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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Hedging"
~subject:"Zinsderivat"
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Search: subject:"Option"
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Hedging
Zinsderivat
Option pricing theory
421
Optionspreistheorie
421
Theorie
256
Theory
256
Option trading
129
Optionsgeschäft
129
Stochastic process
109
Stochastischer Prozess
109
Volatility
95
Volatilität
95
Black-Scholes model
57
Black-Scholes-Modell
57
Derivat
50
Derivative
50
USA
50
United States
50
Yield curve
49
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Interest rate derivative
40
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35
Portfolio selection
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Portfolio-Management
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31
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28
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25
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25
Credit derivative
24
Kreditderivat
24
Estimation
22
Schätzung
21
Aktienoption
19
Credit risk
19
Kreditrisiko
19
Stock option
19
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18
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18
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17
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100
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Carr, Peter
4
Chen, Son-nan
4
Kabanov, Jurij M.
4
Obłój, Jan
4
Wu, Ting-pin
4
Hobson, David G.
3
Björk, Tomas
2
Cox, Alexander M. G.
2
Engle, Robert F.
2
Fabozzi, Frank J.
2
Frey, Rüdiger
2
Gobet, Emmanuel
2
Hou, Zhaoxu
2
Lee, Roger
2
Pelsser, Antoon André Jean
2
Poulsen, Rolf
2
Ritchken, Peter H.
2
Rosenberg, Joshua V.
2
Rutkowski, Marek
2
Soner, Halil Mete
2
Touzi, Nizar
2
AitSahlia, Farid
1
Albrecher, Hansjörg
1
Ammann, Manuel
1
Arai, Takuji
1
Arrouy, Pierre-Edouard
1
Arvanitis, Angelo
1
Bansal, Vipul K.
1
Barski, Michał
1
Beliaeva, Natalia A.
1
Ben-Ameur, Hatem
1
Bender, Christian
1
Benner, Wolfgang
1
Benth, Fred Espen
1
Bianchi, Michele Leonardo
1
Bielecki, Tomasz R.
1
Borovkova, Svetlana
1
Bouchard, Bruno
1
Boumezoued, Alexandre
1
Broadie, Mark
1
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Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
182
International journal of theoretical and applied finance
112
Mathematical finance : an international journal of mathematics, statistics and financial theory
59
Journal of banking & finance
53
Applied mathematical finance
48
Advances in futures and options research : a research annual
34
Quantitative finance
34
The journal of computational finance
34
Review of derivatives research
32
The journal of fixed income
32
Journal of economic dynamics & control
25
Insurance / Mathematics & economics
23
Journal of financial economics
23
The review of financial studies
23
Research paper series / Swiss Finance Institute
22
The journal of finance : the journal of the American Finance Association
21
Working paper / National Bureau of Economic Research, Inc.
19
International review of economics & finance : IREF
18
NBER working paper series
18
Review of futures markets
18
Discussion paper / B
17
European journal of operational research : EJOR
16
Finance research letters
16
International review of financial analysis
16
Journal of international financial markets, institutions & money
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Risks : open access journal
16
The European journal of finance
16
Europäische Hochschulschriften / 5
15
International journal of financial engineering
15
Applied financial economics
14
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
14
CoFE discussion papers
13
Journal of financial and quantitative analysis : JFQA
13
Computational economics
12
Selected writings on futures markets : explorations in financial futures markets
12
Swiss Finance Institute Research Paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
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1
A general accurate approximation for pricing and hedging basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
Saved in:
2
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
3
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
4
A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan
;
Wiesel, Johannes
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
Saved in:
5
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
6
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
7
Pricing and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
8
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
9
On the hedging of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
10
On a multi-asset version of the Kusuoka limit theorem of
option
superreplication under transaction costs
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012433525
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