//--> //--> //--> //-->
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"
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:"pricing model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
40
Optionspreistheorie
40
Black-Scholes model
37
Black-Scholes-Modell
37
Theorie
32
Theory
32
CAPM
31
Volatility
21
Volatilität
21
Stochastic process
17
Stochastischer Prozess
17
Option trading
12
Optionsgeschäft
12
Derivat
11
Derivative
11
Hedging
11
Portfolio selection
8
Portfolio-Management
8
Anleihe
7
Bond
7
Yield curve
7
Zinsstruktur
7
Arbitrage Pricing
6
Arbitrage pricing
6
Martingal
5
Martingale
5
Risiko
5
Risk
5
Börsenkurs
4
Share price
4
Anlageverhalten
3
Behavioural finance
3
Control theory
3
Experiment
3
Interest rate
3
Kontrolltheorie
3
Risikoaversion
3
Risikoprämie
3
Risk aversion
3
Risk premium
3
more ...
less ...
Online availability
All
Undetermined
18
Free
2
Type of publication
All
Article
76
Type of publication (narrower categories)
All
Article in journal
76
Aufsatz in Zeitschrift
76
Language
All
English
76
Author
All
Ahn, Hyungsok
2
Atkinson, Colin
2
Bermin, Hans-Peter
2
Cohen, Samuel N.
2
Glau, Kathrin
2
Guo, Jia-hau
2
Hung, Mao-Wei
2
Muni, Adviti
2
Platen, Eckhard
2
Reisinger, Christoph
2
Satchell, Stephen
2
Swindle, Glen H.
2
Wang, Sheng
2
Zagst, Rudi
2
Albrecher, H.
1
Alexandropoulos, C. A.
1
Antes, S.
1
Aste, Tomaso
1
Avellaneda, Marco
1
Baldeaux, Jan
1
Ban, Junhwa
1
Baptiste, Julien
1
Bayraktar, E.
1
Baño Rollin, Sebastian del
1
Benth, Fred Espen
1
Bihari, Zsolt
1
Borovykh, Anastasia
1
Boyle, Phelim P.
1
Britten-Jones, Mark
1
Brody, Dorje C.
1
Buff, Robert
1
Carr, Peter
1
Cartea, Álvaro
1
Chang, Ming-Chi
1
Chen, Xinfu
1
Chernih, Andrew
1
Cherubini, Umberto
1
Chiarella, Carl
1
Choi, Hyeong In
1
Criens, David
1
more ...
less ...
Published in...
All
Applied mathematical finance
NBER working paper series
494
Working paper / National Bureau of Economic Research, Inc.
463
NBER Working Paper
352
Journal of financial economics
350
Journal of banking & finance
313
The journal of finance : the journal of the American Finance Association
282
The review of financial studies
266
Journal of economic dynamics & control
202
Finance research letters
197
International journal of theoretical and applied finance
176
Journal of empirical finance
176
International review of financial analysis
152
Discussion paper / Centre for Economic Policy Research
149
Journal of financial and quantitative analysis : JFQA
141
Mathematical finance : an international journal of mathematics, statistics and financial theory
140
Finance and stochastics
134
Research paper series / Swiss Finance Institute
129
Management science : journal of the Institute for Operations Research and the Management Sciences
126
Economics letters
121
The journal of futures markets
116
Pacific-Basin finance journal
112
International review of economics & finance : IREF
106
Applied economics
103
Journal of econometrics
98
Review of quantitative finance and accounting
98
The European journal of finance
98
The North American journal of economics and finance : a journal of financial economics studies
98
Journal of mathematical economics
96
Journal of economic theory
95
Economic modelling
94
Working paper
93
Applied financial economics
91
Journal of international money and finance
91
Journal of international financial markets, institutions & money
90
SpringerLink / Bücher
84
Discussion papers / CEPR
80
Journal of monetary economics
80
Swiss Finance Institute Research Paper
78
Quantitative finance
75
more ...
less ...
Source
All
ECONIS (ZBW)
76
Showing
1
-
10
of
76
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
2
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
Saved in:
3
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:
4
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
5
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
6
Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
Saved in:
7
American strangle options
Qiu, Shi
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 228-263
Persistent link: https://www.econbiz.de/10012315168
Saved in:
8
Short maturity forward start Asian options in local volatility models
Pirjol, Dan
;
Wang, Jing
;
Zhu, Lingjiong
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
Saved in:
9
High-dimensional statistical arbitrage with factor models and stochastic control
Guijarro-Ordonez, Jorge
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10012210319
Saved in:
10
Risk-neutral pricing and hedging of in-play football bets
Divos, Peter
;
Baño Rollin, Sebastian del
;
Bihari, Zsolt
; …
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 315-335
Persistent link: https://www.econbiz.de/10012129154
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->