//--> //--> //--> //-->
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 financial economics"
~isPartOf:"Computational economics"
~subject:"Volatility"
~type_genre:"Article in journal"
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:"Optionspreistheorie"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Option pricing theory
145
Optionspreistheorie
145
Stochastic process
57
Stochastischer Prozess
57
Volatilität
49
Option trading
36
Optionsgeschäft
36
Black-Scholes model
31
Black-Scholes-Modell
31
Option pricing
22
Derivat
20
Derivative
20
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Experiment
14
Theorie
13
Theory
13
Simulation
12
Statistical distribution
10
Statistische Verteilung
10
Black-Scholes equation
8
Hedging
8
ARCH model
7
ARCH-Modell
7
Estimation theory
7
Interest rate
7
Markov chain
7
Markov-Kette
7
Schätztheorie
7
Stochastic volatility
7
Zins
7
American option pricing
6
Estimation
6
Schätzung
6
American option
5
EU countries
5
EU-Staaten
5
Heston model
5
Incomplete market
5
more ...
less ...
Online availability
All
Undetermined
31
Free
2
Type of publication
All
Article
49
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
49
Language
All
English
49
Author
All
Fabozzi, Frank J.
3
Carr, Peter
2
He, Xin-Jiang
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Kanniainen, Juho
2
Kim, See-Woo
2
Kim, Young Shin
2
Lin, Sha
2
Ma, Yong-Ki
2
Mehrdoust, Farshid
2
Račev, Svetlozar T.
2
Abdi-Mazraeh, Somayeh
1
Ahmadian, Davood
1
Bhuruth, Muddun
1
Bianchi, Michele Leonardo
1
Cardinali, Alessandro
1
Casas, Isabel
1
Chalamandaris, Georgios
1
Chen, Shiau-hung
1
Ching, Wai Ki
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Erkan, Bünyamin
1
Fallahgoul, Hasan A.
1
Fan, Pengying
1
Fang, Shaomei
1
Fereshtian, Ali
1
Fornari, Fabio
1
Fuh, Cheng-Der
1
Fukuta, Yuichi
1
Gan, Siqing
1
Guo, Changhong
1
Guo, Xunxiang
1
Halme, Tero
1
Han, Ah-Reum
1
Hansen, Charlotte S.
1
He, Yong
1
Huang, Hung-hsi
1
Irandoust-Pakchin, Safar
1
more ...
less ...
Published in...
All
Applied financial economics
Computational economics
International journal of theoretical and applied finance
156
Quantitative finance
104
The journal of futures markets
78
Journal of banking & finance
74
Applied mathematical finance
72
The journal of computational finance
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
International journal of financial engineering
47
Finance research letters
45
European journal of operational research : EJOR
42
Finance and stochastics
40
Journal of econometrics
39
The North American journal of economics and finance : a journal of financial economics studies
38
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Journal of economic dynamics & control
35
Journal of mathematical finance
35
Risks : open access journal
28
Insurance / Mathematics & economics
26
Journal of financial economics
26
Review of quantitative finance and accounting
26
Annals of finance
25
International review of economics & finance : IREF
23
The European journal of finance
23
Applied economics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Energy economics
19
Journal of empirical finance
19
Journal of risk and financial management : JRFM
18
Economic modelling
17
Asia-Pacific financial markets
16
International review of financial analysis
16
Journal of financial and quantitative analysis : JFQA
15
The journal of finance : the journal of the American Finance Association
15
Asia-Pacific journal of financial studies
14
Mathematics and financial economics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
Saved in:
2
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
3
Valuations of variance and volatility swaps under double Heston jump‑diffusion model with approximative fractional stochastic volatility
Wang, Ke
;
Guo, Xunxiang
- In:
Computational economics
63
(
2024
)
4
,
pp. 1543-1573
Persistent link: https://www.econbiz.de/10014549124
Saved in:
4
A practical Monte Carlo method for pricing equity‑linked securities with time‑dependent volatility and interest rate
Kim, Sangkwon
;
Lyu, Jisang
;
Lee, Wonjin
;
Park, Eunchae
; …
- In:
Computational economics
63
(
2024
)
5
,
pp. 2069-2086
Persistent link: https://www.econbiz.de/10014550869
Saved in:
5
Pricing a specific equity index annuity in a regime-switching Lévy model with jump
Wang, Yayun
- In:
Computational economics
61
(
2023
)
3
,
pp. 1115-1135
Persistent link: https://www.econbiz.de/10014252150
Saved in:
6
Valuation of spark-spread option written on electricity and gas forward contracts under two-factor models with non-Gaussian Lévy processes
Mehrdoust, Farshid
;
Noorani, Idin
- In:
Computational economics
61
(
2023
)
2
,
pp. 807-853
Persistent link: https://www.econbiz.de/10014228463
Saved in:
7
Analytically pricing European options under a new two-factor Heston model with regime switching
Lin, Sha
;
He, Xin-Jiang
- In:
Computational economics
59
(
2022
)
3
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10013169219
Saved in:
8
An analytical approximation formula for barrier option prices under the heston model
He, Xin-Jiang
;
Lin, Sha
- In:
Computational economics
60
(
2022
)
4
,
pp. 1413-1425
Persistent link: https://www.econbiz.de/10013447445
Saved in:
9
A valid and efficient trinomial tree for general local-volatility models
Lok, U. Hou
;
Lyuu, Yuh-dauh
- In:
Computational economics
60
(
2022
)
3
,
pp. 817-832
Persistent link: https://www.econbiz.de/10013380840
Saved in:
10
An expanded Local Variance Gamma model
Carr, Peter
;
Itkin, Andrey
- In:
Computational economics
57
(
2021
)
4
,
pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->