//--> //--> //--> //-->
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:"Asia-Pacific financial markets"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Working papers"
~subject:"Schätztheorie"
~subject:"Unvollkommener Markt"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Unvollkommener Markt
Option pricing theory
134
Optionspreistheorie
134
Stochastic process
37
Stochastischer Prozess
37
Volatility
37
Volatilität
37
Option trading
33
Optionsgeschäft
33
Theorie
31
Theory
31
Black-Scholes model
19
Black-Scholes-Modell
19
Derivat
14
Derivative
14
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Credit risk
11
Kreditrisiko
11
CAPM
10
Estimation theory
8
Option pricing
8
Yield curve
8
Zinsstruktur
8
Hedging
7
Incomplete market
7
Markov chain
7
Markov-Kette
7
Stochastic volatility
7
Asymptotic expansion
6
Experiment
6
Martingal
6
Martingale
6
Estimation
5
Portfolio selection
5
Portfolio-Management
5
Schätzung
5
ARCH model
4
ARCH-Modell
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Miyahara, Yoshio
2
Albeverio, Sergio
1
Alòs, Elisa
1
Cacace, Filippo
1
Cordoni, Francesco
1
Di Persio, Luca
1
Fouque, Jean-Pierre
1
Fujii, Masaaki
1
Germani, Alfredo
1
Hayashi, Masafumi
1
Hobson, David G.
1
Iyer, Srikanth K.
1
Jacquier, Antoine
1
Kenmoe, Romuald N.
1
Kim, Yong-jin
1
Kumar, Swapnil
1
Lindensjö, Kristoffer
1
Mancino, Maria Elvira
1
Mijatovi´c, Aleksandar
1
Miura, Masakazu
1
Nanda, Seema
1
Papanicolaou, George
1
Papi, Marco
1
Pellegrini, Gregorio
1
Sanfelici, Simona
1
Shiohama, Takayuki
1
Sircar, Kaushik Ronnie
1
Takahashi, Akihiko
1
Tamaki, Kenichiro
1
Wang, Tai-Ho
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
Decisions in economics and finance : DEF ; a journal of applied mathematics
Working papers
International journal of theoretical and applied finance
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
30
Journal of econometrics
13
Finance and stochastics
12
European journal of operational research : EJOR
11
International journal of financial engineering
11
Quantitative finance
11
Applied mathematical finance
10
Journal of banking & finance
9
Computational economics
8
Finance research letters
8
Research paper series / Swiss Finance Institute
7
SFB 649 discussion paper
7
The journal of computational finance
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Review of derivatives research
6
SFB 649 Discussion Paper
6
Journal of economic dynamics & control
5
Journal of mathematical finance
5
Journal of risk and financial management : JRFM
5
Risk and decision analysis
5
Risks : open access journal
5
Swiss Finance Institute Research Paper
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
The journal of futures markets
5
Working paper
5
Annals of finance
4
Applied financial economics
4
Discussion paper
4
Discussion papers of interdisciplinary research project 373
4
Economic modelling
4
Insurance / Mathematics & economics
4
Journal of empirical finance
4
Mathematical methods of operations research
4
Mathematics and financial economics
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Applied economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
2
On parameter estimation of Heston's stochastic volatilitymodel : a polynomial filtering method
Cacace, Filippo
;
Germani, Alfredo
;
Papi, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012127257
Saved in:
3
Asymptotic expansion for some local volatility models arising in finance
Albeverio, Sergio
;
Cordoni, Francesco
;
Di Persio, Luca
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 527-573
Persistent link: https://www.econbiz.de/10012127266
Saved in:
4
The end of the month option and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
5
Perturbative expansion technique for non-linear FBSDEs with interacting particle method
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011524810
Saved in:
6
Large deviations for the extended Heston model : the large-time case
Jacquier, Antoine
;
Mijatovi´c, Aleksandar
- In:
Asia-Pacific financial markets
21
(
2014
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10010511579
Saved in:
7
An application of nonparametric volatility estimators to option pricing
Kenmoe, Romuald N.
;
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10010412432
Saved in:
8
An empirical comparison of two stochastic volatility models using Indian market data
Iyer, Srikanth K.
;
Nanda, Seema
;
Kumar, Swapnil
- In:
Asia-Pacific financial markets
20
(
2013
)
3
,
pp. 243-259
Persistent link: https://www.econbiz.de/10010188304
Saved in:
9
Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations
Miura, Masakazu
;
Tamaki, Kenichiro
;
Shiohama, Takayuki
- In:
Asia-Pacific financial markets
20
(
2013
)
4
,
pp. 311-344
Persistent link: https://www.econbiz.de/10010345916
Saved in:
10
Coefficients of asymptotic expansions of SDE with jumps
Hayashi, Masafumi
- In:
Asia-Pacific financial markets
17
(
2010
)
4
,
pp. 373-389
Persistent link: https://www.econbiz.de/10009237753
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->