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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Black-Scholes model"
~subject:"EU-Staaten"
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Search: subject_exact:"Option pricing theory"
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Black-Scholes model
EU-Staaten
Option pricing theory
179
Optionspreistheorie
179
Volatility
59
Volatilität
59
Option trading
58
Optionsgeschäft
58
Stochastic process
46
Stochastischer Prozess
46
Theorie
45
Theory
45
Derivat
34
Derivative
34
Portfolio selection
23
Portfolio-Management
23
Hedging
20
CAPM
15
Stochastic volatility
13
Black-Scholes-Modell
12
Statistical distribution
11
Statistische Verteilung
11
Estimation
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Risikoprämie
10
Risk premium
10
Schätzung
10
Transaction costs
10
Transaktionskosten
10
Credit risk
9
Index futures
9
Index-Futures
9
Kreditrisiko
9
Option pricing
9
Real options analysis
8
Realoptionsansatz
8
EU countries
7
Markov chain
7
Markov-Kette
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English
19
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Wan, Xiangwei
2
Yang, Nian
2
Adams, Michael B.
1
Ballestra, Luca Vincenzo
1
Barletta, Andrea
1
Bonollo, Michele
1
Chen, Jing
1
Chen, Nan
1
Chen, Wen-ting
1
Cui, Zhenyu
1
Di Persio, Luca
1
El-Khatib, Youssef
1
Füss, Roland
1
Goutte, Stéphane
1
Guidolin, Massimo
1
Guo, Qian
1
Guo, Weiyu
1
He, Xin-Jiang
1
Kaeck, Andreas
1
Kim, Bara
1
Kim, Jeongsim
1
Kim, Jerim
1
Kraft, Holger
1
Kühn, Christoph
1
Li, Xiaoxi
1
Li, Zhe
1
Lindset, Snorre
1
Liu, Yanchu
1
Liu, Yong-Jun
1
Lund, Arne-Christian
1
Ma, Jingtang
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Mahringer, Steffen
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Makumbe, Zororo S.
1
Oliva, Immacolata
1
Pacelli, Graziella
1
Prokopczuk, Marcel
1
Reher, Gerrit
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Santucci de Magistris, Paolo
1
Sloth, David
1
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International review of economics & finance : IREF
Journal of economic dynamics & control
International journal of theoretical and applied finance
52
Computational economics
31
Applied mathematical finance
27
The journal of computational finance
27
Journal of mathematical finance
24
Quantitative finance
22
International journal of financial engineering
21
The journal of futures markets
20
Finance and stochastics
19
Review of derivatives research
19
Journal of banking & finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Risks : open access journal
12
European journal of operational research : EJOR
11
Asia-Pacific financial markets
9
The European journal of finance
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Finance research letters
8
Journal of risk and financial management : JRFM
8
Review of quantitative finance and accounting
8
Applied economics
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of derivatives & hedge funds
7
Journal of empirical finance
7
Research paper series / Swiss Finance Institute
7
Computational Management Science : CMS
5
Discussion paper / B
5
International journal of financial markets and derivatives
5
International journal of theoretical and applied finance : IJTAF
5
Journal of econometrics
5
Journal of financial economics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
SpringerLink / Bücher
5
Wiley finance series
5
Annals of financial economics
4
Applied financial economics letters
4
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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ECONIS (ZBW)
19
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1
Does smile help detect the UK's price leadership change after MiFID?
Adams, Michael B.
;
Chen, Jing
;
Guo, Qian
;
Li, Xiaoxi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 756-769
Persistent link: https://www.econbiz.de/10014364155
Saved in:
2
A hybrid stochastic volatility model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Saved in:
3
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
4
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
5
A quantization approach to the counterparty credit exposure estimation
Bonollo, Michele
;
Di Persio, Luca
;
Oliva, Immacolata
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 335-356
Persistent link: https://www.econbiz.de/10012486798
Saved in:
6
Pricing discrete barrier options under jump-diffusion model with liquidity risk
Li, Zhe
;
Zhang, Wei-guo
;
Liu, Yong-Jun
;
Zhang, Yue
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 347-368
Persistent link: https://www.econbiz.de/10012202898
Saved in:
7
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
8
Approximate arbitrage-free option pricing under the SABR model
Yang, Nian
;
Chen, Nan
;
Liu, Yanchu
;
Wan, Xiangwei
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
Saved in:
9
An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
10
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
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