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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"IMF working papers"
~isPartOf:"International journal of theoretical and applied finance"
~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
690
Optionspreistheorie
690
Stochastic process
283
Stochastischer Prozess
283
Theorie
250
Theory
250
Volatility
234
Volatilität
234
Option trading
182
Optionsgeschäft
182
Derivat
160
Derivative
160
Black-Scholes model
107
Black-Scholes-Modell
107
Hedging
103
Credit risk
82
Kreditrisiko
82
Yield curve
79
Zinsstruktur
79
Portfolio selection
70
Portfolio-Management
70
Credit derivative
60
Kreditderivat
60
CAPM
56
Interest rate derivative
46
Monte Carlo simulation
46
Monte-Carlo-Simulation
46
Zinsderivat
46
Markov chain
45
Markov-Kette
44
Swap
42
Statistical distribution
38
Statistische Verteilung
38
Incomplete market
34
Unvollkommener Markt
34
Martingal
31
Martingale
31
Experiment
27
Stochastic volatility
27
option pricing
27
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Undetermined
236
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43
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819
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44
Working Paper
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Graue Literatur
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Non-commercial literature
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864
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Takahashi, Akihiko
17
Kwok, Yue-Kuen
14
Elliott, Robert J.
10
Levendorskij, Sergej Z.
10
Jeanblanc, Monique
9
Chiarella, Carl
8
Fabozzi, Frank J.
8
Dai, Min
7
Gapeev, Pavel V.
7
Joshi, Mark S.
7
Siu, Tak Kuen
7
Benth, Fred Espen
6
Brigo, Damiano
6
Hui, Cho H.
6
Madan, Dilip B.
6
Schoutens, Wim
6
Wu, Lixin
6
Bojarčenko, Svetlana I.
5
Branger, Nicole
5
Cui, Zhenyu
5
Gray, Dale F.
5
Lo, C. F.
5
Macrina, Andrea
5
Oosterlee, Cornelis W.
5
Račev, Svetlozar T.
5
Wilmott, Paul
5
Yamada, Yuji
5
Zenios, Stauros Andrea
5
Zhu, Song-ping
5
Avellaneda, Marco
4
Bernard, Carole
4
Bouchaud, Jean-Philippe
4
Carr, Peter
4
Duan, Jin-Chuan
4
Ehrhardt, Matthias
4
Ekström, Erik
4
Fujii, Masaaki
4
Fujita, Takahiko
4
Glasserman, Paul
4
Hess, Markus
4
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Asia-Pacific financial markets
IMF working papers
International journal of theoretical and applied finance
Journal of economic dynamics & control
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 journal of financial engineering
121
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)
864
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864
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1
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:
2
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:
3
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:
4
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:
5
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:
6
The value of being lucky :
option
backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
7
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
8
Hermite expansion of transition densities and European
option
prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
9
Closed form optimal exercise boundary of the American put
option
Kitapbayev, Yerkin
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012650204
Saved in:
10
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
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