//--> //--> //--> //-->
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
subject:"Börsenkurs"
~isPartOf:"Energy economics"
~isPartOf:"Finance and stochastics"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Option pricing theory"
~subject:"Transaction costs"
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:"Call option"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Option pricing theory
Transaction costs
Option trading
71
Optionsgeschäft
71
Optionspreistheorie
53
Theorie
28
Theory
28
Hedging
17
Stochastic process
17
Stochastischer Prozess
17
Portfolio selection
14
Portfolio-Management
14
Volatility
13
Volatilität
13
Derivat
10
Derivative
10
Martingal
8
Martingale
8
Black-Scholes model
7
Black-Scholes-Modell
7
CAPM
7
Risiko
5
Risikomanagement
5
Risk
5
Risk management
5
Implied volatility
4
Asian options
3
Barrier options
3
Energiemarkt
3
Energy market
3
Exponential Lévy models
3
Oil price
3
Option pricing
3
Search theory
3
Suchtheorie
3
Transaktionskosten
3
USA
3
United States
3
Ölpreis
3
Altersvorsorge
2
more ...
less ...
Online availability
All
Undetermined
27
Free
1
Type of publication
All
Article
55
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Language
All
English
55
Author
All
Hobson, David G.
5
Figueroa-López, José E.
2
Mordecki, Ernesto
2
Ólafsson, Sveinn
2
Bannör, Karl
1
Bentata, Amel
1
Benth, Fred Espen
1
Biagini, Francesca
1
Bibby, Bo Martin
1
Bienek, Tobias
1
Bo, Lijun
1
Bouchard, Bruno
1
Broadie, Mark
1
Bunn, Derek W.
1
Campbell, Kevin
1
Carbonneau, Alexandre
1
Carr, Peter
1
Consiglio, Andrea
1
Cont, Rama
1
Cox, Alexander M. G.
1
Cox, Samuel H.
1
Crosby, John
1
Cvitanić, Jakša
1
Dassios, Angelos
1
Date, Paresh
1
Denis, Emmanuel
1
Detering, Nils
1
Dingeç, Kemal Dinçer
1
Dolinsky, Yan
1
Elias, R. S.
1
Fang, Liping
1
Fard, Farzad Alavi
1
Fisher, Travis
1
Frau, Carme
1
Gao, Kun
1
Gerber, Hans U.
1
Ghoddusi, Hamed
1
Giles, Michael B.
1
Glasserman, Paul
1
Glazyrina, Anna
1
more ...
less ...
Published in...
All
Energy economics
Finance and stochastics
Insurance / Mathematics & economics
The journal of futures markets
103
International journal of theoretical and applied finance
83
Review of derivatives research
59
The journal of computational finance
58
Quantitative finance
52
The journal of derivatives : the official publication of the International Association of Financial Engineers
52
Applied mathematical finance
51
Journal of banking & finance
51
Finance research letters
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
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
Journal of mathematical finance
28
European journal of operational research : EJOR
27
Journal of financial economics
26
International review of economics & finance : IREF
25
Research paper series / Swiss Finance Institute
24
Management science : journal of the Institute for Operations Research and the Management Sciences
21
International review of financial analysis
19
Review of quantitative finance and accounting
19
Risks : open access journal
19
Asia-Pacific financial markets
18
The European journal of finance
18
Applied economics
16
Economic modelling
16
Journal of financial markets
16
Swiss Finance Institute Research Paper
16
The journal of derivatives : JOD
16
Journal of risk and financial management : JRFM
14
Journal of financial and quantitative analysis : JFQA
13
The review of financial studies
13
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Journal of derivatives & hedge funds
12
Theoretical economics letters
12
Journal of empirical finance
11
more ...
less ...
Source
All
ECONIS (ZBW)
55
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
2
Pricing and hedging wind power prediction risk with binary option contracts
Thakur, Jagruti
;
Hesamzadeh, Mohammad Reza
;
Date, Paresh
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
Saved in:
3
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
4
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
5
Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli, Marco
;
Schmeck, Maren Diane
;
Vargiolu, Tiziano
- In:
Energy economics
95
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012816581
Saved in:
6
A quasi-sure optional decomposition and super-hedging result on the Skorokhod space
Bouchard, Bruno
;
Tan, Xiaolu
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10012585984
Saved in:
7
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
8
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
Saved in:
9
Option prices and implied volatility in the crude oil market
Soini, Vesa
;
Lorentzen, Sindre
- In:
Energy economics
83
(
2019
),
pp. 515-539
Persistent link: https://www.econbiz.de/10012176275
Saved in:
10
Pension risk management with funding and buyout options
Cox, Samuel H.
;
Lin, Yijia
;
Shi, Tianxiang
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 183-200
Persistent link: https://www.econbiz.de/10011825260
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->