//--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working papers"
~person:"Benth, Fred Espen"
~person:"Dang, Duy Minh"
~person:"Konstandatos, Otto"
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
Option pricing theory
9
Optionspreistheorie
9
Derivat
3
Derivative
3
Conditional Monte Carlo
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Option trading
2
Optionsgeschäft
2
Risikoprämie
2
Risk premium
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Weather
2
Wetter
2
dimension reduction
2
variance reduction
2
Analysis
1
Black-Scholes model
1
Black-Scholes-Modell
1
Commodity derivative
1
Electricity price
1
Fourier transform
1
Mathematical analysis
1
Ornstein-Uhlenbeck process
1
Risiko
1
Risk
1
Rohstoffderivat
1
Simulation
1
Spot market
1
Spotmarkt
1
Statistical distribution
1
Statistische Verteilung
1
Strompreis
1
Theorie
1
Theory
1
Wind energy
1
Wind power futures
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Benth, Fred Espen
Dang, Duy Minh
Konstandatos, Otto
Eberlein, Ernst
9
Madan, Dilip B.
9
Carr, Peter
8
Kwok, Yue-Kuen
8
Elliott, Robert J.
7
Sircar, Kaushik Ronnie
7
Kallsen, Jan
6
Levendorskij, Sergej Z.
6
Rogers, Leonard C. G.
6
Geman, Hélyette
5
Hobson, David G.
5
Yor, Marc
5
Bender, Christian
4
Bermin, Hans-Peter
4
Cont, Rama
4
Frey, Rüdiger
4
Henderson, Vicky
4
Howison, Sam
4
Linetsky, Vadim
4
Pianca, Paolo
4
Sabino, Piergiacomo
4
Schachermayer, Walter
4
Zagst, Rudi
4
Zheng, Wendong
4
Atkinson, Colin
3
Bayraktar, Erhan
3
Bensoussan, Alain
3
Buchen, Peter W.
3
Chesney, Marc
3
Chiarella, Carl
3
Cohen, Samuel N.
3
Dai, Min
3
Dempster, Michael A. H.
3
Dokučaev, Nikolaj G.
3
Duck, Peter W.
3
Escobar, Marcos
3
Figueroa-López, José E.
3
Glasserman, Paul
3
Glau, Kathrin
3
more ...
less ...
Published in...
All
Applied mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers
International journal of theoretical and applied finance
5
Energy economics
3
Finance and stochastics
3
Risks : open access journal
2
The journal of computational finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
Journal of banking & finance
1
Journal of forecasting
1
Lecture notes in mathematics : a collection of informal reports and seminars
1
Mathematics and financial economics
1
Paris Princeton lectures on mathematical finance
1
Quantitative finance
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
SFB 649 Discussion Paper 2009-046
1
SFB 649 discussion paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The interrelationship between financial and energy markets
1
Universitext
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
2
A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Sues, Scott
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 175-215
Persistent link: https://www.econbiz.de/10011815225
Saved in:
3
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:
4
Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Mohammadi, Mohammadreza
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 522-552
Persistent link: https://www.econbiz.de/10011490623
Saved in:
5
A new approach to pricing double-barrier options with arbitrary payoffs and exponential boundaries
Buchen, Peter W.
;
Konstandatos, Otto
- In:
Applied mathematical finance
16
(
2009
)
5/6
,
pp. 497-515
Persistent link: https://www.econbiz.de/10003916660
Saved in:
6
Two exotic lookback options
Bermin, Hans-Peter
;
Buchen, Peter W.
;
Konstandatos, Otto
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 387-402
Persistent link: https://www.econbiz.de/10003751373
Saved in:
7
A non-Gaussian-Ornstein-Uhlenbeck process for electricity spot price modeling and derivatives pricing
Benth, Fred Espen
;
Kallsen, Jan
;
Meyer-Brandis, Thilo
- In:
Applied mathematical finance
14
(
2007
)
2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003542981
Saved in:
8
A new method of pricing lookback options
Buchen, Peter W.
;
Konstandatos, Otto
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 245-259
Persistent link: https://www.econbiz.de/10002725467
Saved in:
9
On arbitrage-free pricing of weather derivatives based on fractional Brownian motion
Benth, Fred Espen
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 302-324
Persistent link: https://www.econbiz.de/10001864238
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->