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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Energy economics"
~subject:"Black-Scholes-Modell"
~subject:"CAPM"
~subject:"Martingale"
~subject:"Stochastischer Prozess"
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Black-Scholes-Modell
CAPM
Martingale
Stochastischer Prozess
Option pricing theory
136
Optionspreistheorie
136
Volatility
50
Volatilität
50
Stochastic process
45
Option trading
35
Optionsgeschäft
35
Derivat
34
Derivative
34
Theorie
32
Theory
32
Real options analysis
20
Realoptionsansatz
20
Black-Scholes model
19
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Yield curve
17
Zinsstruktur
17
Electric power industry
16
Elektrizitätswirtschaft
16
Credit risk
14
Hedging
14
Kreditrisiko
14
Electricity price
13
Markov chain
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Markov-Kette
13
Strompreis
13
Commodity derivative
12
Credit derivative
12
Kreditderivat
12
Oil price
12
Rohstoffderivat
12
Ölpreis
12
Real options
11
Risikoprämie
11
Risk
11
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11
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10
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1
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64
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64
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64
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English
64
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Takahashi, Akihiko
4
Chiarella, Carl
2
Fujita, Takahiko
2
Ignatieva, Ekaterina
2
Kim, Yong-jin
2
Klebaner, Fima C.
2
Madan, Dilip B.
2
Olsina, Fernando
2
Takaoka, Koichiro
2
Yamada, Toshihiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Amaba, Takafumi
1
Andreolli, Francesca
1
Asiimwe, Pious
1
Batten, Jonathan A.
1
Ben Salah, Zied
1
Benth, Fred Espen
1
Blanco, Gerardo
1
Brix, Anne Floor
1
Caporin, Massimiliano
1
Carr, Peter
1
Cartea, Álvaro
1
Chourdakis, Kyriakos
1
Chung, Tsz-Kin
1
Cortazar, Gonzalo
1
Costa, Letícia de Almeida
1
Crosby, John
1
D'Alpaos, Chiara
1
Detemple, Jérôme B.
1
Elliott, Robert J.
1
Ewald, Christian-Olivier
1
Frau, Carme
1
Fujii, Masaaki
1
Fujisaki, Masatoshi
1
Futami, Hidenori
1
Garcés, Francisco
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
González-Pedraz, Carlos
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Asia-Pacific financial markets
Energy economics
International journal of theoretical and applied finance
303
Finance and stochastics
142
Applied mathematical finance
127
Mathematical finance : an international journal of mathematics, statistics and financial theory
125
Quantitative finance
125
The journal of computational finance
106
The journal of futures markets
97
International journal of financial engineering
77
Review of derivatives research
74
Insurance / Mathematics & economics
73
Computational economics
72
Journal of mathematical finance
72
European journal of operational research : EJOR
64
Journal of banking & finance
64
Finance research letters
58
Risks : open access journal
58
The journal of derivatives : the official publication of the International Association of Financial Engineers
57
Journal of economic dynamics & control
55
The North American journal of economics and finance : a journal of financial economics studies
47
Journal of econometrics
45
Annals of finance
39
Research paper series / Swiss Finance Institute
39
The European journal of finance
38
Journal of financial economics
36
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
32
The journal of finance : the journal of the American Finance Association
32
The review of financial studies
32
Journal of risk and financial management : JRFM
30
Mathematics and financial economics
28
Review of quantitative finance and accounting
28
Decisions in economics and finance : DEF ; a journal of applied mathematics
26
Discussion paper / B
26
Mathematical finance : an international journal of mathematics, statistics and financial economics
23
Mathematical methods of operations research
23
Economic modelling
22
SFB 649 discussion paper
22
SpringerLink / Bücher
20
Applied economics
19
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ECONIS (ZBW)
64
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1
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
2
Renewable energy investment under stochastic interest rate with regime-switching volatility
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
;
Reppen, A. Max
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046931
Saved in:
3
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:
4
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:
5
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:
6
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:
7
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
8
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:
9
Valuing investments in domestic PV-Battery Systems under uncertainty
Andreolli, Francesca
;
D'Alpaos, Chiara
;
Moretto, Michele
- In:
Energy economics
106
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013202034
Saved in:
10
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
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