//--> //--> //--> //-->
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:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Portfolio selection"
~subject:"Zinsderivat"
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:"Option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
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
Hedging
62
Black-Scholes model
57
Black-Scholes-Modell
57
Derivat
50
Derivative
50
USA
50
United States
50
Yield curve
49
Zinsstruktur
49
Interest rate derivative
40
Martingal
35
Martingale
35
Portfolio-Management
35
CAPM
31
Swap
28
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Credit derivative
24
Kreditderivat
24
Estimation
22
Schätzung
21
Aktienoption
19
Credit risk
19
Kreditrisiko
19
Stock option
19
Transaction costs
18
Transaktionskosten
18
Statistical distribution
17
more ...
less ...
Online availability
All
Undetermined
9
Free
3
Type of publication
All
Article
75
Type of publication (narrower categories)
All
Article in journal
75
Aufsatz in Zeitschrift
75
Language
All
English
75
Author
All
Chen, Son-nan
4
Wu, Ting-pin
4
Björk, Tomas
2
Kabanov, Jurij M.
2
Musiela, Marek
2
Pelsser, Antoon André Jean
2
Pennanen, Teemu
2
Schachermayer, Walter
2
Abken, Peter A.
1
Arrouy, Pierre-Edouard
1
Arvanitis, Angelo
1
Avanesyan, Levon
1
Barski, Michał
1
Bayraktar, Erhan
1
Beliaeva, Natalia A.
1
Ben-Ameur, Hatem
1
Bender, Christian
1
Benner, Wolfgang
1
Bichuch, Maxim
1
Boumezoued, Alexandre
1
Chang, Chuang-Chang
1
Chang, Jui-jane
1
Chen, Ren-Raw
1
Cherny, Alexander S.
1
Chiarella, Carl
1
Chung, San-Lin
1
Cuchiero, Christa
1
Czichowsky, Christoph
1
Demeterfi, Kresimir
1
Denis, Emmanuel
1
Dmitrašinović-Vidović, Gordana
1
Dolinsky, Yan
1
Eberlein, Ernst
1
Egorov, Sergei
1
El Karoui, Nicole
1
Fabozzi, Frank J.
1
Fernholz, Robert
1
Fontana, Claudio
1
Glasserman, Paul
1
Gnoatto, Alessandro
1
more ...
less ...
Published in...
All
Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
149
International journal of theoretical and applied finance
72
Journal of banking & finance
46
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
Insurance / Mathematics & economics
36
Advances in futures and options research : a research annual
33
The journal of fixed income
33
Journal of economic dynamics & control
32
The journal of computational finance
31
Applied mathematical finance
30
Quantitative finance
30
Review of derivatives research
28
International journal of financial engineering
23
The journal of finance : the journal of the American Finance Association
23
The review of financial studies
23
Journal of financial economics
22
Research paper series / Swiss Finance Institute
22
European journal of operational research : EJOR
20
International review of financial analysis
20
Journal of mathematical finance
20
SpringerLink / Bücher
19
Review of futures markets
18
Journal of international financial markets, institutions & money
17
The European journal of finance
16
Journal of financial and quantitative analysis : JFQA
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
15
Working paper / National Bureau of Economic Research, Inc.
15
Applied financial economics
14
Economics letters
14
Europäische Hochschulschriften / 5
14
NBER working paper series
14
Finance research letters
13
Mathematics and financial economics
13
SFB 649 discussion paper
13
The North American journal of economics and finance : a journal of financial economics studies
13
Report / Erasmus Center for Financial Research, Erasmus University
12
Risks : open access journal
12
Selected writings on futures markets : explorations in financial futures markets
12
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
2
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
3
An alternative
option
to portfolio rebalancing
Israelov, Roni
;
Tummala, Harsha
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 7-32
Persistent link: https://www.econbiz.de/10011941325
Saved in:
4
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:
5
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
6
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:
7
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:
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 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
Saved in:
10
Mean square error for the Leland-Lott hedging strategy : convex pay-offs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 625-667
Persistent link: https://www.econbiz.de/10008823687
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->