//--> //--> //--> //-->
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:"Working papers"
~subject:"Yield curve"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
Option pricing theory
601
Optionspreistheorie
601
Stochastic process
224
Stochastischer Prozess
224
Theorie
167
Theory
167
Volatility
156
Volatilität
156
Derivat
113
Derivative
113
Option trading
109
Optionsgeschäft
109
Hedging
68
Black-Scholes model
54
Black-Scholes-Modell
54
Portfolio selection
47
Portfolio-Management
47
Martingal
44
Martingale
44
Zinsstruktur
44
Monte Carlo simulation
43
Monte-Carlo-Simulation
43
CAPM
38
Finance
37
Swap
31
Option pricing
27
Simulation
26
Credit risk
24
Kreditrisiko
24
Markov chain
24
Markov-Kette
24
Risiko
24
Risk
24
Interest rate derivative
22
Transaction costs
22
Transaktionskosten
22
Zinsderivat
22
Experiment
21
Mathematical programming
21
more ...
less ...
Online availability
All
Undetermined
17
Free
2
Type of publication
All
Article
44
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Language
All
English
44
Author
All
Fanelli, Viviana
3
Aase Nielsen, Jørgen
2
Eberlein, Ernst
2
Filipović, Damir
2
Sandmann, Klaus
2
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Arrouy, Pierre-Edouard
1
Baldeaux, Jan
1
Barone-Adesi, Giovanni
1
Benth, Fred Espen
1
Bermin, Hans-Peter
1
Boumezoued, Alexandre
1
Brigo, Damiano
1
Budhi Arta Surya
1
Börger, Reik H.
1
Cherif, Sidi Mohamed Lalaoui Ben
1
Chiarella, Carl
1
Chiu, Chun-Yuan
1
Cohen, Samuel N.
1
Costabile, Massimo
1
Criens, David
1
Cuchiero, Christa
1
Deelstra, Griselda
1
Döberlein, Frank
1
Eddahbi, M'hamed
1
Elliott, Robert J.
1
Fontana, Claudio
1
Fung, Man Chung
1
Gerhart, Christoph
1
Glau, Kathrin
1
Gnoatto, Alessandro
1
Grbac, Zorana
1
Grzelak, Lech A.
1
Göing-Jaeschke, Anja
1
Hagan, Patrick S.
1
Hansen, Asbjørn Trolle
1
Heys, Jan van
1
Hoek, John van der
1
Ignatieva, Ekaterina
1
more ...
less ...
Published in...
All
Applied mathematical finance
European journal of operational research : EJOR
Finance and stochastics
Working papers
International journal of theoretical and applied finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of banking & finance
23
The journal of computational finance
23
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
17
The journal of fixed income
15
The journal of futures markets
14
International journal of financial engineering
13
Risks : open access journal
10
Finance research letters
8
Journal of financial economics
8
The review of financial studies
8
Asia-Pacific financial markets
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Insurance / Mathematics & economics
6
Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
SpringerLink / Bücher
6
Discussion paper / B
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematics and financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
5
Annals of finance
4
Annals of financial economics
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Série de trabalhos para discussão
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advances in futures and options research : a research annual
3
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
2
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:
3
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
4
The Leland-Toft optimal capital structure model under Poisson observations
Palmowski, Zbigniew
;
Pérez, José Luis
;
Budhi Arta Surya
; …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1035-1082
Persistent link: https://www.econbiz.de/10012518151
Saved in:
5
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
6
Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective
Li, Haitao
;
Ye, Xiaoxia
;
Yu, Fan
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10012291633
Saved in:
7
Modelling credit risk in the jump threshold framework
Chiu, Chun-Yuan
;
Kercheval, Alec
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 411-433
Persistent link: https://www.econbiz.de/10012129172
Saved in:
8
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
Saved in:
9
Weak time-derivatives and no-arbitrage pricing
Marinacci, Massimo
;
Severino, Federico
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->