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~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers"
~subject:"Derivat"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optionspreistheorie"
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Derivat
Option pricing theory
442
Optionspreistheorie
442
Stochastic process
172
Stochastischer Prozess
172
Volatility
155
Volatilität
155
Derivative
106
Option trading
88
Optionsgeschäft
88
Theorie
74
Theory
74
Hedging
43
Black-Scholes model
39
Black-Scholes-Modell
39
Finance
37
Monte Carlo simulation
30
Monte-Carlo-Simulation
30
Statistical distribution
30
Statistische Verteilung
30
Yield curve
29
Zinsstruktur
29
Portfolio selection
28
Portfolio-Management
28
Option pricing
27
Swap
25
CAPM
24
Simulation
24
Estimation
23
Schätzung
23
Estimation theory
21
Experiment
21
Schätztheorie
21
Markov chain
20
Markov-Kette
20
Credit risk
18
Kreditrisiko
18
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
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Article
106
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Aufsatz in Zeitschrift
Article in journal
106
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English
106
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Benth, Fred Espen
3
Gouriéroux, Christian
3
Monfort, Alain
3
Sabino, Piergiacomo
3
Cao, Yi
2
Cohen, Samuel N.
2
Eberlein, Ernst
2
Fusai, Gianluca
2
Howison, Sam
2
Jaimungal, Sebastian
2
Kirkby, J. Lars
2
Liu, Xiaoquan
2
Lyons, Terry
2
Nejad, Sina
2
Park, Yang-Ho
2
Reisinger, Christoph
2
Sircar, Kaushik Ronnie
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
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1
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1
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1
Bandi, Chaithanya
1
Bao, Qunfang
1
Barone-Adesi, Giovanni
1
Bayraktar, E.
1
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1
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Applied mathematical finance
European journal of operational research : EJOR
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
Journal of banking & finance
29
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
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
Applied economics
9
Economic modelling
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Asia-Pacific financial markets
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematics and financial economics
8
International journal of financial markets and derivatives
7
Journal of financial economics
7
Risk and decision analysis
7
Theoretical economics letters
7
International journal of bonds and derivatives
6
Journal of derivatives & hedge funds
6
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ECONIS (ZBW)
106
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106
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
9
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo
;
Cufaro Petroni, Nicola
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
Saved in:
10
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
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