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~isPartOf:"Asia-Pacific financial markets"
~subject:"Black-Scholes-Modell"
~subject:"Derivat"
~subject:"Derivative"
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Black-Scholes-Modell
Derivat
Derivative
Option pricing theory
77
Optionspreistheorie
77
Theorie
26
Theory
26
Stochastic process
24
Stochastischer Prozess
24
Option trading
22
Optionsgeschäft
22
Volatility
22
Volatilität
22
Black-Scholes model
18
Yield curve
14
Zinsstruktur
14
Credit risk
11
Kreditrisiko
11
CAPM
8
Incomplete market
7
Markov chain
7
Markov-Kette
7
Unvollkommener Markt
7
Asymptotic expansion
5
Estimation theory
5
Japan
5
Martingal
5
Martingale
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing
5
Schätztheorie
5
Credit derivative
4
Currency option
4
Devisenoption
4
Experiment
4
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4
Interest rate
4
Kreditderivat
4
Portfolio selection
4
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26
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Takahashi, Akihiko
3
Fujita, Takahiko
2
Kim, Yong-jin
2
Platen, Eckhard
2
Takaoka, Koichiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Baldeaux, Jan
1
Batten, Jonathan A.
1
Chung, Tsz-kin
1
Fujii, Masaaki
1
Futami, Hidenori
1
Grossinho, Maria do Rosário
1
Heath, David C.
1
Hui, Cho H.
1
Ishimura, Naoyuki
1
Ji, Qin
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kawanishi, Yasuhiro
1
Klebaner, Fima C.
1
Kord, Yaser
1
Kunitomo, Naoto
1
Liang, Jin
1
Lindensjö, Kristoffer
1
Lo, Chi-fai
1
Ma, Jun Mei
1
Madan, Dilip B.
1
Meng, Li
1
Miura, Ryozo
1
Muroi, Yoshifumi
1
Nakajima, Katsushi
1
Roynette, B.
1
Shinohara, Yoshitane
1
Shirakawa, Hiroshi
1
Takino, E. Kazuhiro
1
Wang, Mei
1
Wang, Tao
1
Yamada, Toshihiro
1
Yor, Marc
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Asia-Pacific financial markets
International journal of theoretical and applied finance
185
The journal of futures markets
102
Applied mathematical finance
94
Journal of banking & finance
70
Review of derivatives research
69
Quantitative finance
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
The journal of computational finance
62
The journal of derivatives : the official publication of the International Association of Financial Engineers
52
Finance and stochastics
51
Journal of mathematical finance
49
Computational economics
43
European journal of operational research : EJOR
38
International journal of financial engineering
38
The European journal of finance
37
The North American journal of economics and finance : a journal of financial economics studies
37
Finance research letters
35
Journal of economic dynamics & control
35
International review of financial analysis
31
International review of economics & finance : IREF
30
Journal of financial economics
29
Journal of econometrics
28
Risks : open access journal
27
The journal of derivatives : JOD
27
Energy economics
24
Research paper series / Swiss Finance Institute
23
SpringerLink / Bücher
23
Journal of risk and financial management : JRFM
19
Review of quantitative finance and accounting
18
Wiley finance series
18
Annals of finance
17
Applied financial economics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
SFB 649 discussion paper
17
The journal of credit risk : published quarterly by Incisive Media
17
Applied economics letters
16
Insurance / Mathematics & economics
16
Journal of financial markets
16
The journal of finance : the journal of the American Finance Association
16
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ECONIS (ZBW)
26
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1
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:
2
The end of the month
option
and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
3
Commodity spread
option
with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
4
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:
5
Analysis of the nonlinear
option
pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
Saved in:
6
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
7
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
8
Edokko options : a new framework of barrier options
Fujita, Takahiko
;
Miura, Ryozo
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 141-151
Persistent link: https://www.econbiz.de/10001758329
Saved in:
9
Evaluation of the Asian
option
by the dual martingale measure
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
Saved in:
10
Perturbative expansion technique for non-linear FBSDEs with interacting particle method
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011524810
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