//--> //--> //--> //-->
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:"Derivative"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Mathematics and financial economics"
~type:"article"
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:"Asian option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Option trading
55
Optionsgeschäft
55
Option pricing theory
45
Optionspreistheorie
45
Volatility
14
Volatilität
14
Stochastic process
13
Stochastischer Prozess
13
Derivat
12
Theorie
11
Theory
11
Black-Scholes model
7
Black-Scholes-Modell
7
Portfolio selection
6
Portfolio-Management
6
Statistical distribution
6
Statistische Verteilung
6
Hedging
4
Numerical analysis
4
Numerisches Verfahren
4
Stochastic volatility
4
Barrier option
3
EU countries
3
EU-Staaten
3
Markov chain
3
Markov-Kette
3
Option pricing
3
Simulation
3
Transaction costs
3
Transaktionskosten
3
ARCH model
2
ARCH-Modell
2
American option
2
American options
2
Anleihe
2
Bond
2
Capital income
2
Early exercise
2
European option
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Joshi, Mark S.
2
Tang, Robert
2
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Barletta, Andrea
1
Beveridge, Christopher
1
Chiarella, Carl
1
Ewald, Christian-Oliver
1
Fabozzi, Frank J.
1
Gao, Bin
1
Gao, N.
1
Hassan, Nadima el
1
Hu, Yuan
1
Huang, Jing-Zhi
1
Kuczera, Adam
1
Lindquist, W. Brent
1
Menkens, Olaf
1
Muroi, Yoshifumi
1
Nganje, William
1
Račev, Svetlozar T.
1
Santucci de Magistris, Paolo
1
SenGupta, Indranil
1
Shirvani, Abootaleb
1
Sloth, David
1
Subrahmanyam, Marti G.
1
Suda, Shintaro
1
Talponen, Jarno
1
Ting, Sai Hung Marten
1
Viitasaari, Lauri
1
Wilson, William W.
1
Xanthos, F.
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Mathematics and financial economics
The journal of futures markets
25
International journal of theoretical and applied finance
21
Review of derivatives research
17
Applied mathematical finance
16
Quantitative finance
15
International journal of financial engineering
14
Finance research letters
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of financial economics
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
International review of financial analysis
8
Journal of financial markets
8
Journal of mathematical finance
8
The European journal of finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
Economic modelling
6
Applied economics letters
5
Computational economics
5
Energy economics
5
Global finance journal
5
Review of quantitative finance and accounting
5
The journal of computational finance
5
The journal of finance : the journal of the American Finance Association
5
Annals of finance
4
Applied financial economics
4
Cogent economics & finance
4
Finance and stochastics
4
Journal of derivatives & hedge funds
4
Journal of econometrics
4
Journal of risk and financial management : JRFM
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research bulletin / The Institute of Cost Accountants of India
4
Review of financial economics : RFE
4
The journal of asset management
4
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Barndorff-Nielsen and Shephard model : oil hedging with variance swap and option
SenGupta, Indranil
;
Wilson, William W.
;
Nganje, William
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 209-226
Persistent link: https://www.econbiz.de/10012055793
Saved in:
3
Golden options in financial mathematics
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 637-659
Persistent link: https://www.econbiz.de/10012055896
Saved in:
4
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
5
Option spanning beyond Lp-models
Gao, N.
;
Xanthos, F.
- In:
Mathematics and financial economics
11
(
2017
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10011900573
Saved in:
6
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
7
Note on multidimensional Breeden-Litzenberger representation for state price densities
Talponen, Jarno
;
Viitasaari, Lauri
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 153-157
Persistent link: https://www.econbiz.de/10010341767
Saved in:
8
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
Saved in:
9
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
10
Asian and Australian options : a common perspective
Ewald, Christian-Oliver
;
Menkens, Olaf
;
Ting, Sai Hung …
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1001-1018
Persistent link: https://www.econbiz.de/10009738291
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->