//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Estimation"
~subject:"Stochastischer Prozess"
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:"European option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Stochastischer Prozess
Option trading
62
Optionsgeschäft
62
Option pricing theory
52
Optionspreistheorie
52
Stochastic process
15
Volatility
14
Volatilität
14
Derivat
13
Derivative
13
Theorie
11
Theory
11
Portfolio selection
9
Portfolio-Management
9
Black-Scholes model
8
Black-Scholes-Modell
8
Statistical distribution
7
Statistische Verteilung
7
Option pricing
5
Hedging
4
Numerical analysis
4
Numerisches Verfahren
4
Options
4
Simulation
4
ARCH model
3
ARCH-Modell
3
Barrier option
3
Credit risk
3
EU countries
3
EU-Staaten
3
Early exercise
3
Interest rate
3
Kreditrisiko
3
Regime-switching
3
Transaction costs
3
Transaktionskosten
3
Yield curve
3
Zins
3
Zinsstruktur
3
American option
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Cui, Zhenyu
2
Li, Chenxu
2
Shi, Chao
2
Blomvall, Jörgen
1
Cai, Ning
1
Chen, Rongda
1
Chen, Shu-chuan
1
Damgaard, Anders
1
He, Xin-Jiang
1
Kim, Bara
1
Kim, Jeongsim
1
Kim, Jerim
1
Kirkby, J. Lars
1
Li, Lingfei
1
Lim, Dongjae
1
Lin, Chung-gee
1
Lindberg, Per O.
1
Linetsky, Vadim
1
Liu, Yi-fang
1
Ma, Jingtang
1
Muroi, Yoshifumi
1
Nguyen, Duy
1
Suda, Shintaro
1
Wan, Xiangwei
1
Xiao, Wei-Lin
1
Xu, Hai-chuan
1
Yang, Nian
1
Yang, Wei-ning
1
Yang, Wensheng
1
Ye, Yongxin
1
Yoo, Hyun Joo
1
Yu, Lean
1
Zhang, Li-Hua
1
Zhang, Wei
1
Zhang, Wei-guo
1
Zhu, Song-Ping
1
more ...
less ...
Published in...
All
Economic modelling
Journal of economic dynamics & control
International journal of theoretical and applied finance
29
The journal of futures markets
28
Quantitative finance
24
The journal of computational finance
18
Journal of banking & finance
16
Applied mathematical finance
14
Finance research letters
12
Finance and stochastics
11
Journal of financial economics
11
Journal of mathematical finance
11
Review of derivatives research
11
International journal of financial engineering
10
International review of economics & finance : IREF
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Annals of finance
9
Computational economics
9
European journal of operational research : EJOR
9
Journal of econometrics
9
Applied economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The European journal of finance
7
Asia-Pacific financial markets
6
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Operations research
6
Research paper series / Swiss Finance Institute
6
Risks : open access journal
6
Journal of financial markets
5
Operations research letters
5
Applied economics letters
4
Applied financial economics
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
Review of quantitative finance and accounting
4
SFB 649 Discussion Paper
4
The journal of derivatives : JOD
4
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications
Shi, Chao
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013542969
Saved in:
2
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
3
Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
Saved in:
4
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
5
Pricing and exercising American options : an asymptotic expansion approach
Li, Chenxu
;
Ye, Yongxin
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012312643
Saved in:
6
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars
;
Nguyen, Duy
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
Saved in:
7
An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
8
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
9
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
10
Collective behavior and options volatility smile : an agent-based explanation
Liu, Yi-fang
;
Zhang, Wei
;
Xu, Hai-chuan
- In:
Economic modelling
39
(
2014
),
pp. 232-239
Persistent link: https://www.econbiz.de/10010421855
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->