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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivative"
~subject:"Option trading"
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Derivative
Option trading
Option pricing theory
119
Optionspreistheorie
119
Optionsgeschäft
111
Stochastic process
48
Stochastischer Prozess
48
Volatility
45
Volatilität
45
Derivat
31
Theorie
30
Theory
30
Black-Scholes model
25
Black-Scholes-Modell
25
Hedging
24
Real options analysis
13
Realoptionsansatz
13
Experiment
12
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Credit risk
9
Kreditrisiko
9
American options
8
Search theory
8
Suchtheorie
8
Aktienoption
7
Portfolio selection
7
Portfolio-Management
7
Stock option
7
barrier options
7
Asia
6
Asien
6
Markov chain
6
Markov-Kette
6
Yield curve
6
Zinsstruktur
6
CAPM
5
Correlation
5
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5
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5
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119
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120
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120
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1
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1
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English
120
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Kwok, Yue-Kuen
4
Levendorskij, Sergej Z.
4
Cui, Zhenyu
3
Joshi, Mark S.
3
Wu, Lixin
3
Zanette, Antonino
3
Alfonsi, Aurélien
2
Antonelli, Fabio
2
Benth, Fred Espen
2
Bernard, Carole
2
Bojarčenko, Svetlana I.
2
Boyarchenko, Mitya
2
Carr, Peter
2
Elliott, Robert J.
2
Fouque, Jean-Pierre
2
Gaudenzi, Marcellino
2
Hughston, Lane P.
2
Kirkby, J. Lars
2
Madan, Dilip B.
2
Pistorius, Martijn
2
Ramponi, A.
2
Romo, Jacinto Marabel
2
Roux, Alet
2
Scarlatti, S.
2
Schoutens, Wim
2
Siu, Tak Kuen
2
Yu, Hong
2
Zhu, Song-ping
2
Ahlip, Rehez
1
Al-Fagih, Luluwah
1
Alfeus, Mesias
1
Altay, Sühan
1
Alòs, Elisa
1
An, Yunbi
1
Anderluh, J. H. M.
1
Appolloni, Elisa
1
Arai, Takuji
1
Arguin, Louis-Pierre
1
Assaf, Ata
1
Bakel, Sjoerd van
1
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Published in...
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International journal of theoretical and applied finance
The journal of futures markets
197
Journal of banking & finance
98
The journal of derivatives : the official publication of the International Association of Financial Engineers
87
Review of derivatives research
77
Quantitative finance
62
The journal of computational finance
62
Finance research letters
60
Applied mathematical finance
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
52
Journal of economic dynamics & control
51
Journal of financial economics
46
The North American journal of economics and finance : a journal of financial economics studies
46
Finance and stochastics
44
International review of economics & finance : IREF
37
Journal of financial markets
34
International journal of financial engineering
33
Journal of financial and quantitative analysis : JFQA
32
Journal of mathematical finance
31
Computational economics
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
International review of financial analysis
29
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
NBER working paper series
26
The European journal of finance
25
The journal of finance : the journal of the American Finance Association
24
Wiley trading series
23
Applied economics
22
Asia-Pacific financial markets
22
Risks : open access journal
22
Applied financial economics
21
The journal of derivatives : JOD
21
Economic modelling
19
Journal of risk and financial management : JRFM
19
NBER Working Paper
19
Swiss Finance Institute Research Paper
19
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ECONIS (ZBW)
120
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1
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
2
Sinh-acceleration for B-spline projection with option pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
Saved in:
3
CVA and vulnerable
options
in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
4
Consistent upper price bounds for exotic
options
Bäuerle, Nicole
;
Schmithals, Daniel Matthias
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012650310
Saved in:
5
Pricing American
options
with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
6
Swing option pricing by dynamic programming with B-spline density projection
Kirkby, J. Lars
;
Deng, Shijie
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-53
Persistent link: https://www.econbiz.de/10012183215
Saved in:
7
Collocating volatility : a competitive alternative to stochastic local volatility models
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012496758
Saved in:
8
An approximation method for pricing continuous barrier
options
under multi-asset local stochastic volatility models
Shiraya, Kenichiro
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496929
Saved in:
9
Algorithmic differentiation for discontinuous payoffs
Daluiso, Roberto
;
Facchinetti, Giorgio
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891863
Saved in:
10
Index
options
and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
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