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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of computational finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Option"
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Option pricing theory
672
Optionspreistheorie
672
Theorie
335
Theory
335
Stochastic process
195
Stochastischer Prozess
195
Option trading
188
Optionsgeschäft
188
Volatility
160
Volatilität
160
Black-Scholes model
89
Black-Scholes-Modell
89
Derivat
85
Derivative
85
Hedging
73
Yield curve
73
Zinsstruktur
73
Monte Carlo simulation
67
Monte-Carlo-Simulation
67
Interest rate derivative
62
Zinsderivat
62
USA
58
United States
58
Portfolio selection
44
Portfolio-Management
44
Swap
43
Martingal
37
Martingale
37
CAPM
35
Credit risk
31
Kreditrisiko
31
Estimation
28
Credit derivative
27
Kreditderivat
27
Schätzung
27
Simulation
26
Statistical distribution
26
Statistische Verteilung
26
Analysis
25
Mathematical analysis
25
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Undetermined
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11
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Article
804
Book / Working Paper
4
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Aufsatz in Zeitschrift
Article in journal
808
Collection of articles of several authors
4
Sammelwerk
4
Mehrbändiges Werk
3
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3
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1
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English
808
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Carr, Peter
12
Madan, Dilip B.
9
Glasserman, Paul
8
Chen, Son-nan
7
Forsyth, Peter A.
7
Hobson, David G.
7
Rebonato, Riccardo
7
Wu, Ting-pin
7
Andersen, Leif B. G.
6
Hull, John
6
Kabanov, Jurij M.
6
Schoutens, Wim
6
White, Alan
6
Filipović, Damir
5
Glau, Kathrin
5
Reisinger, Christoph
5
Schoenmakers, John
5
Wu, Liuren
5
Alòs, Elisa
4
Belomestny, Denis
4
Benth, Fred Espen
4
Björk, Tomas
4
Brigo, Damiano
4
Broadie, Mark
4
Coleman, Thomas F.
4
Cox, Alexander M. G.
4
Ederington, Louis H.
4
Fabozzi, Frank J.
4
Guyon, Julien
4
Joshi, Mark S.
4
Kennedy, Joanne E.
4
Korn, Ralf
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Oosterlee, Cornelis Willebrordus
4
Pelsser, Antoon André Jean
4
Ritchken, Peter H.
4
Rogers, Leonard C. G.
4
Tian, Yisong Sam
4
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Finance and stochastics
The journal of computational finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
554
The journal of futures markets
547
Journal of banking & finance
384
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
Applied mathematical finance
272
Quantitative finance
218
Review of derivatives research
213
Finance research letters
192
Journal of financial economics
181
Journal of economic dynamics & control
171
European journal of operational research : EJOR
156
The review of financial studies
155
Insurance / Mathematics & economics
151
The journal of finance : the journal of the American Finance Association
131
Journal of financial and quantitative analysis : JFQA
127
International review of financial analysis
125
Computational economics
123
International journal of financial engineering
122
The North American journal of economics and finance : a journal of financial economics studies
122
The European journal of finance
120
Journal of mathematical finance
117
Review of quantitative finance and accounting
112
Risks : open access journal
112
International review of economics & finance : IREF
109
The journal of fixed income
108
Asia-Pacific financial markets
97
Journal of empirical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
89
Applied economics
85
Energy economics
85
Journal of econometrics
84
Applied financial economics
82
Economic modelling
80
Journal of international financial markets, institutions & money
73
The journal of corporate finance : contracting, governance and organization
73
Journal of risk and financial management : JRFM
70
Annals of finance
67
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ECONIS (ZBW)
808
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1
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
2
Pricing barrier options with deep backward stochastic differential equation methods
Ganesan, Narayan
;
Yu, Yajie
;
Hientzsch, Bernhard
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014546284
Saved in:
3
Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model
Bourgey, Florian
;
De Marco, Stefano
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 53-82
Persistent link: https://www.econbiz.de/10013549658
Saved in:
4
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
5
The CTMC–Heston model : calibration and exotic
option
pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
6
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
7
A quasi-sure optional decomposition and super-hedging result on the Skorokhod space
Bouchard, Bruno
;
Tan, Xiaolu
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10012585984
Saved in:
8
Arbitrage problems with reflected geometric Brownian motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Saved in:
9
Pricing American call options using the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 93-113
Persistent link: https://www.econbiz.de/10012212488
Saved in:
10
High-order approximations to call
option
prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
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