//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers"
~subject:"Derivat"
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
Derivat
Option pricing theory
662
Optionspreistheorie
662
Volatility
232
Volatilität
232
Stochastic process
204
Stochastischer Prozess
204
Derivative
139
Option trading
135
Optionsgeschäft
135
Theorie
120
Theory
120
Hedging
68
Black-Scholes model
55
Black-Scholes-Modell
55
Yield curve
52
Zinsstruktur
52
Estimation
43
Schätzung
42
Portfolio selection
40
Portfolio-Management
40
Statistical distribution
39
Statistische Verteilung
39
Finance
37
CAPM
36
Option pricing
36
Risikoprämie
34
Risk premium
34
Monte Carlo simulation
33
Monte-Carlo-Simulation
33
Credit risk
32
Kreditrisiko
32
Swap
28
Estimation theory
26
Risiko
26
Risk
26
Schätztheorie
26
ARCH model
25
ARCH-Modell
25
Experiment
25
more ...
less ...
Online availability
All
Undetermined
62
Free
3
Type of publication
All
Article
137
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
135
Aufsatz in Zeitschrift
135
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
139
Author
All
Fusai, Gianluca
4
Benth, Fred Espen
3
Gouriéroux, Christian
3
Monfort, Alain
3
Park, Yang-Ho
3
Sabino, Piergiacomo
3
Baldeaux, Jan
2
Caldana, Ruggero
2
Cao, Yi
2
Cohen, Samuel N.
2
Eberlein, Ernst
2
Escobar, Marcos
2
Howison, Sam
2
Jaimungal, Sebastian
2
Kirkby, J. Lars
2
Liu, Xiaoquan
2
Lyons, Terry
2
Nejad, Sina
2
Nikitopoulos, Christina Sklibosios
2
Reisinger, Christoph
2
Roncoroni, Andrea
2
Schlögl, Erik
2
Schneider, Lorenz
2
Sircar, Kaushik Ronnie
2
Tavin, Bertrand
2
Wang, Sheng
2
Xiu, Dacheng
2
Zheng, Wendong
2
Alaton, Peter
1
Albanese, Claudio
1
Alexandridis, A.
1
Alibeiki, Hedayat
1
Aly, Sidi Mohamed Ould
1
Amengual, Dante
1
Anh Ngoc Lai
1
Antonelli, Fabio
1
Arribas, Imanol Perez
1
Aït-Sahalia, Yacine
1
Badran, Alexander
1
Bajeux-Besnainou, Isabelle
1
more ...
less ...
Published in...
All
Applied mathematical finance
European journal of operational research : EJOR
Journal of banking & finance
Journal of econometrics
Working papers
International journal of theoretical and applied finance
101
Review of derivatives research
44
Quantitative finance
43
The journal of computational finance
32
The journal of futures markets
32
Journal of mathematical finance
30
International journal of financial engineering
24
Energy economics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Risks : open access journal
21
Finance and stochastics
20
The journal of derivatives : JOD
20
The European journal of finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
15
SpringerLink / Bücher
15
Applied economics letters
14
Insurance / Mathematics & economics
14
International review of financial analysis
14
International review of economics & finance : IREF
13
Annals of finance
12
Journal of risk and financial management : JRFM
11
SFB 649 discussion paper
11
Mathematical finance
10
Research paper series / Swiss Finance Institute
10
Wiley finance series
10
Applied economics
9
Economic modelling
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Asia-Pacific financial markets
8
Journal of financial economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematics and financial economics
8
more ...
less ...
Source
All
ECONIS (ZBW)
139
Showing
1
-
10
of
139
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust risk-aware option hedging
Wu, David
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
30
(
2023
)
3
,
pp. 153-174
Persistent link: https://www.econbiz.de/10015051231
Saved in:
2
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
3
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
4
Variance Gamma model in hedging vanilla and exotic options
Bollin, Bartłomiej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322240
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
To expand and to abandon : real options under asset variance risk premium
Alibeiki, Hedayat
;
Lotfaliei, Babak
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 771-787
Persistent link: https://www.econbiz.de/10013207304
Saved in:
7
Approximate value adjustments for European claims
Antonelli, Fabio
;
Ramponi, Alessandro
;
Scarlatti, Sergio
- In:
European journal of operational research : EJOR
300
(
2022
)
3
,
pp. 1149-1161
Persistent link: https://www.econbiz.de/10013207329
Saved in:
8
CDS pricing with fractional Hawkes processes
Ketelbuters, John-John
;
Hainaut, Donatien
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1139-1150
Persistent link: https://www.econbiz.de/10013263023
Saved in:
9
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
10
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->