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~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance and stochastics"
~source:"econis"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Optionspreistheorie"
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Stochastischer Prozess
Option pricing theory
589
Optionspreistheorie
589
Stochastic process
221
Theorie
167
Theory
167
Volatility
152
Volatilität
152
Derivat
111
Derivative
111
Option trading
106
Optionsgeschäft
106
Hedging
67
Black-Scholes model
51
Black-Scholes-Modell
51
Portfolio selection
47
Portfolio-Management
47
Martingal
44
Martingale
44
Yield curve
44
Zinsstruktur
44
Monte Carlo simulation
42
Monte-Carlo-Simulation
42
CAPM
38
Finance
37
Swap
29
Option pricing
26
Simulation
26
Markov chain
24
Markov-Kette
24
Credit risk
23
Kreditrisiko
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Risiko
23
Risk
23
Interest rate derivative
22
Transaction costs
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Transaktionskosten
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Zinsderivat
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Experiment
21
Mathematical programming
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English
221
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Kirkby, J. Lars
5
Alòs, Elisa
4
Eberlein, Ernst
4
Elliott, Robert J.
4
Sabino, Piergiacomo
4
Sircar, Kaushik Ronnie
4
Chiarella, Carl
3
Cui, Zhenyu
3
Escobar, Marcos
3
Figueroa-López, José E.
3
Filipović, Damir
3
Forde, Martin
3
Jacquier, Antoine
3
Nguyen, Duy
3
Rayée, Grégory
3
Shiraya, Kenichiro
3
Wong, Hoi Ying
3
Yamazaki, Akira
3
Zagst, Rudi
3
Arai, Takuji
2
Ballotta, Laura
2
Benth, Fred Espen
2
Brigo, Damiano
2
Carr, Peter
2
Cheang, Gerald H. L.
2
Choi, Jaehyuk
2
Cont, Rama
2
Deelstra, Griselda
2
Fanelli, Viviana
2
Fouque, Jean-Pierre
2
Fusai, Gianluca
2
Gardini, Matteo
2
Germano, Guido
2
Glau, Kathrin
2
Götz, Barbara
2
Hoek, John van der
2
Imai, Yuto
2
Kallsen, Jan
2
Kyriakou, Ioannis
2
Lee, Roger
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Applied mathematical finance
European journal of operational research : EJOR
Finance and stochastics
International journal of theoretical and applied finance
208
Quantitative finance
101
The journal of computational finance
87
Insurance / Mathematics & economics
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
International journal of financial engineering
55
Computational economics
48
Journal of mathematical finance
47
Risks : open access journal
41
Review of derivatives research
40
The journal of futures markets
40
Journal of economic dynamics & control
37
Finance research letters
36
The North American journal of economics and finance : a journal of financial economics studies
32
Journal of banking & finance
31
Annals of finance
26
Journal of econometrics
26
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
Research paper series / Swiss Finance Institute
24
Asia-Pacific financial markets
22
Journal of risk and financial management : JRFM
20
The European journal of finance
20
Energy economics
19
Mathematical finance : an international journal of mathematics, statistics and financial economics
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Economic modelling
17
Mathematics and financial economics
16
Operations research letters
16
Journal of financial economics
15
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Mathematics of operations research
14
Review of quantitative finance and accounting
14
SFB 649 discussion paper
14
Applied economics
13
Mathematical methods of operations research
12
Discussion paper / B
11
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
2
Arbitrage problems with reflected geometric Brownian motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Saved in:
3
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
4
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:
5
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:
6
Simulation schemes for the Heston model with Poisson conditioning
Choi, Jaehyuk
;
Kwok, Yue-Kuen
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 363-376
Persistent link: https://www.econbiz.de/10014456865
Saved in:
7
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
8
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:
9
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
Gonon, Lukas
;
Schwab, Christoph
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 615-657
Persistent link: https://www.econbiz.de/10012665197
Saved in:
10
On the skew and curvature of the implied and local volatilities
Alòs, Elisa
;
García Lorite, David
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 47-67
Persistent link: https://www.econbiz.de/10014390289
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