//--> //--> //--> //-->
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:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Option pricing theory"
~subject:"Theory"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Option pricing theory
Theory
Option trading
129
Optionsgeschäft
129
Optionspreistheorie
75
Theorie
57
Volatility
25
Volatilität
25
Hedging
22
Black-Scholes model
16
Black-Scholes-Modell
16
Stochastic process
15
Stochastischer Prozess
15
USA
14
United States
14
Portfolio selection
10
Portfolio-Management
10
Derivat
8
Derivative
8
Martingal
8
Martingale
8
CAPM
7
Share price
7
Estimation
5
Schätzung
5
Bid-ask spread
4
Geld-Brief-Spanne
4
Index
4
Index number
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Search theory
4
Statistical distribution
4
Statistische Verteilung
4
Suchtheorie
4
Transaction costs
4
Transaktionskosten
4
Aktienmarkt
3
Asian options
3
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
107
Type of publication (narrower categories)
All
Article in journal
107
Aufsatz in Zeitschrift
107
Language
All
English
107
Author
All
Hobson, David G.
6
Chen, Son-nan
3
Wu, Ting-pin
3
Benth, Fred Espen
2
Carr, Peter
2
Chang, Jui-jane
2
Figueroa-López, José E.
2
Leblanc, Boris
2
Mordecki, Ernesto
2
Nunes, Joaõ Pedro Vidal
2
Orosi, Greg
2
Weide, Hans van der
2
Ólafsson, Sveinn
2
Abken, Peter A.
1
Abrahams, I. David
1
Ahn, Dong-Hyun
1
Albrecher, Hansjörg
1
Atiya, Amir F.
1
Barone, Gaia
1
Barone-Adesi, Giovanni
1
Beliaeva, Natalia A.
1
Bentata, Amel
1
Berkovich, Efraim
1
Bernard, Carole
1
Biagini, Francesca
1
Bibby, Bo Martin
1
Borovkova, S. A.
1
Borovkova, Svetlana
1
Bouchard, Bruno
1
Boyle, Phelim P.
1
Broadie, Mark
1
Brown, Gregory
1
Cassano, Mark A.
1
Chang, Chuang-chang
1
Chen, Chun-Da
1
Chen, Jit Seng
1
Cherny, Alexander S.
1
Cheuk, Terry Hon Fu
1
Chin, Faith
1
Christoffersen, Peter F.
1
more ...
less ...
Published in...
All
Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
119
International journal of theoretical and applied finance
95
Journal of banking & finance
68
Review of derivatives research
67
The journal of computational finance
60
Applied mathematical finance
54
Quantitative finance
53
Finance research letters
49
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
41
The North American journal of economics and finance : a journal of financial economics studies
37
Journal of financial economics
33
International journal of financial engineering
32
Computational economics
29
International review of economics & finance : IREF
29
European journal of operational research : EJOR
28
Journal of mathematical finance
28
Research paper series / Swiss Finance Institute
24
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Journal of financial markets
22
Asia-Pacific financial markets
21
The review of financial studies
21
International review of financial analysis
20
Review of quantitative finance and accounting
20
The European journal of finance
20
Risks : open access journal
19
Journal of risk and financial management : JRFM
17
NBER working paper series
17
The journal of derivatives : JOD
17
Economic modelling
16
Swiss Finance Institute Research Paper
16
The journal of finance : the journal of the American Finance Association
16
Applied economics
15
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
Insurance / Mathematics & economics
15
Journal of financial and quantitative analysis : JFQA
15
Working paper / National Bureau of Economic Research, Inc.
15
Journal of econometrics
14
more ...
less ...
Source
All
ECONIS (ZBW)
107
Showing
1
-
10
of
107
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
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:
3
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:
4
A general accurate approximation for pricing and hedging basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
Saved in:
5
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
6
A simple accurate binomial tree for pricing options on stocks with know dollar dividends
Guo, Shuxin
;
Liu, Qiang
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012306189
Saved in:
7
An alternative option to portfolio rebalancing
Israelov, Roni
;
Tummala, Harsha
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 7-32
Persistent link: https://www.econbiz.de/10011941325
Saved in:
8
Forgive, or award your debtor? : a barrier option approach
Sun, David
;
Chen, Chun-Da
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 67-95
Persistent link: https://www.econbiz.de/10011968674
Saved in:
9
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->