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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Option trading"
~subject:"Yield curve"
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Option trading
Yield curve
Option pricing theory
119
Optionspreistheorie
119
Optionsgeschäft
111
Stochastic process
48
Stochastischer Prozess
48
Volatility
45
Volatilität
45
Derivat
31
Derivative
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
Zinsstruktur
6
CAPM
5
Correlation
5
Korrelation
5
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5
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Undetermined
39
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Article
114
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115
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115
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1
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1
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English
115
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Levendorskij, Sergej Z.
4
Cui, Zhenyu
3
Joshi, Mark S.
3
Kwok, Yue-Kuen
3
Wu, Lixin
3
Zanette, Antonino
3
Alfonsi, Aurélien
2
Antonelli, Fabio
2
Benth, Fred Espen
2
Bojarčenko, Svetlana I.
2
Boyarchenko, Mitya
2
Carr, Peter
2
Elliott, Robert J.
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
Barbachan, José Santiago Fajardo
1
Barrera, Patricia Saavedra
1
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International journal of theoretical and applied finance
The journal of futures markets
195
Journal of banking & finance
98
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
75
The journal of computational finance
61
Quantitative finance
59
Finance research letters
58
Applied mathematical finance
57
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
43
The North American journal of economics and finance : a journal of financial economics studies
42
International review of economics & finance : IREF
36
Journal of financial markets
34
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
32
The review of financial studies
31
Computational economics
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Review of quantitative finance and accounting
28
International review of financial analysis
27
Journal of mathematical finance
27
Research paper series / Swiss Finance Institute
27
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
22
Wiley trading series
22
Applied economics
20
Applied financial economics
20
Risks : open access journal
20
NBER Working Paper
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
Economic modelling
17
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ECONIS (ZBW)
115
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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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