//--> //--> //--> //-->
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"
~subject:"Markov chain"
~subject:"Option pricing theory"
~subject:"Share price"
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:"Optionspreismodell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
Option pricing theory
Share price
Optionspreistheorie
107
Stochastic process
48
Stochastischer Prozess
48
Volatility
38
Volatilität
38
Black-Scholes model
30
Black-Scholes-Modell
30
Option trading
28
Optionsgeschäft
28
Option pricing
23
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
Derivat
15
Derivative
15
Experiment
14
Simulation
10
Statistical distribution
10
Statistische Verteilung
10
Black-Scholes equation
8
Hedging
8
Markov-Kette
7
Stochastic volatility
7
American option pricing
6
Estimation theory
6
Schätztheorie
6
ARCH model
5
ARCH-Modell
5
American option
5
Heston model
5
Mathematical programming
5
Mathematische Optimierung
5
Neural networks
5
Neuronale Netze
5
Numerical analysis
5
Analysis
4
CAPM
4
EU countries
4
EU-Staaten
4
more ...
less ...
Online availability
All
Undetermined
79
Free
8
Type of publication
All
Article
107
Type of publication (narrower categories)
All
Article in journal
107
Aufsatz in Zeitschrift
107
Language
All
English
107
Author
All
Kim, Junseok
5
Aghdam, Y. Esmaeelzade
3
Fabozzi, Frank J.
3
Jeong, Darae
3
Lee, Chaeyoung
3
Villani, Giovanni
3
Wang, Xiaoqun
3
Adl, A.
2
Ahmadian, D.
2
Bianchi, Michele Leonardo
2
Caporale, Guglielmo Maria
2
Carr, Peter
2
Cerrato, Mario
2
Golbabai, A.
2
He, Xin-Jiang
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Jang, Hanbyeol
2
Kalantari, R.
2
Khani, Ali
2
Kim, Jeong-Hoon
2
Kim, Sangkwon
2
Kim, See-Woo
2
Koffi, Rock Stephane
2
Kumar, Sumit
2
Kundu, Arindam
2
Lin, Sha
2
Ma, Yong-Ki
2
Mehrdoust, Farshid
2
Mesgarani, H.
2
Ranjbar, Mojtaba
2
Shahmorad, S.
2
Siu, Tak Kuen
2
Tambue, Antoine
2
Tomar, Nutan Kumar
2
Yoo, Minhyun
2
Yoon, Ji-Hun
2
Abdi-Mazraeh, Somayeh
1
Ahmadian, Davood
1
Alexandridis, A.
1
more ...
less ...
Published in...
All
Computational economics
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
International journal of financial engineering
116
Finance research letters
111
Journal of mathematical finance
107
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
more ...
less ...
Source
All
ECONIS (ZBW)
107
Showing
1
-
10
of
107
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
Analytic method for pricing vulnerable external barrier options
Kim, Donghyun
;
Yoon, Ji-Hun
- In:
Computational economics
61
(
2023
)
4
,
pp. 1561-1591
Persistent link: https://www.econbiz.de/10014327071
Saved in:
3
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
Saved in:
4
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
5
A deep learning based numerical PDE method for option pricing
Wang, Xiang
;
Li, Jessica
;
Li, Jichun
- In:
Computational economics
62
(
2023
)
1
,
pp. 149-164
Persistent link: https://www.econbiz.de/10014327247
Saved in:
6
Quasi-Monte Carlo-based conditional Malliavin method for continuous-time Asian option Greeks
Yu, Chao
;
Wang, Xiaoqun
- In:
Computational economics
62
(
2023
)
1
,
pp. 325-360
Persistent link: https://www.econbiz.de/10014327500
Saved in:
7
A neural network approach to value R&D compound american exchange option
Villani, Giovanni
- In:
Computational economics
60
(
2022
)
1
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013262680
Saved in:
8
A fitted l-multi-point flux approximation method for pricing options
Koffi, Rock Stephane
;
Tambue, Antoine
- In:
Computational economics
60
(
2022
)
2
,
pp. 633-663
Persistent link: https://www.econbiz.de/10013380800
Saved in:
9
Option pricing based on the residual neural network
Gan, Lirong
;
Liu, Wei-han
- In:
Computational economics
63
(
2024
)
4
,
pp. 1327-1347
Persistent link: https://www.econbiz.de/10014549024
Saved in:
10
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->