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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"IMF working papers"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of economic dynamics & control"
~type:"article"
~type:"book"
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Search: subject:"Option"
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| 6 applied filters
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Subject
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Option pricing theory
338
Optionspreistheorie
338
Stochastic process
119
Stochastischer Prozess
119
Volatility
108
Volatilität
108
Option trading
102
Optionsgeschäft
102
Theorie
94
Theory
94
Derivat
60
Derivative
60
Black-Scholes model
53
Black-Scholes-Modell
53
Portfolio selection
44
Portfolio-Management
44
Credit risk
41
Kreditrisiko
41
Credit derivative
38
Kreditderivat
38
Yield curve
37
Zinsstruktur
37
CAPM
33
Hedging
30
Interest rate derivative
22
Zinsderivat
22
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Option pricing
19
Markov chain
18
Markov-Kette
18
Risikoprämie
18
Risk premium
18
Statistical distribution
18
Statistische Verteilung
18
Real options analysis
16
Realoptionsansatz
16
Estimation theory
15
Experiment
15
Schätztheorie
15
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Undetermined
182
Free
49
Type of publication
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Article
Book / Working Paper
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Article in journal
386
Aufsatz in Zeitschrift
386
Arbeitspapier
44
Working Paper
44
Graue Literatur
14
Non-commercial literature
14
Collection of articles of several authors
2
Sammelwerk
2
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Language
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English
431
Author
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Takahashi, Akihiko
13
Dai, Min
6
Giribone, Pier Giuseppe
6
Chiarella, Carl
5
Cui, Zhenyu
5
Gray, Dale F.
5
Kwok, Yue-Kuen
5
Muroi, Yoshifumi
5
Elliott, Robert J.
4
Fujita, Takahiko
4
Ligato, Simone
4
Singh, Manmohan
4
Zenios, Stauros Andrea
4
Branger, Nicole
3
Broadie, Mark
3
Chang, Chien-hung
3
Das, Sanjiv R.
3
Duan, Jin-Chuan
3
Fabozzi, Frank J.
3
Fujii, Masaaki
3
Glasserman, Paul
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Kort, Peter M.
3
Leisen, Dietmar
3
Li, Lingfei
3
Lim, Cheng Hoon
3
Lin, Yueh-neng
3
Liu, Allen
3
Lo, C. F.
3
Madan, Dilip B.
3
Mi, Yanhui
3
Schoutens, Wim
3
Shirakawa, Hiroshi
3
Takaoka, Koichiro
3
Yamada, Toshihiro
3
Yamada, Yuji
3
Yang, Zhaojun
3
Zhang, Jin E.
3
Zhu, Song-Ping
3
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Published in...
All
Asia-Pacific financial markets
IMF working papers
International journal of financial engineering
Journal of economic dynamics & control
International journal of theoretical and applied finance
554
The journal of futures markets
547
Journal of banking & finance
386
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
The journal of derivatives : the official publication of the International Association of Financial Engineers
290
The journal of computational finance
269
Applied mathematical finance
268
Finance and stochastics
251
Review of derivatives research
213
Quantitative finance
209
Journal of financial economics
183
Finance research letters
176
European journal of operational research : EJOR
157
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
145
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
133
Research paper series / Swiss Finance Institute
126
Journal of financial and quantitative analysis : JFQA
125
The North American journal of economics and finance : a journal of financial economics studies
122
International review of financial analysis
121
Computational economics
119
The European journal of finance
119
Journal of mathematical finance
117
Review of quantitative finance and accounting
111
International review of economics & finance : IREF
108
Risks : open access journal
108
The journal of fixed income
108
NBER Working Paper
105
MPRA Paper
104
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Journal of empirical finance
85
Applied economics
84
Journal of econometrics
84
Applied financial economics
82
Energy economics
80
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ECONIS (ZBW)
431
Showing
1
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10
of
431
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date (oldest first)
1
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
2
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
3
The binomial
option
pricing model : the trouble with dividends
Tian, Yisong Sam
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
Saved in:
4
Counter-cyclical margins for
option
portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
5
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
6
Market complete
option
valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
7
Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications
Shi, Chao
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013542969
Saved in:
8
The stock implied volatility and the implied dividend volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
Saved in:
9
Double barrier American put
option
pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
10
Binomial tree method for
option
pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
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