//--> //--> //--> //-->
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:"Applied economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance and stochastics"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Interest rate derivative"
~subject:"Optionsgeschäft"
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:"Option pricing theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
Optionsgeschäft
Option pricing theory
386
Optionspreistheorie
386
Theorie
129
Theory
129
Stochastic process
123
Stochastischer Prozess
123
Volatility
101
Volatilität
101
Option trading
81
Derivat
50
Derivative
50
Hedging
42
Martingale
39
Martingal
38
Black-Scholes model
37
Black-Scholes-Modell
37
CAPM
32
Yield curve
30
Zinsstruktur
30
Monte Carlo simulation
27
Monte-Carlo-Simulation
27
Portfolio selection
27
Portfolio-Management
27
Transaction costs
18
Transaktionskosten
18
Option pricing
17
Credit risk
16
Kreditrisiko
16
Markov chain
16
Markov-Kette
16
Risiko
16
Risk
16
Estimation
15
Mathematical programming
15
Mathematische Optimierung
15
Estimation theory
14
Schätztheorie
14
Schätzung
14
more ...
less ...
Online availability
All
Undetermined
49
Free
1
Type of publication
All
Article
93
Type of publication (narrower categories)
All
Article in journal
93
Aufsatz in Zeitschrift
93
Language
All
English
93
Author
All
Hobson, David G.
5
Elyasiani, Elyas
2
Figueroa-López, José E.
2
Gehricke, Sebastian A.
2
Glasserman, Paul
2
Hishida, Yuji
2
Lin, Yueh-neng
2
Liu, Dehong
2
Mordecki, Ernesto
2
Muzzioli, Silvia
2
Ze-To, Samuel Yau Man
2
Zhang, Jin E.
2
Ólafsson, Sveinn
2
Ahn, Hyungsok
1
Arrouy, Pierre-Edouard
1
Aziz, Saqib
1
Baaquie, Belal E.
1
Backwell, Alex
1
Bentata, Amel
1
Benth, Fred Espen
1
Biagini, Francesca
1
Björk, Tomas
1
Bouchard, Bruno
1
Boumezoued, Alexandre
1
Broadie, Mark
1
Carr, Peter
1
Chang, Chien-Hung
1
Chen, Cathy Yi-Hsuan
1
Chen, Dar-hsin
1
Chen, Jian
1
Chen, Shi
1
Chen, Son-nan
1
Chen, Yin-jung
1
Chih, Hsiang-Hsuan
1
Cont, Rama
1
Cox, Alexander M. G.
1
Cuchiero, Christa
1
Culumovic, Louis
1
Cvitanić, Jakša
1
Dassios, Angelos
1
more ...
less ...
Published in...
All
Applied economics
Asia-Pacific financial markets
Finance and stochastics
International review of economics & finance : IREF
International journal of theoretical and applied finance
100
The journal of futures markets
89
The journal of computational finance
76
Review of derivatives research
66
Applied mathematical finance
61
The journal of derivatives : the official publication of the International Association of Financial Engineers
58
Quantitative finance
57
Journal of banking & finance
49
Finance research letters
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
International journal of financial engineering
41
Journal of economic dynamics & control
39
The North American journal of economics and finance : a journal of financial economics studies
37
European journal of operational research : EJOR
31
Journal of mathematical finance
30
Computational economics
28
Journal of financial economics
23
Research paper series / Swiss Finance Institute
23
Risks : open access journal
23
Management science : journal of the Institute for Operations Research and the Management Sciences
19
The European journal of finance
19
Economic modelling
18
Review of quantitative finance and accounting
17
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
14
Swiss Finance Institute Research Paper
14
International review of financial analysis
13
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Journal of econometrics
11
Journal of financial markets
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Energy economics
10
Investment management and financial innovations
10
Journal of derivatives & hedge funds
10
more ...
less ...
Source
All
ECONIS (ZBW)
93
Showing
71
-
80
of
93
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Local martingales, bubbles and option prices
Cox, Alexander M. G.
;
Hobson, David G.
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 477-492
Persistent link: https://www.econbiz.de/10003123202
Saved in:
72
Good-deal option price bounds for a non-traded event with stochastic return : a note
Kim, Yong-jin
- In:
Asia-Pacific financial markets
11
(
2004
)
2
,
pp. 135-141
Persistent link: https://www.econbiz.de/10003357633
Saved in:
73
A new control variate estimator for an Asian option
Kamizono, Kenji
;
Kariya, Takeaki
;
Liu, Regina Y.
; …
- In:
Asia-Pacific financial markets
11
(
2004
)
2
,
pp. 143-160
Persistent link: https://www.econbiz.de/10003357648
Saved in:
74
Some evidence in the trading and pricing of equity LEAPS
Guo, Weiyu
- In:
International review of economics & finance : IREF
13
(
2004
)
4
,
pp. 407-426
Persistent link: https://www.econbiz.de/10002222904
Saved in:
75
Some calculations for Israeli options
Kyprianou, Andreas E.
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 73-86
Persistent link: https://www.econbiz.de/10001910713
Saved in:
76
On the pricing of defaultable bonds using the framework of barrier options
Ishizaka, Motokazu
;
Takaoka, Koichiro
- In:
Asia-Pacific financial markets
10
(
2003
)
2/3
,
pp. 151-162
Persistent link: https://www.econbiz.de/10002763408
Saved in:
77
Extension of the corrected barrier approximation by Broadie, Glassermann and Kou
Hörfelt, Per
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 231-243
Persistent link: https://www.econbiz.de/10001762752
Saved in:
78
Optimal stopping and perpetual options for Lévy processes
Mordecki, Ernesto
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 473-493
Persistent link: https://www.econbiz.de/10001702783
Saved in:
79
On pricing exponential square root barrier knockout European options
Morimoto, Mayumi
;
Takahashi, Hajime
- In:
Asia-Pacific financial markets
9
(
2002
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001722344
Saved in:
80
Arbitrage-free discretization of lognormal forward Libor and swap rate models
Glasserman, Paul
;
Zhao, Xiaoliang
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10001486621
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->