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~isPartOf:"Applied mathematical finance"
~subject:"Derivat"
~subject:"Zinsderivat"
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Derivat
Zinsderivat
Option pricing theory
68
Optionspreistheorie
68
Stochastic process
38
Stochastischer Prozess
38
Derivative
21
Volatility
20
Volatilität
20
Option trading
17
Optionsgeschäft
17
Hedging
12
Simulation
9
Black-Scholes model
8
Black-Scholes-Modell
8
Portfolio selection
8
Portfolio-Management
8
Yield curve
8
Zinsstruktur
8
CAPM
7
Martingal
7
Martingale
7
Statistical distribution
7
Statistische Verteilung
7
Experiment
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Credit risk
5
Interest rate derivative
5
Kreditrisiko
5
Energiemarkt
4
Energy market
4
Lévy processes
4
Risiko
4
Risk
4
stochastic volatility
4
Analysis
3
Greece
3
Griechenland
3
Incomplete market
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English
22
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Sabino, Piergiacomo
3
Cohen, Samuel N.
2
Eberlein, Ernst
2
Lyons, Terry
2
Nejad, Sina
2
Reisinger, Christoph
2
Wang, Sheng
2
Arribas, Imanol Perez
1
Benth, Fred Espen
1
Bossu, Sébastien
1
Bouzianis, George
1
Chiu, Chun-Yuan
1
Cont, Rama
1
Cufaro Petroni, Nicola
1
Figueroa-López, José E.
1
Gardini, Matteo
1
Gerhart, Christoph
1
Gong, Ruoting
1
Houdré, Christian
1
Hughston, Lane P.
1
Jain, Shashi
1
Joshi, Mark S.
1
Karlsson, Patrik
1
Kercheval, Alec
1
Kirkby, J. Lars
1
Lütkebohmert-Holtz, Eva
1
Michel, Christophe
1
Ménassé, Clément
1
Oosterlee, Cornelis Willebrordus
1
Perez Arribas, Imanol
1
Pircalabu, Anca
1
Pirjol, Dan
1
Reutenauer, Victor
1
Rudmann, Marcus
1
Talay, Denis
1
Tankov, Peter
1
Tanré, Etienne
1
Vuletić, Milena
1
Zeng, Pingping
1
Zheng, Wendong
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Applied mathematical finance
International journal of theoretical and applied finance
40
Quantitative finance
29
International journal of financial engineering
28
Review of derivatives research
22
Journal of mathematical finance
21
European journal of operational research : EJOR
20
The journal of derivatives : JOD
20
The journal of computational finance
18
SpringerLink / Bücher
16
The North American journal of economics and finance : a journal of financial economics studies
16
Finance research letters
14
Journal of banking & finance
14
Computational economics
12
International review of economics & finance : IREF
12
The journal of futures markets
12
Energy economics
11
Finance and stochastics
11
Applied economics letters
10
Journal of economic dynamics & control
10
Insurance / Mathematics & economics
9
Journal of econometrics
9
Applied economics
7
International review of financial analysis
7
The European journal of finance
7
Annals of finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematics and financial economics
6
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
5
Asia-Pacific financial markets
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Springer Texts in Business and Economics
5
Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
5
The journal of asset management
5
Economic modelling
4
Economics letters
4
Finance and Capital Markets Series
4
International journal of bonds and derivatives
4
Lecture Notes in Economics and Mathematical Systems
4
Operations research letters
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ECONIS (ZBW)
22
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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
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo
;
Cufaro Petroni, Nicola
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
Saved in:
5
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:
6
Exact simulation of variance gamma-related OU processes : application to the pricing of energy derivatives
Sabino, Piergiacomo
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 207-227
Persistent link: https://www.econbiz.de/10012315167
Saved in:
7
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
8
Non-parametric pricing and hedging of exotic derivatives
Lyons, Terry
;
Nejad, Sina
;
Perez Arribas, Imanol
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 457-494
Persistent link: https://www.econbiz.de/10012516168
Saved in:
9
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:
10
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
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