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~isPartOf:"International journal of financial engineering"
~subject:"Black-Scholes-Modell"
~subject:"Markov chain"
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Search: subject_exact:"Optionspreistheorie"
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Black-Scholes-Modell
Markov chain
Option pricing theory
116
Optionspreistheorie
116
Stochastic process
55
Stochastischer Prozess
55
Volatility
47
Volatilität
47
Option trading
32
Optionsgeschäft
32
Derivat
24
Derivative
24
Black-Scholes model
20
Portfolio selection
14
Portfolio-Management
14
Yield curve
13
Zinsstruktur
13
CAPM
10
option pricing
10
Credit risk
9
Experiment
9
Interest rate derivative
9
Kreditrisiko
9
Option pricing
9
Zinsderivat
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Hedging
7
Statistical distribution
7
Statistische Verteilung
7
Swap
7
Analysis
6
Estimation theory
6
Mathematical analysis
6
Schätztheorie
6
Finanzmathematik
5
Implied volatility
5
Incomplete market
5
Lévy processes
5
Markov-Kette
5
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English
25
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Giribone, Pier Giuseppe
2
Ligato, Simone
2
Aghili, A.
1
Burro, Giacomo
1
Chan, Leunglung
1
Chen, Bangren
1
Dash, Mihir
1
Duran, Ahmet
1
Fan, Yulian
1
Gardi, Bayar
1
Jahandizi, R. Shokri
1
Kanwal, Samra
1
Khalsaraei, M. Mehdizadeh
1
Kılıçman, Adem
1
Lalit, Prasad Narahar
1
Li, Yu
1
Liu, David
1
Liu, Xunzhi
1
Lu, Peili
1
Madan, Dilip B.
1
Magdziarz, Marcin
1
Mehrdoust, Farshid
1
Muhammad, Atif Sattar
1
Mulas, Martina
1
Muroi, Yoshifumi
1
Ngoc Quynh Anh Nguyen
1
Nguyen, Duy
1
Noorani, Idin
1
Pan, Gaoyongqi
1
Purohit, Seema Uday
1
Qin, Haoyang
1
Querci, Francesca
1
Radoičić, Radoš
1
Saeki, Ryota
1
Sahar, Saoud
1
Shen, Jiaqi
1
Shokrollahi, Foad
1
Stefanica, Dan
1
Stilger, Przemyslaw S.
1
Suda, Shintaro
1
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International journal of financial engineering
International journal of theoretical and applied finance
73
Computational economics
37
Quantitative finance
32
Applied mathematical finance
31
The journal of computational finance
29
Finance and stochastics
27
The journal of futures markets
24
Journal of mathematical finance
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Review of derivatives research
22
European journal of operational research : EJOR
18
The North American journal of economics and finance : a journal of financial economics studies
17
Finance research letters
16
Journal of banking & finance
16
Asia-Pacific financial markets
15
Journal of economic dynamics & control
13
Review of quantitative finance and accounting
12
The European journal of finance
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Insurance / Mathematics & economics
10
Risks : open access journal
10
Annals of finance
9
Journal of econometrics
9
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
International journal of theoretical and applied finance : IJTAF
8
Journal of risk and financial management : JRFM
8
Journal of derivatives & hedge funds
7
Research paper series / Swiss Finance Institute
7
Applied economics
6
Discussion paper / B
6
Energy economics
6
Journal of empirical finance
6
Annals of financial economics
5
Computational Management Science : CMS
5
Economic modelling
5
International journal of financial markets and derivatives
5
International review of economics & finance : IREF
5
Mathematics and financial economics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
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ECONIS (ZBW)
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1
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
2
A meshless multiquadric quasi-interpolation method for time fractional Black-Scholes model
Pan, Gaoyongqi
;
Zhang, Shengliang
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014304284
Saved in:
3
European option pricing using Gumbel distribution
Purohit, Seema Uday
;
Lalit, Prasad Narahar
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013188781
Saved in:
4
Empirical performance of stochastic volatility option pricing models
Stilger, Przemyslaw S.
;
Ngoc Quynh Anh Nguyen
;
Tri Minh …
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012654781
Saved in:
5
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
Saved in:
6
Double barrier American put option pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
7
Binomial tree method for option pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
8
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
9
Pricing S&P500 barrier put option of American type under Heston-CIR model with regime-switching
Mehrdoust, Farshid
;
Noorani, Idin
- In:
International journal of financial engineering
6
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012167493
Saved in:
10
Modeling of implied volatility surfaces of nifty index options
Dash, Mihir
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012314517
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