//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Convergence"
~subject:"Derivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Option trading"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Convergence
Derivat
Option trading
79
Optionsgeschäft
79
Option pricing theory
66
Optionspreistheorie
66
Theorie
35
Theory
35
Black-Scholes model
20
Black-Scholes-Modell
20
Volatility
16
Volatilität
16
Hedging
15
Stochastic process
14
Stochastischer Prozess
14
Derivative
9
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Yield curve
6
Zinsstruktur
6
American option
5
Experiment
5
Portfolio selection
5
Portfolio-Management
5
American options
4
Markov chain
4
Markov-Kette
4
Option pricing
4
Search theory
4
Suchtheorie
4
Transaction costs
4
Barrier option
3
EU countries
3
EU-Staaten
3
European option
3
Mathematical programming
3
Mathematische Optimierung
3
Simulation
3
Swap
3
Transaktionskosten
3
American option pricing
2
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Adl, A.
1
Aghdam, Y. Esmaeelzade
1
Casas, Isabel
1
Chen, Chien-Ming
1
Emmerling, Thomas J.
1
Erkan, Bünyamin
1
Farnam, B.
1
Girón, Luis Eduardo
1
Golbabai, Ahmad
1
Guéant, Olivier
1
Mesgarani, H.
1
Nikan, Omid
1
Prigent, Jean-Luc
1
Pu, Jiang
1
Song, Dandan
1
Suescún-Díaz, Daniel
1
Syu, Jia-Hao
1
Veiga, Helena
1
Večeř, Jan
1
Wu, Mu-En
1
Yam, Sheung Chi Phillip
1
Yang, Zhaojun
1
Yung, S. P.
1
Zhou, Wei
1
more ...
less ...
Published in...
All
Computational economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
25
International journal of theoretical and applied finance
22
Review of derivatives research
17
Applied mathematical finance
16
International journal of financial engineering
14
Finance research letters
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
Quantitative finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of financial economics
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
International review of financial analysis
8
Journal of economic dynamics & control
8
Journal of financial markets
8
Journal of mathematical finance
8
The European journal of finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
Economic modelling
6
Applied economics letters
5
Energy economics
5
Global finance journal
5
Journal of econometrics
5
Review of quantitative finance and accounting
5
The journal of computational finance
5
The journal of finance : the journal of the American Finance Association
5
wi - Wirtschaft
5
Always learning
4
Annals of finance
4
Applied financial economics
4
Cogent economics & finance
4
Finance and stochastics
4
Journal of derivatives & hedge funds
4
Journal of risk and financial management : JRFM
4
Mathematics and financial economics
4
Research bulletin / The Institute of Cost Accountants of India
4
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
2
The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade
;
Mesgarani, H.
;
Adl, A.
;
Farnam, B.
- In:
Computational economics
61
(
2023
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
Saved in:
3
Kelly-based options trading strategies on settlement date via supervised learning algorithms
Wu, Mu-En
;
Syu, Jia-Hao
;
Chen, Chien-Ming
- In:
Computational economics
59
(
2022
)
4
,
pp. 1627-1644
Persistent link: https://www.econbiz.de/10013262110
Saved in:
4
Exploring option pricing and hedging via volatility asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
5
A computational method based on the moving least-squares approach for pricing double barrier options in a time-fractional Black-Scholes model
Golbabai, Ahmad
;
Nikan, Omid
- In:
Computational economics
55
(
2020
)
1
,
pp. 119-141
Persistent link: https://www.econbiz.de/10012222594
Saved in:
6
About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
Saved in:
7
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
8
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
9
Utility-based pricing, timing and hedging of an American call option under an incomplete market with partial information
Song, Dandan
;
Yang, Zhaojun
- In:
Computational economics
44
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010396234
Saved in:
10
Game call options revisited
Yam, Sheung Chi Phillip
;
Yung, S. P.
;
Zhou, Wei
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 173-206
Persistent link: https://www.econbiz.de/10010256173
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->