//--> //--> //--> //-->
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:"Finance and stochastics"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Implied volatility"
~subject:"Option pricing theory"
~subject:"Optionsgeschäft"
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
Implied volatility
Option pricing theory
Optionsgeschäft
Option trading
58
Optionspreistheorie
43
Theorie
27
Theory
27
Stochastic process
16
Stochastischer Prozess
16
Hedging
14
Portfolio selection
13
Portfolio-Management
13
Martingal
8
Martingale
8
Volatility
8
Volatilität
8
Black-Scholes model
7
Black-Scholes-Modell
7
CAPM
6
Derivat
5
Derivative
5
Asian options
3
Barrier options
3
Exponential Lévy models
3
Risikomanagement
3
Risk management
3
Search theory
3
Suchtheorie
3
Transaction costs
3
Transaktionskosten
3
Altersvorsorge
2
Call option
2
Capital income
2
Kapitaleinkommen
2
Lebensversicherung
2
Life insurance
2
Martingale optimal transport
2
Mathematical programming
2
Mathematische Optimierung
2
Model risk
2
more ...
less ...
Online availability
All
Undetermined
19
Free
1
Type of publication
All
Article
58
Type of publication (narrower categories)
All
Article in journal
58
Aufsatz in Zeitschrift
58
Language
All
English
58
Author
All
Hobson, David G.
6
Benth, Fred Espen
2
Figueroa-López, José E.
2
Leblanc, Boris
2
Mordecki, Ernesto
2
Pelsser, Antoon André Jean
2
Ólafsson, Sveinn
2
Abrahams, I. David
1
Bentata, Amel
1
Biagini, Francesca
1
Bibby, Bo Martin
1
Bienek, Tobias
1
Bo, Lijun
1
Bouchard, Bruno
1
Broadie, Mark
1
Carbonneau, Alexandre
1
Carr, Peter
1
Cherny, Alexander S.
1
Consiglio, Andrea
1
Cont, Rama
1
Cox, Alexander M. G.
1
Cox, Samuel H.
1
Cvitanić, Jakša
1
Dassios, Angelos
1
Denis, Emmanuel
1
Detering, Nils
1
Dingeç, Kemal Dinçer
1
Dolinsky, Yan
1
El Karoui, Nicole
1
Fard, Farzad Alavi
1
Fisher, Travis
1
Frey, Rüdiger
1
Fusai, Gianluca
1
Gao, Kun
1
Gerber, Hans U.
1
Giles, Michael B.
1
Glasserman, Paul
1
Glazyrina, Anna
1
Hackmann, Daniel
1
Hardy, Mary Rosalyn
1
more ...
less ...
Published in...
All
Finance and stochastics
Insurance / Mathematics & economics
The journal of futures markets
194
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
60
Finance research letters
58
Quantitative finance
56
Applied mathematical finance
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
31
Computational economics
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
Journal of mathematical finance
28
International review of financial analysis
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Wiley trading series
23
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
20
Risks : open access journal
20
NBER Working Paper
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
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
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:
3
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:
4
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:
5
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:
6
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:
7
Efficient option risk measurement with reduced model risk
Mitra, Sovan
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
Saved in:
8
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
9
Multilevel Monte Carlo for exponential Lévy models
Giles, Michael B.
;
Xia, Yuan
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 995-1026
Persistent link: https://www.econbiz.de/10011944462
Saved in:
10
Pricing and hedging basket options with exact moment matching
Leccadito, Arturo
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 59-69
Persistent link: https://www.econbiz.de/10011530924
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->