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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Option pricing theory
458
Theorie
350
Theory
350
Option trading
135
Optionsgeschäft
135
Volatility
120
Volatilität
120
Stochastic process
88
Stochastischer Prozess
88
Hedging
74
Black-Scholes model
68
Black-Scholes-Modell
68
Yield curve
65
Zinsstruktur
65
USA
55
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55
Derivat
50
Derivative
50
Interest rate derivative
37
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37
Portfolio selection
36
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36
Swap
36
CAPM
30
Estimation
26
Incomplete market
26
Schätzung
26
Unvollkommener Markt
26
Aktienoption
24
Credit derivative
24
Kreditderivat
24
Stock option
24
Credit risk
23
Kreditrisiko
23
Monte Carlo simulation
20
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20
Börsenkurs
18
Insolvency
18
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18
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457
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1
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458
Aufsatz in Zeitschrift
458
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2
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2
Bibliografie
1
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1
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English
458
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Madan, Dilip B.
7
Carr, Peter
6
Chen, Son-nan
6
Ritchken, Peter H.
6
Rogers, Leonard C. G.
6
Wu, Ting-pin
6
Glasserman, Paul
5
Kwok, Yue-Kuen
5
Newton, David P.
5
Yor, Marc
5
Bender, Christian
4
Broadie, Mark
4
Duan, Jin-Chuan
4
Duck, Peter W.
4
Elliott, Robert J.
4
Geman, Hélyette
4
Hobson, David G.
4
Kallsen, Jan
4
Levendorskij, Sergej Z.
4
Linetsky, Vadim
4
Schachermayer, Walter
4
Schoutens, Wim
4
Widdicks, Martin
4
Bayraktar, Erhan
3
Bensoussan, Alain
3
Cont, Rama
3
Dai, Min
3
Eberlein, Ernst
3
Fabozzi, Frank J.
3
Frey, Rüdiger
3
Henderson, Vicky
3
Nunes, Joaõ Pedro Vidal
3
Orosi, Greg
3
Rosenberg, Joshua V.
3
Russo, Emilio
3
Sircar, Kaushik Ronnie
3
Teichmann, Josef
3
Tian, Yisong Sam
3
Wei, Jason
3
Černý, Aleš
3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
467
The journal of futures markets
261
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
International journal of financial engineering
116
Finance research letters
111
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
458
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1
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
2
A general accurate approximation for pricing and hedging basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
Saved in:
3
A simple accurate binomial tree for pricing options on stocks with know dollar dividends
Guo, Shuxin
;
Liu, Qiang
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012306189
Saved in:
4
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
5
Options decimalization
Chin, Faith
;
Garriott, Corey
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 88-103
Persistent link: https://www.econbiz.de/10011931871
Saved in:
6
Option
pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
7
Forgive, or award your debtor? : a barrier
option
approach
Sun, David
;
Chen, Chun-Da
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 67-95
Persistent link: https://www.econbiz.de/10011968674
Saved in:
8
An alternative
option
to portfolio rebalancing
Israelov, Roni
;
Tummala, Harsha
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 7-32
Persistent link: https://www.econbiz.de/10011941325
Saved in:
9
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
10
A simple closed-form formula for pricing basket options
Kan, Kin Hung
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 104-110
Persistent link: https://www.econbiz.de/10011931875
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