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Search: subject:"OPTION PRICING"
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Option pricing theory
77
Optionspreistheorie
77
Stochastic process
24
Stochastischer Prozess
24
Theorie
20
Theory
20
Option trading
19
Optionsgeschäft
19
Volatility
19
Volatilität
19
Black-Scholes model
18
Black-Scholes-Modell
18
Credit risk
8
Derivat
8
Derivative
8
Kreditrisiko
8
Yield curve
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Zinsstruktur
8
CAPM
7
Incomplete market
6
Markov chain
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Markov-Kette
6
Unvollkommener Markt
6
Asymptotic expansion
5
Estimation theory
5
Martingal
5
Martingale
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing
5
Schätztheorie
5
Experiment
4
Interest rate
4
Japan
4
Portfolio selection
4
Portfolio-Management
4
Risikoprämie
4
Risk premium
4
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4
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3
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Article
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86
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86
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English
86
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Takahashi, Akihiko
9
Fujita, Takahiko
4
Fujii, Masaaki
3
Kim, Yong-jin
3
Muroi, Yoshifumi
3
Shirakawa, Hiroshi
3
Takaoka, Koichiro
3
Yamada, Yuji
3
Hishida, Yuji
2
Ishimura, Naoyuki
2
Kariya, Takeaki
2
Klebaner, Fima C.
2
Madan, Dilip B.
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Nakajima, Katsushi
2
Platen, Eckhard
2
Sato, Seisho
2
Yamada, Toshihiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Ahn, Hyungsok
1
Akahori, Jirô
1
Amaba, Takafumi
1
Asiimwe, Pious
1
Baldeaux, Jan
1
Batten, Jonathan A.
1
Ben Salah, Zied
1
Carr, Peter
1
Chan, Leunglung
1
Chourdakis, Kyriakos
1
Chung, Tsz-Kin
1
Delbaen, Freddy
1
Elliott, Robert J.
1
Fouque, Jean-Pierre
1
Fujisaki, Masatoshi
1
Futami, Hidenori
1
Grossinho, Maria do Rosário
1
Hamza, Kais
1
Hayashi, Masafumi
1
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Asia-Pacific financial markets
International journal of theoretical and applied finance
496
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
263
Applied mathematical finance
254
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
216
Quantitative finance
199
Review of derivatives research
178
Insurance / Mathematics & economics
142
Journal of economic dynamics & control
134
European journal of operational research : EJOR
133
International journal of financial engineering
117
Finance research letters
109
Journal of mathematical finance
109
Computational economics
108
Risks : open access journal
96
Research paper series / Swiss Finance Institute
89
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of financial economics
81
Journal of econometrics
75
Journal of financial and quantitative analysis : JFQA
64
The journal of finance : the journal of the American Finance Association
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
Energy economics
57
NBER working paper series
57
Review of quantitative finance and accounting
57
SFB 649 discussion paper
55
Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
52
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
International review of financial analysis
49
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ECONIS (ZBW)
86
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86
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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
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:
3
On the price of risk under a regime switching CGMY process
Asiimwe, Pious
;
Mahera, Charles Wilson
;
Menoukeu-Pamen, …
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 305-335
Persistent link: https://www.econbiz.de/10011619970
Saved in:
4
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:
5
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:
6
Option
pricing
for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
7
Testing the predictive ability of corridor implied volatility under GARCH models
Lu, Shan
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 129-168
Persistent link: https://www.econbiz.de/10012308051
Saved in:
8
Term structure models during the global financial crisis: a parsimonious text mining approach
Nishimura, Kiyohiko G.
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 297-337
Persistent link: https://www.econbiz.de/10012309663
Saved in:
9
Hyperbolic symmetrization of heston type diffusion
Ida, Yuuki
;
Kinoshita, Tsuyoshi
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 355-364
Persistent link: https://www.econbiz.de/10012309668
Saved in:
10
Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
Fujii, Masaaki
;
Takahashi, Akihiko
;
Takahashi, Masayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 391-408
Persistent link: https://www.econbiz.de/10012309704
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