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subject:"Derivative"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Volatilität"
~type:"article"
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Derivative
Volatilität
Option trading
49
Optionsgeschäft
49
Option pricing theory
38
Optionspreistheorie
38
Theorie
34
Theory
34
Hedging
11
Black-Scholes model
10
Black-Scholes-Modell
10
Volatility
7
Stochastic process
5
Stochastischer Prozess
5
Yield curve
5
Zinsstruktur
5
Derivat
4
Portfolio selection
4
Portfolio-Management
4
Search theory
4
Suchtheorie
4
American options
3
Transaction costs
3
Transaktionskosten
3
Börsenkurs
2
Markov chain
2
Markov-Kette
2
Martingal
2
Martingale
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Share price
2
Swap
2
barrier options
2
1993
1
1993-1994
1
Aktie
1
Aktienindex
1
Aktienoption
1
American option
1
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11
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11
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English
11
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Alvarez, Luis H. R.
1
Alòs, Elisa
1
Carr, Peter
1
Chen, Zhanyu
1
Emmerling, Thomas J.
1
Fukasawa, Masaaki
1
Goard, Joanna
1
Guéant, Olivier
1
Lee, Roger
1
Li, Haitao
1
Mazur, Mathew
1
Pu, Jiang
1
Rheinländer, Thorsten
1
Romano, Marc
1
Touzi, Nizar
1
Večeř, Jan
1
Wells, Martin T.
1
Yam, Sheung Chi Phillip
1
Yu, Cindy L.
1
Yung, S. P.
1
Zhou, Wei
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
86
International journal of theoretical and applied finance
48
Journal of banking & finance
46
Applied mathematical finance
33
Review of derivatives research
32
Quantitative finance
31
Finance research letters
30
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
International journal of financial engineering
21
Journal of financial economics
21
International review of economics & finance : IREF
20
Journal of financial markets
20
Journal of economic dynamics & control
19
The North American journal of economics and finance : a journal of financial economics studies
19
International review of financial analysis
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The journal of computational finance
16
European journal of operational research : EJOR
14
The journal of derivatives : JOD
14
Applied financial economics
13
Journal of mathematical finance
13
The European journal of finance
13
Applied economics
12
Computational economics
12
Review of quantitative finance and accounting
12
Journal of econometrics
11
The journal of finance : the journal of the American Finance Association
11
Energy economics
10
Risks : open access journal
10
Annals of finance
9
Applied economics letters
9
Finance and stochastics
9
Global finance journal
9
Journal of risk and financial management : JRFM
9
Economic modelling
8
Finanzmarkt und Portfolio-Management
7
Journal of derivatives & hedge funds
7
Journal of financial and quantitative analysis : JFQA
7
Pacific-Basin finance journal
7
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ECONIS (ZBW)
11
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1
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
2
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
3
Game call options revisited
Yam, Sheung Chi Phillip
;
Yung, S. P.
;
Zhou, Wei
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 173-206
Persistent link: https://www.econbiz.de/10010256173
Saved in:
4
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
5
Stochastic-volatility models and the pricing of VIX options
Goard, Joanna
;
Mazur, Mathew
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 439-458
Persistent link: https://www.econbiz.de/10009783359
Saved in:
6
The normalizing transformation of the implied volatility smile
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 753-762
Persistent link: https://www.econbiz.de/10009614936
Saved in:
7
Perpetual cancellable American call option
Emmerling, Thomas J.
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 645-666
Persistent link: https://www.econbiz.de/10009614942
Saved in:
8
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
9
Minimum guaranteed payments and costly cancellation rights : a stopping game perspective
Alvarez, Luis H. R.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 733-751
Persistent link: https://www.econbiz.de/10008667600
Saved in:
10
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
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