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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Black-Scholes-Modell"
~subject:"Currency option"
~subject:"Forecasting model"
~subject:"Martingal"
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Search: subject:"Option"
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Black-Scholes-Modell
Currency option
Forecasting model
Martingal
Option pricing theory
160
Optionspreistheorie
160
Volatility
66
Volatilität
66
Option trading
63
Optionsgeschäft
63
Stochastic process
57
Stochastischer Prozess
57
Credit risk
36
Kreditrisiko
36
Theorie
35
Theory
35
Derivat
33
Derivative
33
Black-Scholes model
32
Credit derivative
27
Kreditderivat
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Yield curve
23
Zinsstruktur
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Option pricing
15
Risikoprämie
15
Risk premium
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Financial crisis
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ARCH-Modell
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Monte Carlo simulation
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CAPM
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51
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Ko, Bangwon
4
Lee, Hangsuck
4
Takahashi, Akihiko
3
Fujita, Takahiko
2
Huang, Hung-Hsi
2
Kim, Yong-jin
2
Klebaner, Fima C.
2
Lin, Shin-Hung
2
Takaoka, Koichiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Ahn, Soohan
1
Batten, Jonathan A.
1
Ben Salah, Zied
1
Bianconi, Marcelo
1
Boetticher, Sven T. von
1
Campani, Carlos Heitor
1
Chang, Chia-Lin
1
Choe, Geon Ho
1
Choi, So Eun
1
Chuang, Wen-i
1
David, Or
1
Dong, Chaohua
1
Fujisaki, Masatoshi
1
Futami, Hidenori
1
Gao, Jiti
1
Grossinho, Maria do Rosário
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Hamza, Kais
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1
Jeon, Junkee
1
Jiang, I-Ming
1
Jimenez-Martin, Juan-Angel
1
Johnson, Brock N.
1
Jun, Doobae
1
Kagenishi, Yoshiteru
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Asia-Pacific financial markets
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
109
The journal of futures markets
75
Finance and stochastics
60
Mathematical finance : an international journal of mathematics, statistics and financial theory
57
Applied mathematical finance
51
Journal of banking & finance
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
40
Quantitative finance
38
The journal of computational finance
35
Computational economics
34
Review of derivatives research
34
Journal of mathematical finance
29
International journal of financial engineering
27
Finance research letters
21
Journal of economic dynamics & control
20
Journal of empirical finance
19
Journal of econometrics
18
Journal of financial economics
18
International review of financial analysis
17
Research paper series / Swiss Finance Institute
17
The European journal of finance
17
Working paper series / Centre for Practical Quantitative Finance
17
Review of quantitative finance and accounting
16
Risks : open access journal
16
The review of financial studies
15
Working paper / National Bureau of Economic Research, Inc.
15
European journal of operational research : EJOR
14
International review of economics & finance : IREF
14
Journal of financial and quantitative analysis : JFQA
14
Wiley finance series
14
Applied economics
12
Applied financial economics
12
International journal of forecasting
12
Options : classic approaches to pricing and modelling
12
CoFE discussion papers
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
11
Journal of international money and finance
11
The journal of finance : the journal of the American Finance Association
11
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ECONIS (ZBW)
51
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1
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
2
Psychological barriers and
option
pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
3
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
4
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
5
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
6
Volatility smiles when information is lagged in prices
Marcato, Gianluca
;
Sebehela, Tumellano
;
Campani, Carlos …
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 151-165
Persistent link: https://www.econbiz.de/10012036614
Saved in:
7
Valuing step barrier options and their icicled variations
Lee, Hangsuck
;
Ko, Bangwon
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 396-411
Persistent link: https://www.econbiz.de/10012269361
Saved in:
8
Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
Lee, Hangsuck
;
Ahn, Soohan
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
Saved in:
9
Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
10
Compound
option
pricing under a double exponential Jump-diffusion model
Liu, Yu-hong
;
Jiang, I-Ming
;
Hsu, Wei-tze
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
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