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type_genre:"Multi-volume publication"
~isPartOf:"Applied mathematical finance"
~subject:"Balancing accounts"
~subject:"Option trading"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Balancing accounts
Option trading
Derivat
79
Derivative
79
Option pricing theory
61
Optionspreistheorie
61
Stochastic process
24
Stochastischer Prozess
24
Theorie
23
Theory
23
Volatility
23
Volatilität
23
Optionsgeschäft
16
Hedging
14
Yield curve
10
Zinsstruktur
10
Black-Scholes model
7
Black-Scholes-Modell
7
Credit risk
7
Interest rate derivative
7
Kreditrisiko
7
Swap
7
Weather
7
Wetter
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Zinsderivat
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Incomplete market
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Simulation
6
Unvollkommener Markt
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Interest rate
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Lévy processes
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Portfolio selection
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Portfolio-Management
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Risiko
5
Risk
5
Zins
5
Energiemarkt
4
Energy market
4
Monte Carlo simulation
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Monte-Carlo-Simulation
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4
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Multi-volume publication
Aufsatz in Zeitschrift
Working Paper
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16
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English
16
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Cohen, Samuel N.
2
Reisinger, Christoph
2
Wang, Sheng
2
Zheng, Wendong
2
Aly, Sidi Mohamed Ould
1
Benth, Fred Espen
1
Bossu, Sébastien
1
Cont, Rama
1
Di Nunno, Giulia
1
Eberlein, Ernst
1
Figueroa-López, José E.
1
Funahashi, Hideharu
1
Gardini, Matteo
1
Gerstner, Thomas Stefan
1
Gong, Ruoting
1
Hofer, Markus
1
Holtz, Markus
1
Houdré, Christian
1
Khedher, Asma
1
Kijima, Masaaki
1
Kirkby, J. Lars
1
Kwok, Yue-Kuen
1
Madan, Dilip B.
1
Mayer, Philipp
1
Sabino, Piergiacomo
1
Schmeck, Maren Diane
1
Tikanmäki, Heikki
1
Vuletić, Milena
1
Zeng, Pingping
1
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Applied mathematical finance
The journal of futures markets
24
International journal of theoretical and applied finance
22
Review of derivatives research
17
International journal of financial engineering
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
Finance research letters
12
Quantitative finance
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Journal of financial economics
11
KoR : internationale und kapitalmarktorientierte Rechnungslegung ; IFRS
11
Journal of economic dynamics & control
8
Journal of financial markets
8
Journal of mathematical finance
8
The European journal of finance
8
WPg : Kompetenz schafft Vertrauen
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
International review of financial analysis
6
Applied economics letters
5
Computational economics
5
Economic modelling
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
Annals of finance
4
Applied financial economics
4
Betriebs-Berater : BB
4
Cogent economics & finance
4
Finance and stochastics
4
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
4
IRZ : Zeitschrift für internationale Rechnungslegung
4
Journal of derivatives & hedge funds
4
Journal of risk and financial management : JRFM
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
16
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1
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
2
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
3
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
4
Static replication of European multi-asset options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
Saved in:
5
Detecting and repairing arbitrage in traded option prices
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
Saved in:
6
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
Saved in:
7
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 547-574
Persistent link: https://www.econbiz.de/10011815299
Saved in:
8
Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model
Zheng, Wendong
;
Zeng, Pingping
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 344-373
Persistent link: https://www.econbiz.de/10011704259
Saved in:
9
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
10
Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
Saved in:
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