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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Working papers"
~subject:"Theorie"
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Search: subject_exact:"Optionspreistheorie"
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Theorie
Option pricing theory
134
Optionspreistheorie
134
Stochastic process
37
Stochastischer Prozess
37
Volatility
37
Volatilität
37
Option trading
33
Optionsgeschäft
33
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
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11
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10
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8
Option pricing
8
Schätztheorie
8
Yield curve
8
Zinsstruktur
8
Hedging
7
Incomplete market
7
Markov chain
7
Markov-Kette
7
Stochastic volatility
7
Unvollkommener Markt
7
Asymptotic expansion
6
Experiment
6
Martingal
6
Martingale
6
Estimation
5
Portfolio selection
5
Portfolio-Management
5
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5
ARCH model
4
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4
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30
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31
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Miyahara, Yoshio
2
Shirakawa, Hiroshi
2
Takahashi, Akihiko
2
Ahn, Hyungsok
1
Alòs, Elisa
1
Basso, Antonella
1
Belomestny, Denis
1
Bouchard, Bruno
1
Carr, Peter
1
Costabile, Massimo
1
Cvitanić, Jakša
1
Delbaen, Freddy
1
Foschi, Paolo
1
Fouque, Jean-Pierre
1
Fujii, Masaaki
1
Gaudenzi, Marcellino
1
Grasselli, Martino
1
Hobson, David G.
1
Hui, Cho H.
1
Jeanblanc, Monique
1
Jourdain, Benjamin
1
Kabanov, Jurij M.
1
Kim, Yong-jin
1
Leccadito, Arturo
1
Liang, Gechun
1
Lo, C. F.
1
Madan, Dilip B.
1
Maeda, Akira
1
Mancino, Maria Elvira
1
Massabó, Ivar
1
Milʹstejn, Grigorij N.
1
Miura, Ryozo
1
Morimoto, Mayumi
1
Nakajima, Katsushi
1
Nardon, Martina
1
Nieuwenhuis, J. H.
1
Papanicolaou, George
1
Pascucci, Andrea
1
Pellizzari, Paolo
1
Penaud, Antony
1
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Asia-Pacific financial markets
Decisions in economics and finance : DEF ; a journal of applied mathematics
Working papers
Mathematical finance : an international journal of mathematics, statistics and financial theory
185
Finance and stochastics
106
International journal of theoretical and applied finance
103
The journal of derivatives : the official publication of the International Association of Financial Engineers
90
The journal of futures markets
69
The journal of computational finance
67
Applied mathematical finance
60
Review of derivatives research
52
Journal of banking & finance
46
The journal of finance : the journal of the American Finance Association
39
Journal of economic dynamics & control
38
The journal of real estate finance and economics
38
The review of financial studies
35
Working paper series / Centre for Practical Quantitative Finance
29
Gabler Edition Wissenschaft
28
Advances in futures and options research : a research annual
27
Journal of financial and quantitative analysis : JFQA
27
Journal of financial economics
27
SFB 649 Discussion Paper
27
SFB 649 discussion paper
27
Working paper / National Bureau of Economic Research, Inc.
23
SpringerLink / Bücher
21
Discussion paper / B
20
Finance : revue de l'Association Française de Finance
20
The journal of fixed income
19
Tübinger Diskussionsbeiträge
19
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
The European journal of finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Europäische Hochschulschriften / 5
17
Real estate economics : journal of the American Real Estate and Urban Economics Association
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
CPQF Working Paper Series
15
Lecture notes in economics and mathematical systems : LNEMS
15
Springer finance
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
14
The journal of risk and insurance : the journal of the American Risk and Insurance Association
14
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31
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1
Special issue quantitative developments in financial volatility : theory and practice
Alòs, Elisa
(
ed.
);
Mancino, Maria Elvira
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012127325
Saved in:
2
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
3
Markets with random lifetimes and private values : mean reversion and option to trade
Cvitanić, Jakša
;
Plott, Charles
;
Tseng, Chien-Yao
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010513472
Saved in:
4
Factor models for option pricing
Carr, Peter
;
Madan, Dilip B.
- In:
Asia-Pacific financial markets
19
(
2012
)
4
,
pp. 319-329
Persistent link: https://www.econbiz.de/10009705364
Saved in:
5
Sensitivities for Bermudan options by regression methods
Belomestny, Denis
;
Milʹstejn, Grigorij N.
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
2
,
pp. 117-138
Persistent link: https://www.econbiz.de/10008668146
Saved in:
6
Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options
Sabino, Piergiacomo
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10003835862
Saved in:
7
Computationally simple lattice methods for option and bond pricing
Costabile, Massimo
;
Leccadito, Arturo
;
Massabó, Ivar
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 161-181
Persistent link: https://www.econbiz.de/10003893191
Saved in:
8
Path dependent volatility
Foschi, Paolo
;
Pascucci, Andrea
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 13-32
Persistent link: https://www.econbiz.de/10003771581
Saved in:
9
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
10
Stochastic Jacobian and Riccati ODE in affine term structure models
Grasselli, Martino
;
Tebaldi, Claudio
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10003630203
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