//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~type_genre:"Aufsatz in Zeitschrift"
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:"Option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
65
Optionspreistheorie
65
Stochastic process
30
Stochastischer Prozess
30
Volatility
21
Volatilität
21
Martingal
12
Martingale
12
Derivat
11
Derivative
11
Option trading
11
Optionsgeschäft
11
Hedging
10
Mathematical programming
7
Mathematische Optimierung
7
Portfolio selection
7
Portfolio-Management
7
Analysis
6
Black-Scholes model
6
Black-Scholes-Modell
6
Mathematical analysis
6
Stochastic volatility
6
Yield curve
5
Zinsstruktur
5
CAPM
4
Implied volatility
4
Martingale optimal transport
4
Model-independent pricing
4
Option pricing
4
Risiko
4
Risk
4
Stochastic volatility models
4
Arbitrage Pricing
3
Arbitrage pricing
3
Asian options
3
Credit risk
3
Energiemarkt
3
Energy market
3
Energy markets
3
Exponential Lévy models
3
more ...
less ...
Online availability
All
Undetermined
Free
11
Type of publication
All
Article
66
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
66
Language
All
English
66
Author
All
Benth, Fred Espen
3
Filipović, Damir
3
Hobson, David G.
3
Li, Lingfei
3
Ackerer, Damien
2
Cox, Alexander M. G.
2
Cuchiero, Christa
2
Detering, Nils
2
Figueroa-López, José E.
2
Fontana, Claudio
2
Glau, Kathrin
2
Guyon, Julien
2
Hou, Zhaoxu
2
Kabanov, Jurij M.
2
Krühner, Paul
2
Muhle-Karbe, Johannes
2
Nutz, Marcel
2
Obłój, Jan
2
Perkowski, Nicolas
2
Sircar, Kaushik Ronnie
2
Ólafsson, Sveinn
2
Abi Jaber, Eduardo
1
Albani, Vinícius
1
Alòs, Elisa
1
Arai, Takuji
1
Arrouy, Pierre-Edouard
1
Asmussen, Søren
1
Avanesyan, Levon
1
Baños, D.
1
Beek, Misha van
1
Beiglböck, Mathias
1
Belomestny, Denis
1
Bennedsen, Mikkel
1
Bentata, Amel
1
Bouchard, Bruno
1
Boumezoued, Alexandre
1
Budhi Arta Surya
1
Campi, Luciano
1
Chau, Huy N.
1
Cont, Rama
1
more ...
less ...
Published in...
All
Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Quantitative finance
185
International journal of theoretical and applied finance
159
Finance research letters
129
Journal of banking & finance
123
International journal of financial engineering
105
The North American journal of economics and finance : a journal of financial economics studies
103
The journal of futures markets
102
European journal of operational research : EJOR
96
The journal of computational finance
91
Computational economics
87
Insurance / Mathematics & economics
79
Applied mathematical finance
72
Review of derivatives research
69
Journal of mathematical finance
68
International review of economics & finance : IREF
67
Journal of financial economics
63
International review of financial analysis
61
Journal of economic dynamics & control
56
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Applied economics
53
Energy economics
50
Review of quantitative finance and accounting
48
The European journal of finance
46
Journal of empirical finance
42
The journal of corporate finance : contracting, governance and organization
41
The review of financial studies
39
Economic modelling
37
The journal of derivatives : JOD
37
Journal of econometrics
36
Economics letters
35
Journal of financial markets
35
Journal of financial and quantitative analysis : JFQA
34
Journal of international financial markets, institutions & money
34
Mathematics and financial economics
34
Journal of financial stability
33
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
Annals of finance
30
Applied economics letters
28
Review of finance : journal of the European Finance Association
27
more ...
less ...
Source
All
ECONIS (ZBW)
66
Showing
1
-
10
of
66
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A quasi-sure optional decomposition and super-hedging result on the Skorokhod space
Bouchard, Bruno
;
Tan, Xiaolu
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10012585984
Saved in:
2
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
3
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
Saved in:
4
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
5
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle
Guyon, Julien
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 27-79
Persistent link: https://www.econbiz.de/10014447575
Saved in:
6
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
7
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
8
Multilevel Monte Carlo for exponential Lévy models
Giles, Michael B.
;
Xia, Yuan
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 995-1026
Persistent link: https://www.econbiz.de/10011944462
Saved in:
9
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10011460382
Saved in:
10
Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 973-1020
Persistent link: https://www.econbiz.de/10011570202
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->