//--> //--> //--> //-->
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:"European journal of operational research : EJOR"
~isPartOf:"Finance and stochastics"
~isPartOf:"SFB 649 discussion paper"
~source:"econis"
~subject:"Portfolio selection"
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
Portfolio selection
Option pricing theory
645
Optionspreistheorie
645
Stochastic process
237
Stochastischer Prozess
237
Theorie
194
Theory
194
Volatility
164
Volatilität
164
Derivat
122
Derivative
122
Option trading
111
Optionsgeschäft
111
Hedging
70
Black-Scholes model
53
Black-Scholes-Modell
53
Portfolio-Management
50
Yield curve
47
Zinsstruktur
47
Martingal
46
Martingale
46
Monte Carlo simulation
44
Monte-Carlo-Simulation
44
CAPM
43
Finance
37
Swap
30
Option pricing
27
Simulation
27
Credit risk
25
Kreditrisiko
25
Markov chain
25
Markov-Kette
25
Risiko
25
Risk
25
Interest rate derivative
24
Statistical distribution
24
Statistische Verteilung
24
Zinsderivat
24
Transaction costs
22
Transaktionskosten
22
more ...
less ...
Online availability
All
Undetermined
27
Free
6
Type of publication
All
Article
47
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
47
Aufsatz in Zeitschrift
47
Arbeitspapier
3
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
Language
All
English
50
Author
All
Horst, Ulrich
2
Pennanen, Teemu
2
Schachermayer, Walter
2
Anh Ngoc Lai
1
Arai, Takuji
1
Avanesyan, Levon
1
Baldeaux, Jan
1
Balter, Anne G.
1
Bender, Christian
1
Bermin, Hans-Peter
1
Bichuch, Maxim
1
Bouveret, Géraldine
1
Bouzianis, George
1
Cheridito, Patrick
1
Coqueret, Guillaume
1
Cui, Zhenyu
1
Czichowsky, Christoph
1
Dert, C. L.
1
Di Giacinto, Marina
1
Dolinsky, Yan
1
Egorov, Sergei
1
Federico, Salvatore
1
Fernholz, Robert
1
Fouque, Jean-Pierre
1
Fung, Man Chung
1
Ghomrasni, Raouf
1
González Cázares, Jorge
1
Gozzi, Fausto
1
Grépat, Julien
1
Herrmann, Sebastian
1
Hong, Yi
1
Hu, Ruimeng
1
Hughston, Lane P.
1
Härdle, Wolfgang
1
Ignatieva, Ekaterina
1
Imai, Yuto
1
Jin, Xing
1
Kabanov, Jurij M.
1
Kaeck, Andreas
1
Kirby, J. Lars
1
more ...
less ...
Published in...
All
Applied mathematical finance
European journal of operational research : EJOR
Finance and stochastics
SFB 649 discussion paper
International journal of theoretical and applied finance
33
Insurance / Mathematics & economics
31
Journal of economic dynamics & control
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Quantitative finance
18
International journal of financial engineering
14
Journal of mathematical finance
12
Journal of banking & finance
11
Mathematics and financial economics
10
Research paper series / Swiss Finance Institute
10
Journal of risk and financial management : JRFM
9
International review of financial analysis
8
SpringerLink / Bücher
8
The journal of computational finance
8
Finance research letters
7
Mathematical methods of operations research
7
Review of derivatives research
7
Risks : open access journal
7
Scandinavian actuarial journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of derivatives : JOD
7
Astin bulletin : the journal of the International Actuarial Association
6
Risk and decision analysis
6
Annals of finance
5
Chapman & Hall/CRC financial mathematics series
5
Computational Management Science : CMS
5
Economic modelling
5
Journal of financial economics
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Mathematics of operations research
5
Operations research letters
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Springer Texts in Business and Economics
5
The European journal of finance
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
4
Applied economics letters
4
Asia-Pacific financial markets
4
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
2
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
3
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
4
A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan
;
Wiesel, Johannes
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
Saved in:
5
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
6
Pricing of variance swap rates and investment decisions of variance swaps : evidence from a three-factor model
Hong, Yi
;
Jin, Xing
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 975-985
Persistent link: https://www.econbiz.de/10013364052
Saved in:
7
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012433525
Saved in:
8
A data-driven framework for consistent financial valuation and risk measurement
Cui, Zhenyu
;
Kirby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 381-398
Persistent link: https://www.econbiz.de/10012416736
Saved in:
9
Integrated dynamic models for hedging international portfolio risks
Topaloglou, Nikolas
;
Vladimirou, Hercules
;
Zenios, …
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 48-65
Persistent link: https://www.econbiz.de/10012239474
Saved in:
10
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian
;
Pflug, Georg
;
Polak, John W.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->