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~isPartOf:"Computational economics"
~subject:"Option pricing theory"
~subject:"Share price"
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Search: subject_exact:"Optionspreismodell"
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Option pricing theory
Share price
Optionspreistheorie
106
Stochastic process
48
Stochastischer Prozess
48
Volatility
37
Volatilität
37
Black-Scholes model
29
Black-Scholes-Modell
29
Option trading
28
Optionsgeschäft
28
Option pricing
22
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 chain
7
Markov-Kette
7
Stochastic volatility
7
American option pricing
6
Estimation theory
6
Schätztheorie
6
American option
5
Heston model
5
Mathematical programming
5
Mathematische Optimierung
5
Neural networks
5
Neuronale Netze
5
Numerical analysis
5
ARCH model
4
ARCH-Modell
4
Analysis
4
CAPM
4
EU countries
4
EU-Staaten
4
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Undetermined
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8
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Article
106
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106
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106
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English
106
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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
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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
240
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
196
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
110
Journal of mathematical finance
107
Risks : open access journal
93
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
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
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
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ECONIS (ZBW)
106
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31
Variance swaps with deterministic and stochastic correlations
Han, Ah-Reum
;
Kim, Jeong-Hoon
;
Kim, See-Woo
- In:
Computational economics
57
(
2021
)
4
,
pp. 1059-1092
Persistent link: https://www.econbiz.de/10012543256
Saved in:
32
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
33
An approximation scheme for option pricing under two-state continuous CAPM
Safdari-Vaighani, Ali
;
Ahmadian, Davood
;
Javid-Jahromi, Roja
- In:
Computational economics
57
(
2021
)
4
,
pp. 1373-1385
Persistent link: https://www.econbiz.de/10012543380
Saved in:
34
An integrated Quasi-Monte Carlo method for handling high dimensional problems with discontinuities in financial engineering
He, Zhijian
;
Wang, Xiaoqun
- In:
Computational economics
57
(
2021
)
2
,
pp. 693-718
Persistent link: https://www.econbiz.de/10012486953
Saved in:
35
A Markov decision process model for optimal trade of options using statistical data
Nasir, Ali
;
Khursheed, Ambreen
;
Ali, Kazim
;
Mustafa, Faisal
- In:
Computational economics
58
(
2021
)
2
,
pp. 327-346
Persistent link: https://www.econbiz.de/10012615007
Saved in:
36
Accelerating FHS option pricing under linear GARCH
Xie, Haibin
;
Wu, Xinyu
;
Fan, Pengying
- In:
Computational economics
58
(
2021
)
2
,
pp. 395-411
Persistent link: https://www.econbiz.de/10012615025
Saved in:
37
Pricing European option under fuzzy mixed fractional Brownian motion model with jumps
Zhang, Wei-guo
;
Li, Zhe
;
Liu, Yong-Jun
;
Zhang, Yue
- In:
Computational economics
58
(
2021
)
2
,
pp. 483-515
Persistent link: https://www.econbiz.de/10012615049
Saved in:
38
Foreign currency power option pricing based on Esscher transform
Li, Wenhan
;
Li, Cuixiang
;
Liu, Lixia
;
Wang, Mengna
- In:
Computational economics
58
(
2021
)
2
,
pp. 535-548
Persistent link: https://www.econbiz.de/10012615075
Saved in:
39
The valuation of weather derivatives using one sided Crank-Nicolson schemes
Li, Peng
- In:
Computational economics
58
(
2021
)
3
,
pp. 825-847
Persistent link: https://www.econbiz.de/10012651041
Saved in:
40
Pricing exotic option under jump-diffusion models by the quadrature method
Zhang, Jin-Yu
;
Wu, Wen-Bo
;
Li, Yong
;
Lou, Zhu-Sheng
- In:
Computational economics
58
(
2021
)
3
,
pp. 867-884
Persistent link: https://www.econbiz.de/10012651045
Saved in:
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