//--> //--> //-->
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"
~subject:"ARCH-Modell"
~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
ARCH-Modell
Option trading
47
Optionsgeschäft
47
Option pricing theory
37
Optionspreistheorie
37
Stochastic process
11
Stochastischer Prozess
11
Theorie
11
Theory
11
Volatility
11
Volatilität
11
Derivat
8
Black-Scholes model
6
Black-Scholes-Modell
6
Portfolio selection
6
Portfolio-Management
6
Statistical distribution
6
Statistische Verteilung
6
Numerical analysis
4
Numerisches Verfahren
4
EU countries
3
EU-Staaten
3
Hedging
3
Simulation
3
Transaction costs
3
Transaktionskosten
3
ARCH model
2
American option
2
American options
2
Anleihe
2
Barrier option
2
Bond
2
Capital income
2
Early exercise
2
European option
2
Financial crisis
2
Finanzkrise
2
Forecasting model
2
Greece
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Joshi, Mark S.
2
Tang, Robert
2
Barletta, Andrea
1
Beveridge, Christopher
1
Chiarella, Carl
1
Ewald, Christian-Oliver
1
Fabozzi, Frank J.
1
Frijns, Bart
1
Gao, Bin
1
Hassan, Nadima el
1
Hu, Yuan
1
Huang, Jing-Zhi
1
Jondeau, Eric
1
Kuczera, Adam
1
Lehnert, Thorsten
1
Lindquist, W. Brent
1
Menkens, Olaf
1
Muroi, Yoshifumi
1
Račev, Svetlozar T.
1
Rockinger, Michael
1
Santucci de Magistris, Paolo
1
Shirvani, Abootaleb
1
Sloth, David
1
Subrahmanyam, Marti G.
1
Suda, Shintaro
1
Ting, Sai Hung Marten
1
Zwinkels, Remco C. J.
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
The journal of futures markets
32
International journal of theoretical and applied finance
22
Review of derivatives research
18
Applied mathematical finance
16
Journal of banking & finance
16
International review of economics & finance : IREF
15
Quantitative finance
15
Finance research letters
14
International journal of financial engineering
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of financial economics
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
International review of financial analysis
11
Journal of financial markets
8
Journal of mathematical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The European journal of finance
8
Risks : open access journal
7
Applied financial economics
6
Economic modelling
6
Applied economics letters
5
Cogent economics & finance
5
Computational economics
5
Energy economics
5
Global finance journal
5
Journal of econometrics
5
Review of quantitative finance and accounting
5
The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of finance : the journal of the American Finance Association
5
Annals of finance
4
Asia-Pacific financial markets
4
Finance and stochastics
4
Investment management and financial innovations
4
Journal of derivatives & hedge funds
4
Journal of financial econometrics
4
Journal of risk and financial management : JRFM
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
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
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:
3
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:
4
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:
5
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:
6
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:
7
Behavioral heterogeneity in the option market
Frijns, Bart
;
Lehnert, Thorsten
;
Zwinkels, Remco C. J.
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2273-2287
Persistent link: https://www.econbiz.de/10009008886
Saved in:
8
Conditional volatility, skewness, and kurtosis : existence, persistence, and comovements
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1699-1737
Persistent link: https://www.econbiz.de/10001755410
Saved in:
9
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
Saved in:
10
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions
Chiarella, Carl
;
Hassan, Nadima el
;
Kuczera, Adam
- In:
Journal of economic dynamics & control
23
(
1999
)
9/10
,
pp. 1387-1424
Persistent link: https://www.econbiz.de/10001415373
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->