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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"1993-1994"
~subject:"Stochastic process"
~subject:"Volatilität"
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1993-1994
Stochastic process
Volatilität
Option trading
49
Optionsgeschäft
49
Option pricing theory
38
Optionspreistheorie
38
Theorie
34
Theory
34
Hedging
11
Black-Scholes model
10
Black-Scholes-Modell
10
Volatility
7
Stochastischer Prozess
5
Yield curve
5
Zinsstruktur
5
Derivat
4
Derivative
4
Portfolio selection
4
Portfolio-Management
4
Search theory
4
Suchtheorie
4
American options
3
Transaction costs
3
Transaktionskosten
3
Börsenkurs
2
Markov chain
2
Markov-Kette
2
Martingal
2
Martingale
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Share price
2
Swap
2
barrier options
2
1993
1
Aktie
1
Aktienindex
1
Aktienoption
1
American option
1
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3
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Article
11
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11
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11
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English
11
Author
All
Alvarez, Luis H. R.
1
Alòs, Elisa
1
Bojarčenko, Svetlana I.
1
Brace, Alan
1
Carr, Peter
1
Chen, Zhanyu
1
Fukasawa, Masaaki
1
Goard, Joanna
1
Guéant, Olivier
1
Lee, Roger
1
Levendorskij, Sergej Z.
1
Li, Duan
1
Li, Haitao
1
Liang, Jianfeng
1
Mazur, Mathew
1
Musiela, Marek
1
Pu, Jiang
1
Rheinländer, Thorsten
1
Romano, Marc
1
Touzi, Nizar
1
Wells, Martin T.
1
Yu, Cindy L.
1
Zhang, Shuzhong
1
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Published in...
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
71
Journal of banking & finance
45
International journal of theoretical and applied finance
43
Quantitative finance
34
Review of derivatives research
30
Applied mathematical finance
28
Finance research letters
26
The journal of computational finance
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
International journal of financial engineering
16
International review of financial analysis
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of economic dynamics & control
15
Journal of financial markets
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Applied economics
14
International review of economics & finance : IREF
14
Journal of financial economics
13
Computational economics
12
European journal of operational research : EJOR
12
Finance and stochastics
12
Journal of econometrics
12
Research paper series / Swiss Finance Institute
11
Applied financial economics
10
Journal of mathematical finance
10
Annals of finance
9
Review of quantitative finance and accounting
9
The European journal of finance
9
Swiss Finance Institute Research Paper
8
Applied economics letters
7
Discussion paper / Tinbergen Institute
7
Economic modelling
7
Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
7
Operations research
7
Risks : open access journal
7
The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Asia-Pacific financial markets
6
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1
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:
2
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:
3
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
4
Stochastic-volatility models and the pricing of VIX options
Goard, Joanna
;
Mazur, Mathew
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 439-458
Persistent link: https://www.econbiz.de/10009783359
Saved in:
5
The normalizing transformation of the implied volatility smile
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 753-762
Persistent link: https://www.econbiz.de/10009614936
Saved in:
6
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
7
Minimum guaranteed payments and costly cancellation rights : a stopping game perspective
Alvarez, Luis H. R.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 733-751
Persistent link: https://www.econbiz.de/10008667600
Saved in:
8
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
9
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:
10
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 399-412
Persistent link: https://www.econbiz.de/10001232776
Saved in:
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