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~isPartOf:"Applied mathematical finance"
~isPartOf:"Computational economics"
~subject:"Option pricing theory"
~subject:"Share price"
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Search: subject_exact:"Optionspreismodell"
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Option pricing theory
Share price
Optionspreistheorie
346
Stochastic process
133
Stochastischer Prozess
133
Volatility
109
Volatilität
109
Option trading
79
Optionsgeschäft
79
Derivat
76
Derivative
76
Theorie
63
Theory
63
Black-Scholes model
53
Black-Scholes-Modell
53
Hedging
36
Monte Carlo simulation
31
Monte-Carlo-Simulation
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Experiment
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Option pricing
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Yield curve
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Simulation
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CAPM
18
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15
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stochastic volatility
12
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11
Incomplete market
10
Interest rate derivative
10
Lévy processes
10
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10
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English
346
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Eberlein, Ernst
6
Kim, Junseok
5
Siu, Tak Kuen
5
Benth, Fred Espen
4
Carr, Peter
4
Howison, Sam
4
Kwok, Yue-Kuen
4
Sabino, Piergiacomo
4
Sircar, Kaushik Ronnie
4
Zagst, Rudi
4
Aghdam, Y. Esmaeelzade
3
Atkinson, Colin
3
Bermin, Hans-Peter
3
Chiarella, Carl
3
Cohen, Samuel N.
3
Elliott, Robert J.
3
Escobar, Marcos
3
Fabozzi, Frank J.
3
Glau, Kathrin
3
Itkin, Andrey
3
Jeong, Darae
3
Lee, Chaeyoung
3
Madan, Dilip B.
3
Oosterlee, Cornelis Willebrordus
3
Reisinger, Christoph
3
Villani, Giovanni
3
Wang, Sheng
3
Wang, Xiaoqun
3
Zheng, Wendong
3
Adl, A.
2
Ahmadian, D.
2
Alexandridis, A.
2
Avellaneda, Marco
2
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2
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2
Bianchi, Michele Leonardo
2
Buchen, Peter W.
2
Caporale, Guglielmo Maria
2
Cerrato, Mario
2
Cheang, Gerald H. L.
2
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Applied mathematical finance
Computational economics
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Finance and stochastics
218
Journal of banking & finance
208
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
133
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
110
Journal of mathematical finance
107
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
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
346
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1
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
2
Analytic method for pricing vulnerable external barrier options
Kim, Donghyun
;
Yoon, Ji-Hun
- In:
Computational economics
61
(
2023
)
4
,
pp. 1561-1591
Persistent link: https://www.econbiz.de/10014327071
Saved in:
3
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:
4
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:
5
A deep learning based numerical PDE method for option pricing
Wang, Xiang
;
Li, Jessica
;
Li, Jichun
- In:
Computational economics
62
(
2023
)
1
,
pp. 149-164
Persistent link: https://www.econbiz.de/10014327247
Saved in:
6
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
7
Quasi-Monte Carlo-based conditional Malliavin method for continuous-time Asian option Greeks
Yu, Chao
;
Wang, Xiaoqun
- In:
Computational economics
62
(
2023
)
1
,
pp. 325-360
Persistent link: https://www.econbiz.de/10014327500
Saved in:
8
A neural network approach to value R&D compound american exchange option
Villani, Giovanni
- In:
Computational economics
60
(
2022
)
1
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013262680
Saved in:
9
Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
Saved in:
10
A fitted l-multi-point flux approximation method for pricing options
Koffi, Rock Stephane
;
Tambue, Antoine
- In:
Computational economics
60
(
2022
)
2
,
pp. 633-663
Persistent link: https://www.econbiz.de/10013380800
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