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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Economic modelling"
~subject:"Black-Scholes-Modell"
~subject:"CAPM"
~subject:"Martingale"
~subject:"Stochastischer Prozess"
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Search: subject:"Option"
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Black-Scholes-Modell
CAPM
Martingale
Stochastischer Prozess
Option pricing theory
125
Optionspreistheorie
125
Stochastic process
44
Theorie
44
Theory
44
Volatility
42
Volatilität
42
Option trading
37
Optionsgeschäft
37
Credit risk
28
Kreditrisiko
28
Credit derivative
23
Kreditderivat
23
Yield curve
22
Zinsstruktur
22
Black-Scholes model
21
Derivat
20
Derivative
20
Risikoprämie
12
Risk premium
12
Markov chain
10
Markov-Kette
10
Option pricing
10
Portfolio selection
10
Portfolio-Management
10
Real options analysis
10
Realoptionsansatz
10
ARCH model
9
ARCH-Modell
9
Estimation
9
Schätzung
9
Estimation theory
8
Incomplete market
8
Schätztheorie
8
Statistical distribution
8
Statistische Verteilung
8
Unvollkommener Markt
8
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Article
63
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63
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63
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English
63
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Takahashi, Akihiko
4
Fujita, Takahiko
2
Kim, Yong-jin
2
Klebaner, Fima C.
2
Li, Shenghong
2
Madan, Dilip B.
2
Takaoka, Koichiro
2
Yamada, Toshihiro
2
Zhang, Wei-guo
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Amaba, Takafumi
1
Asiimwe, Pious
1
Bao, Qunfang
1
Batten, Jonathan A.
1
Ben Salah, Zied
1
Carr, Peter
1
Chen, Chun-Da
1
Chen, Jianli
1
Chen, Rongda
1
Chen, Shu-chuan
1
Chen, Si
1
Chiarella, Carl
1
Choudhry, Taufiq
1
Chourdakis, Kyriakos
1
Chung, Tsz-Kin
1
Degiannakis, Stavros
1
Dempsey, Michael
1
Fujii, Masaaki
1
Fujisaki, Masatoshi
1
Futami, Hidenori
1
Grossinho, Maria do Rosário
1
Hainaut, Donatien
1
Hamza, Kais
1
Han, Xu
1
Hishida, Yuji
1
Huang, Jiexiang
1
Ida, Yuuki
1
Imai, Junichi
1
Ishigaki, Yuta
1
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Asia-Pacific financial markets
Economic modelling
International journal of theoretical and applied finance
303
Finance and stochastics
142
Mathematical finance : an international journal of mathematics, statistics and financial theory
125
Applied mathematical finance
124
Quantitative finance
119
The journal of computational finance
103
The journal of futures markets
95
International journal of financial engineering
77
Review of derivatives research
74
Insurance / Mathematics & economics
73
Journal of mathematical finance
72
Computational economics
68
Journal of banking & finance
64
European journal of operational research : EJOR
62
Risks : open access journal
57
The journal of derivatives : the official publication of the International Association of Financial Engineers
57
Finance research letters
56
Journal of economic dynamics & control
54
The North American journal of economics and finance : a journal of financial economics studies
47
Journal of econometrics
45
Research paper series / Swiss Finance Institute
39
Annals of finance
37
The European journal of finance
37
Journal of financial economics
36
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
32
The review of financial studies
32
The journal of finance : the journal of the American Finance Association
31
Journal of risk and financial management : JRFM
30
Review of quantitative finance and accounting
28
Mathematics and financial economics
27
Decisions in economics and finance : DEF ; a journal of applied mathematics
26
Discussion paper / B
26
Mathematical methods of operations research
23
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial economics
22
SFB 649 discussion paper
22
SpringerLink / Bücher
20
Operations research letters
19
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ECONIS (ZBW)
63
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1
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63
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date (oldest first)
1
What determines volatility smile in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
Saved in:
2
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
3
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
4
Understanding delta-hedged
option
returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
5
Pricing CIR yield options by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
Saved in:
6
An improved framework for approximating
option
prices with application to
option
portfolio hedging
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
; …
- In:
Economic modelling
59
(
2016
),
pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
Saved in:
7
A new type of barrier options : lizard
option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
8
Collective behavior and options volatility smile : an agent-based explanation
Liu, Yi-fang
;
Zhang, Wei
;
Xu, Hai-chuan
- In:
Economic modelling
39
(
2014
),
pp. 232-239
Persistent link: https://www.econbiz.de/10010421855
Saved in:
9
Analyses of retirement benefits with options
Lin, Chung-gee
;
Yang, Wei-ning
;
Chen, Shu-chuan
- In:
Economic modelling
36
(
2014
),
pp. 130-135
Persistent link: https://www.econbiz.de/10010412430
Saved in:
10
A novel nonlinear value-at-risk method for modeling risk of
option
portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
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