//--> //--> //--> //-->
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"
~source:"econis"
~subject:"Option pricing"
~subject:"Risk"
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:"American+option"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing
Risk
Option trading
83
Optionsgeschäft
83
Option pricing theory
79
Optionspreistheorie
79
Volatility
34
Volatilität
34
Derivat
27
Derivative
27
Stochastic process
24
Stochastischer Prozess
24
Black-Scholes model
14
Black-Scholes-Modell
14
Experiment
12
Theorie
11
Theory
11
Finance
10
Hedging
8
Simulation
6
Asian option
5
Risiko
5
implied volatility
5
stochastic volatility
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Portfolio selection
4
Portfolio-Management
4
Großbritannien
3
Neural networks
3
Neuronale Netze
3
Risikoprämie
3
Risk premium
3
Stochastic volatility
3
Swap
3
United Kingdom
3
VIX options
3
American option
2
American options
2
Arbitrage
2
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Marazzina, Daniele
3
Fusai, Gianluca
2
Bandi, Chaithanya
1
Benth, Fred Espen
1
Bertsimas, Dimitris
1
Chang, Ming-Chi
1
Corsaro, Stefania
1
Di Nunno, Giulia
1
Duck, Peter W.
1
Evatt, Geoffrey W.
1
Germano, Guido
1
Iori, Giulia
1
Jaroszkowski, Bartosz
1
Jensen, Max
1
Johnson, Paul V.
1
Khedher, Asma
1
Kyriakou, Ioannis
1
Lazar, Emese
1
Marino, Zelda
1
Matmoura, Yassine
1
Ouellette, Michelle S.
1
Penev, Spiridon
1
Phelan, Carolyn E.
1
Qi, Shuyuan
1
Recchioni, Maria Cristina
1
Schmeck, Maren Diane
1
Sesana, Debora
1
Sheu, Yuan-Chung
1
Smith, Adam T.
1
Tedeschi, Gabriele
1
Tsai, Ming-Yao
1
more ...
less ...
Published in...
All
Applied mathematical finance
European journal of operational research : EJOR
Review of derivatives research
10
Finance research letters
8
Quantitative finance
8
Journal of banking & finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of financial economics
5
Annals of finance
4
Computational economics
4
Economic modelling
4
Energy economics
4
International journal of financial engineering
4
International journal of theoretical and applied finance
4
Review of quantitative finance and accounting
4
Applied economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The journal of futures markets
3
Working paper / National Bureau of Economic Research, Inc.
3
Computational management science
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / Tinbergen Institute
2
Economics letters
2
Finance and stochastics
2
Finanzmarkt und Portfolio-Management
2
Insurance / Mathematics & economics
2
International review of financial analysis
2
Journal of economic dynamics & control
2
Journal of financial markets
2
Mathematical methods of operations research : ZOR
2
Mathematics and financial economics
2
NBER Working Paper
2
NBER working paper series
2
Operations research
2
Operations research letters
2
The European journal of finance
2
The review of financial studies
2
4OR : a quarterly journal of operations research
1
AFA 2013 San Diego Meetings Paper
1
Advances in investment analysis and portfolio management : a research annual
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
Saved in:
2
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:
3
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
4
A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania
;
Kyriakou, Ioannis
;
Marazzina, Daniele
; …
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
Saved in:
5
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 210-223
Persistent link: https://www.econbiz.de/10011882800
Saved in:
6
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
7
Pricing perpetual American compound options under a matrix-exponential jump-diffusion model
Chang, Ming-Chi
;
Sheu, Yuan-Chung
;
Tsai, Ming-Yao
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 553-575
Persistent link: https://www.econbiz.de/10011490624
Saved in:
8
Pricing exotic derivatives exploiting structure
Sesana, Debora
;
Marazzina, Daniele
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 369-381
Persistent link: https://www.econbiz.de/10010361703
Saved in:
9
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
10
Robust option pricing
Bandi, Chaithanya
;
Bertsimas, Dimitris
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 842-853
Persistent link: https://www.econbiz.de/10010411468
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->