//--> //--> //--> //-->
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"
~type_genre:"Aufsatz in Zeitschrift"
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
Option trading
129
Optionsgeschäft
129
Optionspreistheorie
75
Theorie
57
Theory
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
80
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
80
Language
All
English
80
Author
All
Hobson, David G.
5
Chen, Son-nan
3
Wu, Ting-pin
3
Chang, Jui-jane
2
Figueroa-López, José E.
2
Mordecki, Ernesto
2
Nunes, Joaõ Pedro Vidal
2
Orosi, Greg
2
Weide, Hans van der
2
Ólafsson, Sveinn
2
Ahn, Dong-Hyun
1
Albrecher, Hansjörg
1
Barone, Gaia
1
Barone-Adesi, Giovanni
1
Beliaeva, Natalia A.
1
Bentata, Amel
1
Benth, Fred Espen
1
Berkovich, Efraim
1
Biagini, Francesca
1
Bibby, Bo Martin
1
Borovkova, S. A.
1
Borovkova, Svetlana
1
Bouchard, Bruno
1
Broadie, Mark
1
Brown, Gregory
1
Carr, Peter
1
Chang, Chuang-chang
1
Chen, Chun-Da
1
Cheuk, Terry Hon Fu
1
Chin, Faith
1
Christoffersen, Peter F.
1
Cont, Rama
1
Cox, Alexander M. G.
1
Cvitanić, Jakša
1
Das, Sanjiv R.
1
Dassios, Angelos
1
Deng, Shi-jie
1
Detering, Nils
1
Dhaene, Jan
1
Diao, Xundi
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
102
International journal of theoretical and applied finance
83
Review of derivatives research
59
The journal of computational finance
57
Quantitative finance
54
Applied mathematical finance
52
Journal of banking & finance
49
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
Computational economics
28
Journal of mathematical finance
28
European journal of operational research : EJOR
27
International review of economics & finance : IREF
24
Journal of financial economics
24
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Risks : open access journal
20
International review of financial analysis
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
Applied economics
15
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
14
Journal of financial and quantitative analysis : JFQA
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
Energy economics
10
Journal of econometrics
10
Journal of international financial markets, institutions & money
10
more ...
less ...
Source
All
ECONIS (ZBW)
80
Showing
1
-
10
of
80
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->