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Search: subject_exact:"Optionsgeschäft"
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Option trading
30
Optionsgeschäft
30
Option pricing theory
28
Optionspreistheorie
28
Black-Scholes model
10
Black-Scholes-Modell
10
Stochastic process
9
Stochastischer Prozess
9
Volatility
9
Volatilität
9
Derivat
5
Derivative
5
American option
4
Experiment
4
Hedging
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing
4
Barrier option
3
EU countries
3
EU-Staaten
3
European option
3
Simulation
3
American option pricing
2
Convergence
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Markov chain
2
Markov-Kette
2
Mathematical programming
2
Mathematische Optimierung
2
Numerical analysis
2
Numerisches Verfahren
2
Option
2
Quasi-Monte Carlo
2
Stability
2
ARCH model
1
ARCH-Modell
1
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1
Algebraic multigrid methods
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Adl, A.
1
Aghdam, Y. Esmaeelzade
1
Ahmadian, D.
1
Ahmadian, Davood
1
Ali, Kazim
1
Ballestra, L. V.
1
Beheshti, M. Hossein
1
Bhuruth, Muddun
1
Casas, Isabel
1
Chen, Chien-Ming
1
Chen, Yingzi
1
Doostaki, Reza
1
Erkan, Bünyamin
1
Farnam, B.
1
Farnoosh, Rahman
1
Girón, Luis Eduardo
1
Golbabai, A.
1
Golbabai, Ahmad
1
Hajipour, Mojtaba
1
Hajizadeh, Ehsan
1
He, Xin-Jiang
1
Hosseini, Mohammad Mehdi
1
Huh, Jeonggyu
1
Javid-Jahromi, Roja
1
Jeon, Jaegi
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Khursheed, Ambreen
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Kim, Donghyun
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Kumar, Sumit
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Kundu, Arindam
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Li, Yong
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Lin, Sha
1
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Ma, Chaoqun
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Ma, Yong
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Ma, Yong-Ki
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Mahootchi, Masoud
1
Malek, Alaeddin
1
Mardani, Z.
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Computational economics
The journal of futures markets
194
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Finance research letters
63
The journal of computational finance
60
Quantitative finance
58
Applied mathematical finance
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
32
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
International review of financial analysis
27
Journal of mathematical finance
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
22
Wiley trading series
22
Applied economics
20
Applied financial economics
20
Risks : open access journal
20
NBER Working Paper
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
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ECONIS (ZBW)
30
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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
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:
4
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:
5
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:
6
Option pricing by the Legendre wavelets method
Doostaki, Reza
;
Hosseini, Mohammad Mehdi
- In:
Computational economics
59
(
2022
)
2
,
pp. 749-773
Persistent link: https://www.econbiz.de/10013169051
Saved in:
7
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:
8
An analytical approximation formula for barrier option prices under the heston model
He, Xin-Jiang
;
Lin, Sha
- In:
Computational economics
60
(
2022
)
4
,
pp. 1413-1425
Persistent link: https://www.econbiz.de/10013447445
Saved in:
9
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:
10
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
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