//--> //--> //--> //-->
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:"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"
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:"Option"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
458
Optionspreistheorie
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
United States
55
Derivat
50
Derivative
50
Interest rate derivative
37
Zinsderivat
37
Portfolio selection
36
Portfolio-Management
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
Monte-Carlo-Simulation
20
Börsenkurs
18
Insolvency
18
Insolvenz
18
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
587
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
588
Aufsatz in Zeitschrift
588
Collection of articles of several authors
2
Sammelwerk
2
Bibliografie
1
Bibliography
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
588
Author
All
Carr, Peter
8
Rogers, Leonard C. G.
8
Chen, Son-nan
7
Madan, Dilip B.
7
Wu, Ting-pin
7
Hull, John
6
Linetsky, Vadim
6
Ritchken, Peter H.
6
White, Alan
6
Glasserman, Paul
5
Kwok, Yue-Kuen
5
Newton, David P.
5
Yor, Marc
5
Bender, Christian
4
Brigo, Damiano
4
Broadie, Mark
4
Cont, Rama
4
Duan, Jin-Chuan
4
Duck, Peter W.
4
Ederington, Louis H.
4
Elliott, Robert J.
4
Fabozzi, Frank J.
4
Frey, Rüdiger
4
Geman, Hélyette
4
Hobson, David G.
4
Kallsen, Jan
4
Levendorskij, Sergej Z.
4
Schachermayer, Walter
4
Schoutens, Wim
4
Tian, Yisong Sam
4
Touzi, Nizar
4
Widdicks, Martin
4
Wu, Liuren
4
Bayraktar, Erhan
3
Bensoussan, Alain
3
Bermin, Hans-Peter
3
Bernard, Carole
3
Bielecki, Tomasz R.
3
Björk, Tomas
3
Capponi, Agostino
3
more ...
less ...
Published in...
All
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
554
The journal of futures markets
547
Journal of banking & finance
386
The journal of computational finance
269
Applied mathematical finance
268
Finance and stochastics
251
Review of derivatives research
213
Quantitative finance
209
Journal of financial economics
183
Finance research letters
176
Journal of economic dynamics & control
169
European journal of operational research : EJOR
157
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
145
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
133
Research paper series / Swiss Finance Institute
126
Journal of financial and quantitative analysis : JFQA
125
The North American journal of economics and finance : a journal of financial economics studies
122
International journal of financial engineering
121
International review of financial analysis
121
Computational economics
119
The European journal of finance
119
Journal of mathematical finance
117
Review of quantitative finance and accounting
111
International review of economics & finance : IREF
108
Risks : open access journal
108
The journal of fixed income
108
NBER Working Paper
105
MPRA Paper
104
Asia-Pacific financial markets
97
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Journal of empirical finance
85
Applied economics
84
Journal of econometrics
84
Applied financial economics
82
Energy economics
80
more ...
less ...
Source
All
ECONIS (ZBW)
588
Showing
91
-
100
of
588
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
91
Pricing swaptions and coupon bond options in affine term structure models
Schrager, David F.
;
Pelsser, Antoon André Jean
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 673-694
Persistent link: https://www.econbiz.de/10003394188
Saved in:
92
Fast pricing of cliquet options with global floor
Kjaer, Mats
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 47-60
Persistent link: https://www.econbiz.de/10003400052
Saved in:
93
Calibration risk for exotic options
Detlefsen, K.
;
Härdle, Wolfgang
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 47-63
Persistent link: https://www.econbiz.de/10003498957
Saved in:
94
Callable puts as composite exotic options
Kühn, Christoph
;
Kyprianou, Andreas E.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 487-502
Persistent link: https://www.econbiz.de/10003626591
Saved in:
95
Ratio spreads
Chaput, J. Scott
;
Ederington, Louis H.
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 41-57
Persistent link: https://www.econbiz.de/10003673354
Saved in:
96
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
97
High-order short-time expansions for ATM
option
prices of exponential Lévy models
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 516-557
Persistent link: https://www.econbiz.de/10011583594
Saved in:
98
Expectations of functions of stochastic time with application to credit risk modeling
Costin, Ovidiu
;
Gordy, Michael B.
;
Huang, Min
; …
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 748-784
Persistent link: https://www.econbiz.de/10011583796
Saved in:
99
The fallacy of fully dividend-protected stock options and convertible bonds
Zimmermann, Paul
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 61-72
Persistent link: https://www.econbiz.de/10011687226
Saved in:
100
Swaption pricing in affine and other models
Kim, Don H.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 790-820
Persistent link: https://www.econbiz.de/10011308168
Saved in:
First
Prev
6
7
8
9
10
11
12
13
14
15
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->