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~isPartOf:"International journal of financial engineering"
~subject:"Markov chain"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Optionspreistheorie"
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Markov chain
Statistische Verteilung
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
Black-Scholes-Modell
20
Portfolio selection
14
Portfolio-Management
14
Yield curve
13
Zinsstruktur
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CAPM
10
option pricing
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Credit risk
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Experiment
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Interest rate derivative
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Kreditrisiko
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Option pricing
9
Zinsderivat
9
Monte Carlo simulation
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Monte-Carlo-Simulation
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Hedging
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Statistical distribution
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Swap
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Analysis
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Estimation theory
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Mathematical analysis
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Schätztheorie
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Finanzmathematik
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Chan, Leunglung
1
Dowd, Kevin
1
Giribone, Pier Giuseppe
1
Guillaume, Tristan
1
Lalit, Prasad Narahar
1
Li, Yu
1
Ligato, Simone
1
Liu, David
1
Madan, Dilip B.
1
Mehrdoust, Farshid
1
Mi, Yanhui
1
Mozumder, Sharif
1
Nguyen, Duy
1
Noorani, Idin
1
Pellegrino, T.
1
Purohit, Seema Uday
1
Sorwar, Ghulam
1
Wang, King
1
Zhang, Mengzhe
1
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International journal of financial engineering
International journal of theoretical and applied finance
50
Quantitative finance
23
The journal of futures markets
19
Journal of econometrics
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Computational economics
17
Review of derivatives research
16
Applied mathematical finance
15
European journal of operational research : EJOR
15
Finance research letters
15
Insurance / Mathematics & economics
15
The journal of computational finance
15
Journal of economic dynamics & control
13
Journal of banking & finance
12
Finance and stochastics
11
Journal of mathematical finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Review of quantitative finance and accounting
10
The North American journal of economics and finance : a journal of financial economics studies
10
Annals of finance
9
Asia-Pacific financial markets
8
Energy economics
6
International journal of theoretical and applied finance : IJTAF
6
Journal of financial and quantitative analysis : JFQA
6
Mathematics and financial economics
6
Risks : open access journal
6
SFB 649 discussion paper
6
Economic modelling
5
Journal of empirical finance
5
Stevens Institute of Technology School of Business Research Paper
5
International review of economics & finance : IREF
4
Journal of risk and financial management : JRFM
4
Operations research
4
Research paper series / Swiss Finance Institute
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The European journal of finance
4
The journal of derivatives : JOD
4
Asia-Pacific journal of financial studies
3
CREATES research paper
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ECONIS (ZBW)
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1
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:
2
Capturing implied correlation skew from options prices via multiscale stochastic volatility models
Pellegrino, T.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012603755
Saved in:
3
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:
4
Markov modulated jump-diffusions for currency options when regime switching risk is priced
Liu, David
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012314539
Saved in:
5
A hybrid Markov chain-tree valuation framework for stochastic volatility jump diffusion models
Nguyen, Duy
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012028829
Saved in:
6
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
Saved in:
7
A mean bound financial model and options pricing
Li, Yu
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011807105
Saved in:
8
Flexible-forward pricing through Leisen-Reimer trees : implementation and performance comparison with traditional Markov chains
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011577108
Saved in:
9
A modified stochastic volatility model based on Gamma Ornstein-Uhlenbeck process and option pricing
Mi, Yanhui
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011577132
Saved in:
10
Pricing volatility swaps in the Heston's stochastic volatility model with regime switching : a saddlepoint approximation method
Zhang, Mengzhe
;
Chan, Leunglung
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011673092
Saved in:
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