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Search: subject:"Optionspreistheorie"
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Derivative
Option pricing theory
77
Optionspreistheorie
77
Stochastic process
22
Stochastischer Prozess
22
Option trading
18
Optionsgeschäft
18
Volatility
16
Volatilität
16
Theorie
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Theory
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Black-Scholes model
9
Black-Scholes-Modell
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Credit risk
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Derivat
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Kreditrisiko
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Yield curve
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Zinsstruktur
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Incomplete market
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Markov chain
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Unvollkommener Markt
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Asymptotic expansion
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Martingal
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Martingale
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Monte Carlo simulation
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Option pricing
5
Estimation theory
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Experiment
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Portfolio selection
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Portfolio-Management
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Schätztheorie
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Hedging
3
Interest rate
3
Japan
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Platen, Eckhard
2
Baldeaux, Jan
1
Fujii, Masaaki
1
Grossinho, Maria do Rosário
1
Heath, David C.
1
Ji, Qin
1
Kord, Yaser
1
Liang, Jin
1
Lindensjö, Kristoffer
1
Ma, Jun Mei
1
Muroi, Yoshifumi
1
Nakajima, Katsushi
1
Takahashi, Akihiko
1
Takino, E. Kazuhiro
1
Wang, Tao
1
Ōhashi, Kazuhiko
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Ševčovič, Daniel
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Asia-Pacific financial markets
International journal of theoretical and applied finance
101
Applied mathematical finance
62
Review of derivatives research
44
Quantitative finance
43
The journal of computational finance
32
The journal of futures markets
32
European journal of operational research : EJOR
30
Journal of banking & finance
30
Journal of mathematical finance
30
International journal of financial engineering
24
Energy economics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Risks : open access journal
21
Finance and stochastics
20
The journal of derivatives : JOD
20
The European journal of finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
15
Journal of econometrics
15
SpringerLink / Bücher
15
Applied economics letters
14
Insurance / Mathematics & economics
14
International review of financial analysis
14
International review of economics & finance : IREF
13
Annals of finance
12
Journal of risk and financial management : JRFM
11
SFB 649 discussion paper
11
Mathematical finance
10
Research paper series / Swiss Finance Institute
10
Wiley finance series
10
Applied economics
9
Economic modelling
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Journal of financial economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematics and financial economics
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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
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:
3
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:
4
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
Saved in:
5
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:
6
Pricing derivatives using the asymptotic expansion approach : credit migration models with stochastic credit spreads
Muroi, Yoshifumi
;
Takino, E. Kazuhiro
- In:
Asia-Pacific financial markets
18
(
2011
)
4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10009348324
Saved in:
7
Valuation of portfolio credit derivatives with default intensities using the Vasicek model
Liang, Jin
;
Ma, Jun Mei
;
Wang, Tao
;
Ji, Qin
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10009237750
Saved in:
8
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
Saved in:
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