
Published in...
All
The journal of computational finance
Finanzmarkt und Portfolio-Management
International journal of theoretical and applied finance
22
Applied mathematical finance
11
Review of derivatives research
11
Computational economics
10
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The North American journal of economics and finance : a journal of financial economics studies
9
Quantitative finance
8
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Finance and stochastics
6
Applied economics
5
Journal of banking & finance
5
Journal of derivatives & hedge funds
5
The journal of futures markets
5
Asia-Pacific financial markets
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Finance research letters
4
International journal of theoretical and applied finance : IJTAF
4
Journal of risk and financial management : JRFM
4
Annals of finance
3
European journal of operational research : EJOR
3
Journal of econometrics
3
Journal of emerging market finance
3
Journal of financial economics
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Risks : open access journal
3
The European journal of finance
3
Working paper series / Centre for Practical Quantitative Finance
3
Applied financial economics
2
Cogent economics & finance
2
Discussion paper / B
2
Economic modelling
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Investment management and financial innovations
2
Journal of risk
2
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing barrier options with deep backward stochastic differential equation methods
Ganesan, Narayan
;
Yu, Yajie
;
Hientzsch, Bernhard
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014546284
Saved in:
2
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
3
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
4
Pricing American call options using the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 93-113
Persistent link: https://www.econbiz.de/10012212488
Saved in:
5
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
6
Efficient conservative second-order central-upwind schemes for option-pricing problems
Bhatoo, Omishwary
;
Peer, Arshad Ahmud Iqbal
;
Tadmor, Eitan
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 71-101
Persistent link: https://www.econbiz.de/10012042237
Saved in:
7
Path-dependent American options
Chevalier, Etienne
;
Ly Vath, Vathana
;
Mnif, Mohamed
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 61-95
Persistent link: https://www.econbiz.de/10012064988
Saved in:
8
Path independence of exotic options and convergence of binomial approximations
Leduc, Guillaume
;
Palmer, Kenneth J.
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 73-102
Persistent link: https://www.econbiz.de/10012111264
Saved in:
9
The forward smile in local-stochastic volatility models
Mazzon, Andrea
;
Pascucci, Andrea
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011689675
Saved in:
10
Volatility risk structure for options depending on extrema
Nakatsu, Tomonori
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 105-122
Persistent link: https://www.econbiz.de/10011848359
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->