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subject:"Börsenkurs"
~isPartOf:"Applied economics"
~isPartOf:"Computational economics"
~subject:"Option pricing theory"
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Search: subject_exact:"Call option"
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Börsenkurs
Option pricing theory
Option trading
50
Optionsgeschäft
50
Optionspreistheorie
42
Volatility
21
Volatilität
21
Black-Scholes model
15
Black-Scholes-Modell
15
Stochastic process
12
Stochastischer Prozess
12
Derivat
7
Derivative
7
Estimation
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Hedging
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Option pricing
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Schätzung
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American option
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CAPM
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EU countries
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EU-Staaten
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European option
4
Experiment
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Monte Carlo simulation
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Aktienoption
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Anlageverhalten
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Barrier option
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Behavioural finance
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Prognoseverfahren
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Securities trading
3
Simulation
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Stock option
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Wertpapierhandel
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ARCH model
2
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2
American option pricing
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English
43
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Elyasiani, Elyas
2
Gehricke, Sebastian A.
2
Muzzioli, Silvia
2
Zhang, Jin E.
2
Adl, A.
1
Aghdam, Y. Esmaeelzade
1
Ahmadian, D.
1
Ahmadian, Davood
1
Ali, Kazim
1
Aziz, Saqib
1
Ballestra, L. V.
1
Barai, Parama
1
Beheshti, M. Hossein
1
Bhuruth, Muddun
1
Casas, Isabel
1
Chen, Dar-hsin
1
Chen, Jian
1
Chen, Shi
1
Chen, Yingzi
1
Dempsey, Michael
1
Doostaki, Reza
1
Erkan, Bünyamin
1
Farnam, B.
1
Farnoosh, Rahman
1
Gambarelli, Luca
1
Girón, Luis Eduardo
1
Golbabai, A.
1
Golbabai, Ahmad
1
Guo, Wei
1
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1
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1
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1
Huang, Zhuo
1
Huh, Jeonggyu
1
Jalan, Akanksha
1
Javid-Jahromi, Roja
1
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Applied economics
Computational economics
The journal of futures markets
102
International journal of theoretical and applied finance
83
Review of derivatives research
59
The journal of computational finance
58
Quantitative finance
52
Applied mathematical finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
Journal of banking & finance
50
Finance research letters
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
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
Finance and stochastics
29
Journal of mathematical finance
28
European journal of operational research : EJOR
27
Journal of financial economics
25
International review of economics & finance : IREF
24
Research paper series / Swiss Finance Institute
23
Management science : journal of the Institute for Operations Research and the Management Sciences
21
International review of financial analysis
19
Risks : open access journal
19
Asia-Pacific financial markets
18
Review of quantitative finance and accounting
18
The European journal of finance
18
Economic modelling
16
Journal of financial markets
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Swiss Finance Institute Research Paper
15
Journal of risk and financial management : JRFM
14
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Journal of derivatives & hedge funds
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Journal of financial and quantitative analysis : JFQA
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Theoretical economics letters
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Journal of empirical finance
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Energy economics
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ECONIS (ZBW)
43
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1
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
2
Analytic method for pricing vulnerable external barrier options
Kim, Donghyun
;
Yoon, Ji-Hun
- In:
Computational economics
61
(
2023
)
4
,
pp. 1561-1591
Persistent link: https://www.econbiz.de/10014327071
Saved in:
3
Quasi-Monte Carlo-based conditional Malliavin method for continuous-time Asian option Greeks
Yu, Chao
;
Wang, Xiaoqun
- In:
Computational economics
62
(
2023
)
1
,
pp. 325-360
Persistent link: https://www.econbiz.de/10014327500
Saved in:
4
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
5
Insurer acquisition in a narrow-synergy structure and policyholder protection under capital regulation
Lin, Jyh-horng
;
Chen, Shi
;
Huang, Fu-Wei
- In:
Applied economics
53
(
2021
)
32
,
pp. 3679-3693
Persistent link: https://www.econbiz.de/10012589532
Saved in:
6
The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade
;
Mesgarani, H.
;
Adl, A.
;
Farnam, B.
- In:
Computational economics
61
(
2023
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
Saved in:
7
Heterogeneous trading of option implied volatility
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics
55
(
2023
)
9
,
pp. 990-998
Persistent link: https://www.econbiz.de/10013498968
Saved in:
8
Option pricing by the Legendre wavelets method
Doostaki, Reza
;
Hosseini, Mohammad Mehdi
- In:
Computational economics
59
(
2022
)
2
,
pp. 749-773
Persistent link: https://www.econbiz.de/10013169051
Saved in:
9
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
10
An analytical approximation formula for barrier option prices under the heston model
He, Xin-Jiang
;
Lin, Sha
- In:
Computational economics
60
(
2022
)
4
,
pp. 1413-1425
Persistent link: https://www.econbiz.de/10013447445
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