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~isPartOf:"Computational management science"
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Option pricing theory
6
Optionspreistheorie
6
Option trading
5
Optionsgeschäft
5
real options
4
optimal stopping
3
American options
2
Optimal Stopping
2
Real Options
2
Real options analysis
2
Realoptionsansatz
2
Risikomanagement
2
Risk management
2
Stochastic process
2
Stochastischer Prozess
2
AdditiveModels
1
Arbitrage
1
Artificial options
1
BSDEs with constraints
1
Bid-Ask spreads
1
Bid-ask spread
1
Catastrophe equity put options
1
Changepoint detection
1
Comparative Statics
1
Compound Poisson
1
Counterparty credit risk
1
Credit risk
1
Credit value adjustment
1
Derivat
1
Derivative
1
Disaster
1
Double barrier option
1
Double-calibration
1
Dynkin games
1
Elementarschadenversicherung
1
European options
1
FFT
1
Finance
1
Financial services
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1
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9
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English
17
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Ferrari, Giorgio
3
Schmeck, Maren Diane
2
Steg, Jan-Henrik
2
Thijssen, Jacco J. J.
2
Antonelli, Fabio
1
Arnone, Massimo
1
Ballestra, Luca Vincenzo
1
Basei, Matteo
1
Battauz, Anna
1
Bianchi, Michele Leonardo
1
Dammann, Felix
1
Drábek, Zdeněk
1
Falbo, Paolo
1
Gardijan Kedžo, Margareta
1
Grigorova, Miryana
1
Hellmann, Tobias
1
Herbon, Avi
1
Kopa, Miloš
1
Maciak, Matúš
1
Pešta, Michal
1
Piccirilli, Marco
1
Quaranta, Anna Grazia
1
Quenez, Marie-Clair
1
Ramponi, Alessandro
1
Rizzini, Giorgio
1
Rodosthenous, Neofytos
1
Rotondi, Francesco
1
Rubbenstroth, Bodo
1
Scarlatti, Sergio
1
Sendstad, Lars H.
1
Shvimer, Yossi
1
Sulem, Agnès
1
Sund, Sebastian
1
Tassinari, Gian Luca
1
Thijssen, Jacco
1
Vargiolu, Tiziano
1
Vitali, Sebastiano
1
Šego, Boško
1
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Center for Mathematical Economics Working Papers
Computational management science
The journal of futures markets
216
Journal of banking & finance
169
International journal of theoretical and applied finance
155
Journal of economic dynamics & control
132
Journal of financial economics
117
European journal of operational research : EJOR
113
The journal of derivatives : the official publication of the International Association of Financial Engineers
104
MPRA Paper
96
Finance research letters
94
Review of derivatives research
88
Working paper / National Bureau of Economic Research, Inc.
87
Energy economics
84
NBER working paper series
82
Quantitative finance
82
The journal of computational finance
79
The review of financial studies
76
International Journal of Theoretical and Applied Finance (IJTAF)
73
International review of economics & finance : IREF
73
IMF Working Papers
72
Review of quantitative finance and accounting
69
Applied mathematical finance
68
The journal of corporate finance : contracting, governance and organization
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of finance : the journal of the American Finance Association
65
Economic modelling
64
Management Science
62
NBER Working Paper
58
Working paper
58
CESifo working papers
57
Management science : journal of the Institute for Operations Research and the Management Sciences
57
The European journal of finance
56
Economics Papers from University Paris Dauphine
54
Applied economics
53
Finance and stochastics
53
Applied Mathematical Finance
52
Journal of financial and quantitative analysis : JFQA
52
International review of financial analysis
49
Finance and Stochastics
46
Research paper series / Swiss Finance Institute
46
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EconStor
9
ECONIS (ZBW)
8
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1
Investment disputes and their explicit role in option market uncertainty and overall risk instability
Drábek, Zdeněk
;
Kopa, Miloš
;
Maciak, Matúš
; …
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014391957
Saved in:
2
American
options
and stochastic interest rates
Battauz, Anna
;
Rotondi, Francesco
- In:
Computational management science
19
(
2022
)
4
,
pp. 567-604
Persistent link: https://www.econbiz.de/10013447493
Saved in:
3
Kalman filter approach to real
options
with active learning
Sund, Sebastian
;
Sendstad, Lars H.
;
Thijssen, Jacco J. J.
- In:
Computational management science
19
(
2022
)
3
,
pp. 457-490
Persistent link: https://www.econbiz.de/10013429141
Saved in:
4
Enhancing finite difference approximations for double barrier
options
: mesh optimization and repeated Richardson extrapolation
Ballestra, Luca Vincenzo
- In:
Computational management science
18
(
2021
)
2
,
pp. 239-263
Persistent link: https://www.econbiz.de/10012543403
Saved in:
5
Uncertainty over uncertainty in environmental policy adoption: Bayesian larning of unpredictable socioeconomic costs
Basei, Matteo
;
Ferrari, Giorgio
;
Rodosthenous, Neofytos
-
2023
developing a real-
options
-like model in which a decision maker aims at adopting a once-and-for-all costly reduction in the …
Persistent link: https://www.econbiz.de/10014374579
Saved in:
6
Wrong way risk corrections to CVA in CIR reduced-form models
Antonelli, Fabio
;
Ramponi, Alessandro
;
Scarlatti, Sergio
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393427
Saved in:
7
Catastrophic risks and the pricing of catastrophe equity put
options
Arnone, Massimo
;
Bianchi, Michele Leonardo
;
Quaranta, …
- In:
Computational management science
18
(
2021
)
2
,
pp. 213-237
Persistent link: https://www.econbiz.de/10012543401
Saved in:
8
Non-tradability interval for heterogeneous rational players in the option markets
Shvimer, Yossi
;
Herbon, Avi
- In:
Computational management science
19
(
2022
)
1
,
pp. 133-157
Persistent link: https://www.econbiz.de/10012817300
Saved in:
9
Superhedging prices of European and American
options
in a non-linear incomplete market with default
Grigorova, Miryana
;
Quenez, Marie-Clair
;
Sulem, Agnès
-
2018
This paper studies the superhedging prices and the associated superhedging strategies for European and American
options
…
Persistent link: https://www.econbiz.de/10012042146
Saved in:
10
On an irreversible investment problem with two-factor uncertainty
Dammann, Felix
;
Ferrari, Giorgio
-
2021
We consider a real
options
model for the optimal irreversible investment problem of a profit maximizing company. The …
Persistent link: https://www.econbiz.de/10012606399
Saved in:
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