//--> //--> //--> //-->
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 mathematical finance"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Journal of econometrics"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Working papers"
~subject:"Martingale"
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:"Optionspreistheorie"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Martingale
Option pricing theory
381
Optionspreistheorie
381
Volatility
142
Volatilität
142
Stochastic process
130
Stochastischer Prozess
130
Option trading
83
Optionsgeschäft
83
Derivat
82
Derivative
82
Theorie
80
Theory
80
Black-Scholes model
42
Black-Scholes-Modell
42
Hedging
38
Statistical distribution
30
Statistische Verteilung
30
Estimation
27
Schätzung
27
Yield curve
27
Zinsstruktur
27
CAPM
25
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Risiko
18
Risk
18
Swap
18
Credit risk
17
Kreditrisiko
17
Portfolio selection
17
Portfolio-Management
17
Estimation theory
16
Schätztheorie
16
ARCH model
15
ARCH-Modell
15
Option pricing
15
Experiment
14
Markov chain
14
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
12
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
13
Author
All
Albrecher, H.
1
Bollerslev, Tim
1
Bouzianis, George
1
Cheang, Gerald H. L.
1
Chen, Qiang
1
Chevalier, Etienne
1
Chiarella, Carl
1
Criens, David
1
Fouque, Jean-Pierre
1
Glau, Kathrin
1
Grbac, Zorana
1
Hess, Markus
1
Hu, Ruimeng
1
Hughston, Lane P.
1
Konlack, Virginie S.
1
Lim, Thomas
1
Madan, Dilip B.
1
Mayer, Philipp
1
Mwaniki, Ivivi Joseph
1
Ménassé, Clément
1
Pan, Zhiyuan
1
Profeta, Christophe
1
Romero, Ricardo Romo
1
Schoutens, W.
1
Ssebugenyi, Cyrus Seera
1
Tankov, Peter
1
Todorov, Viktor
1
Vrins, Frédéric
1
Zheng, Xu
1
more ...
less ...
Published in...
All
Applied mathematical finance
CORE discussion papers : DP
Journal of econometrics
Review of quantitative finance and accounting
Working papers
Finance and stochastics
32
International journal of theoretical and applied finance
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Research paper series / Swiss Finance Institute
8
Journal of mathematical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Risks : open access journal
6
Asia-Pacific financial markets
5
Mathematical methods of operations research
5
Quantitative finance
5
Swiss Finance Institute Research Paper
5
The journal of futures markets
5
International journal of financial engineering
4
Mathematics and financial economics
4
Review of derivatives research
4
Annals of finance
3
Journal of risk and financial management : JRFM
3
Mathematics of operations research
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Discussion paper / B
2
Discussion paper series / LSE Financial Markets Group
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
European journal of operational research : EJOR
2
Journal of economic dynamics & control
2
Mathematical finance
2
Operations research letters
2
SFB 649 discussion paper
2
Springer finance
2
The journal of computational finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied economics
1
Arbetsrapport / Sveriges Lantbruksuniversitet, Institutionen för Skogsekonomi
1
Asia Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
2
Piecewise constant martingales and lazy clocks
Profeta, Christophe
;
Vrins, Frédéric
-
2017
Persistent link: https://www.econbiz.de/10011991707
Saved in:
3
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
4
Portfolio optimization under fast mean-reverting and rough fractional stochastic environment
Fouque, Jean-Pierre
;
Hu, Ruimeng
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 361-388
Persistent link: https://www.econbiz.de/10012129167
Saved in:
5
Financial jeopardy
Madan, Dilip B.
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10011746988
Saved in:
6
Martingale property of exponential semimartingales : a note on explicit conditions and applications to asset price and Libor models
Criens, David
;
Glau, Kathrin
;
Grbac, Zorana
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 23-37
Persistent link: https://www.econbiz.de/10011746992
Saved in:
7
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
8
Indifference fee rate for variable annuities
Chevalier, Etienne
;
Lim, Thomas
;
Romero, Ricardo Romo
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
Saved in:
9
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
10
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->