//--> //--> //--> //-->
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
~isPartOf:"Advanced series on statistical science & applied probability"
~isPartOf:"Annals of operations research"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
~subject:"Option trading"
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:"Bernoulli-Prozess"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option trading
Stochastic process
182
Stochastischer Prozess
182
Theorie
77
Theory
77
Volatility
49
Volatilität
49
Option pricing theory
42
Optionspreistheorie
42
Operations Research
30
Operations research
30
Estimation
26
Mathematical programming
26
Mathematische Optimierung
26
Schätzung
26
Portfolio selection
25
Portfolio-Management
25
Markov chain
18
Markov-Kette
18
Stochastic volatility
18
Yield curve
17
Zinsstruktur
17
Derivat
16
Derivative
16
Optionsgeschäft
14
Capital income
13
Kapitaleinkommen
13
Time series analysis
12
Zeitreihenanalyse
12
CAPM
10
Hedging
10
Interest rate
10
Zins
10
Black-Scholes model
8
Black-Scholes-Modell
8
USA
8
United States
8
Financial market
7
Finanzmarkt
7
Risiko
7
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
11
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
14
Author
All
Benth, Fred Espen
2
Koekebakker, Steen
2
Saltyte Benth, Jurate
2
Caldana, Ruggero
1
Chang, Charles
1
Chen, Son-nan
1
Chung, Shing Fung
1
Fuh, Cheng-der
1
Fusai, Gianluca
1
Hsu, Pao-Peng
1
Hull, John
1
Leippold, Markus
1
Li, Zhe
1
Lim, Kian-Guan
1
Lin, Anchor Y.
1
Lin, Shih-kuei
1
Lin, Yueh-neng
1
Liu, Yong-Jun
1
Pacati, Claudio
1
Pompa, Gabriele
1
Renò, Roberto
1
Schneider, Lorenz
1
Tavin, Bertrand
1
Ting, Christopher
1
Vasiljević, Nikola
1
Warachka, Mitch
1
White, Alan
1
Wong, Hoi Ying
1
Zhang, Wei-guo
1
Zhang, Yue
1
Širjaev, Alʹbert N.
1
more ...
less ...
Published in...
All
Advanced series on statistical science & applied probability
Annals of operations research
International review of economics & finance : IREF
Journal of banking & finance
International journal of theoretical and applied finance
28
Quantitative finance
21
The journal of computational finance
16
Applied mathematical finance
14
The journal of futures markets
13
Journal of economic dynamics & control
11
Finance and stochastics
10
Review of derivatives research
10
Computational economics
9
European journal of operational research : EJOR
9
International journal of financial engineering
9
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Journal of econometrics
8
Journal of mathematical finance
8
Annals of finance
7
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research
5
Operations research letters
5
Research paper series / Swiss Finance Institute
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Asia-Pacific financial markets
4
Economic modelling
4
Risks : open access journal
4
The journal of derivatives : JOD
4
Applied economics
3
Applied financial economics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Journal of financial economics
3
Journal of risk and financial management : JRFM
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical methods of operations research
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Swiss Finance Institute Research Paper
3
The European journal of finance
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing discrete barrier options under jump-diffusion model with liquidity risk
Li, Zhe
;
Zhang, Wei-guo
;
Liu, Yong-Jun
;
Zhang, Yue
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 347-368
Persistent link: https://www.econbiz.de/10012202898
Saved in:
2
Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 330-346
Persistent link: https://www.econbiz.de/10012033703
Saved in:
3
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
4
Smiling twice : the Heston++ model
Pacati, Claudio
;
Pompa, Gabriele
;
Renò, Roberto
- In:
Journal of banking & finance
96
(
2018
),
pp. 185-206
Persistent link: https://www.econbiz.de/10011967200
Saved in:
5
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model
Leippold, Markus
;
Vasiljević, Nikola
- In:
Journal of banking & finance
77
(
2017
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011814354
Saved in:
6
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
7
Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
8
Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
Journal of banking & finance
44
(
2014
),
pp. 130-140
Persistent link: https://www.econbiz.de/10010410368
Saved in:
9
A tale of two regimes : theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications
Chang, Charles
;
Fuh, Cheng-der
;
Lin, Shih-kuei
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3204-3217
Persistent link: https://www.econbiz.de/10009778451
Saved in:
10
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->