//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Review of derivatives research"
~subject:"Black-Scholes-Modell"
~subject:"CAPM"
~subject:"Martingale"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Option"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
CAPM
Martingale
Stochastischer Prozess
Option pricing theory
247
Optionspreistheorie
247
Theorie
101
Theory
101
Option trading
96
Optionsgeschäft
96
Volatility
82
Volatilität
82
Stochastic process
67
Derivat
58
Derivative
58
Black-Scholes model
43
Yield curve
35
Zinsstruktur
35
Credit risk
34
Kreditrisiko
34
Hedging
23
Option pricing
21
Portfolio selection
19
Portfolio-Management
19
Credit derivative
17
Kreditderivat
17
Statistical distribution
17
Statistische Verteilung
17
Estimation
16
Interest rate derivative
16
Schätzung
16
Zinsderivat
16
Markov chain
15
Markov-Kette
15
Risikoprämie
14
Risk premium
14
USA
14
United States
14
Risk
13
Risiko
12
Incomplete market
11
more ...
less ...
Online availability
All
Undetermined
30
Free
4
Type of publication
All
Article
115
Type of publication (narrower categories)
All
Article in journal
115
Aufsatz in Zeitschrift
115
Language
All
English
115
Author
All
Takahashi, Akihiko
4
Carr, Peter
3
Escobar, Marcos
3
Guillaume, Florence
3
Huang, James
3
Madan, Dilip B.
3
Düring, Bertram
2
Fujita, Takahiko
2
Hung, Mao-Wei
2
Itkin, Andrey
2
Jarrow, Robert A.
2
Kim, Yong-jin
2
Klebaner, Fima C.
2
Nunes, Joaõ Pedro Vidal
2
Takaoka, Koichiro
2
Vitiello, Luiz
2
Yamada, Toshihiro
2
Zagst, Rudi
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Aguilar, Jean-Philippe
1
Amaba, Takafumi
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Ano, Katsunori
1
Antonelli, Fabio
1
Asiimwe, Pious
1
Batten, Jonathan A.
1
Ben Salah, Zied
1
Boen, Lynn
1
Branger, Nicole
1
Brorsen, B. Wade
1
Busch, Thomas
1
Chan, Tat Lung
1
Chance, Don M.
1
Chang, Lung-fu
1
Chen, Ren-Raw
1
Cherian, Joseph A.
1
Chern, Shane
1
Chiarella, Carl
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
Review of derivatives research
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
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
Economic modelling
22
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
more ...
less ...
Source
All
ECONIS (ZBW)
115
Showing
1
-
10
of
115
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Implied volatility surfaces : a comprehensive analysis using half a billion
option
prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Arbitrage-free smile construction on FX
option
markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
3
The impact of the leverage effect on the implied volatility smile : evidence for the German
option
market
Rathgeber, A. W.
;
Stadler, Johannes
;
Stöckl, S.
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
Saved in:
4
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
5
A note on options and bubbles under the CEV model : implications for pricing and hedging
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
;
Cruz, Aricson
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10012303226
Saved in:
6
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:
7
A general closed form
option
pricing formula
Necula, Ciprian
;
Drimus, Gabriel
;
Farkas, Walter
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012311636
Saved in:
8
The value of power-related options under spectrally negative Lévy processes
Aguilar, Jean-Philippe
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 173-196
Persistent link: https://www.econbiz.de/10012549113
Saved in:
9
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:
10
Option
pricing model with sentiment
Yang, Chunpeng
;
Gao, Bin
;
Yang, Jianlei
- In:
Review of derivatives research
19
(
2016
)
2
,
pp. 147-164
Persistent link: https://www.econbiz.de/10011927963
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->