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~isPartOf:"Annals of finance"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Non-commercial literature"
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Option pricing theory
Optionspreistheorie
52
Stochastic process
27
Stochastischer Prozess
27
Volatility
25
Volatilität
25
Derivat
12
Derivative
12
Option trading
12
Optionsgeschäft
12
CAPM
10
Theorie
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Theory
8
Markov chain
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Markov-Kette
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Stochastic volatility
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Hedging
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Implied volatility
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Portfolio selection
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Portfolio-Management
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Risk
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Option pricing
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Risikoprämie
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Risk premium
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Yield curve
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Asian options
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Black-Scholes model
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Martingal
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Real options analysis
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Realoptionsansatz
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52
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Article in journal
Bibliography included
Non-commercial literature
Aufsatz in Zeitschrift
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English
52
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Elliott, Robert J.
4
Viens, Frederi G.
4
Chan, Leunglung
2
Junike, Gero
2
Madan, Dilip B.
2
Schoutens, Wim
2
SenGupta, Indranil
2
Siu, Tak Kuen
2
Villani, Giovanni
2
Babaei, Esmaeil
1
Barucci, Emilio
1
Bayraktar, Erhan
1
Bojarčenko, Svetlana I.
1
Brignone, Riccardo
1
Brown, Donald J.
1
Bufalo, Michele
1
Carassus, Laurence
1
Cevik, Emrah Ismail
1
Chronopoulou, Alexandra
1
Comte, Fabienne
1
Coutin, Laure
1
Cuesdeanu, Horatio
1
D'Addona, Stefano
1
D'Amico, Guglielmo
1
Del Viva, Luca
1
Di Bari, Antonio
1
Dibooglu, Sel
1
Dokučaev, Nikolaj G.
1
Escobar, Marcos
1
Fard, Farzad Alavi
1
Fouque, Jean-Pierre
1
Funahashi, Hideharu
1
Garnier, Josselin
1
Grabchak, Michael
1
Guillaume, Florence
1
Gulisashvili, Archil
1
Hainaut, Donatien
1
Herzberg, Frederik
1
Horst, Ulrich
1
Ibragimov, Rustam Ju.
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Annals of finance
International journal of theoretical and applied finance
467
The journal of futures markets
260
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
251
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
206
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
132
Journal of economic dynamics & control
129
International journal of financial engineering
116
Finance research letters
109
Journal of mathematical finance
107
Computational economics
106
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
78
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
Energy economics
55
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
55
Review of quantitative finance and accounting
55
Journal of risk and financial management : JRFM
50
The journal of finance : the journal of the American Finance Association
50
The journal of real estate finance and economics
50
The review of financial studies
50
Economic modelling
49
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
International review of financial analysis
44
Mathematics and financial economics
44
Applied economics
42
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ECONIS (ZBW)
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1
Asset pricing and hedging in financial markets with fixed and proportional transaction costs
Babaei, Esmaeil
- In:
Annals of finance
20
(
2024
)
2
,
pp. 259-275
Persistent link: https://www.econbiz.de/10014566422
Saved in:
2
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
3
Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
Saved in:
4
Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo
;
Villani, Giovanni
- In:
Annals of finance
17
(
2021
)
3
,
pp. 379-404
Persistent link: https://www.econbiz.de/10012622325
Saved in:
5
The valuation of corporations : a derivative pricing perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
6
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
7
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
8
Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
Saved in:
9
Options on bonds : implied volatilities from affine short-rate dynamics
Lorig, Matthew
;
Suaysom, Natchanon
- In:
Annals of finance
18
(
2022
)
2
,
pp. 183-216
Persistent link: https://www.econbiz.de/10013278980
Saved in:
10
Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate
Bufalo, Michele
;
Di Bari, Antonio
;
Villani, Giovanni
- In:
Annals of finance
18
(
2022
)
2
,
pp. 247-266
Persistent link: https://www.econbiz.de/10013278984
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