//--> //--> //-->
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:"International journal of financial engineering"
~subject:"Markov chain"
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_exact:"Optionspreistheorie"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
Option pricing theory
115
Optionspreistheorie
115
Stochastic process
55
Stochastischer Prozess
55
Volatility
47
Volatilität
47
Option trading
31
Optionsgeschäft
31
Derivat
23
Derivative
23
Black-Scholes model
20
Black-Scholes-Modell
20
Portfolio selection
14
Portfolio-Management
14
Yield curve
12
Zinsstruktur
12
CAPM
10
option pricing
10
Experiment
9
Interest rate derivative
9
Option pricing
9
Zinsderivat
9
Credit risk
8
Kreditrisiko
8
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
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Chan, Leunglung
1
Giribone, Pier Giuseppe
1
Ligato, Simone
1
Liu, David
1
Mehrdoust, Farshid
1
Nguyen, Duy
1
Noorani, Idin
1
Zhang, Mengzhe
1
more ...
less ...
Published in...
All
International journal of financial engineering
International journal of theoretical and applied finance
27
Quantitative finance
12
European journal of operational research : EJOR
11
Finance research letters
9
Insurance / Mathematics & economics
9
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Annals of finance
7
Computational economics
7
Asia-Pacific financial markets
6
Energy economics
6
Applied mathematical finance
5
Journal of economic dynamics & control
5
Review of derivatives research
5
Review of quantitative finance and accounting
5
The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of futures markets
5
International journal of theoretical and applied finance : IJTAF
4
Journal of econometrics
4
Stevens Institute of Technology School of Business Research Paper
4
The European journal of finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of banking & finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of mathematical finance
3
Operations research
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Working paper / Department of Economics, Queen Mary
3
Central European journal of economic modelling and econometrics
2
Cogent economics & finance
2
Economic modelling
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of empirical finance
2
Journal of risk and financial management : JRFM
2
Mathematics and financial economics
2
North American actuarial journal
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->