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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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Derivative
Stochastischer Prozess
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
Stochastic process
5
Yield curve
5
Zinsstruktur
5
Derivat
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
1993-1994
1
Aktie
1
Aktienindex
1
Aktienoption
1
American option
1
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13
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English
13
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Alvarez, Luis H. R.
1
Alòs, Elisa
1
Bojarčenko, Svetlana I.
1
Carr, Peter
1
Chen, Zhanyu
1
Emmerling, Thomas J.
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
Pu, Jiang
1
Rheinländer, Thorsten
1
Romano, Marc
1
Touzi, Nizar
1
Večeř, Jan
1
Wells, Martin T.
1
Yam, Sheung Chi Phillip
1
Yu, Cindy L.
1
Yung, S. P.
1
Zhang, Shuzhong
1
Zhou, Wei
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
91
International journal of theoretical and applied finance
58
Journal of banking & finance
49
Quantitative finance
41
Review of derivatives research
37
Applied mathematical finance
35
Finance research letters
33
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
The journal of computational finance
24
International journal of financial engineering
23
International review of economics & finance : IREF
23
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of economic dynamics & control
22
Journal of financial economics
22
Journal of financial markets
20
International review of financial analysis
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Journal of mathematical finance
17
European journal of operational research : EJOR
16
Finance and stochastics
16
Computational economics
15
Applied economics
14
Applied financial economics
14
The journal of derivatives : JOD
14
Risks : open access journal
13
The European journal of finance
13
Journal of econometrics
12
Review of quantitative finance and accounting
12
Annals of finance
11
Research paper series / Swiss Finance Institute
11
The journal of finance : the journal of the American Finance Association
11
Economic modelling
10
Energy economics
10
Applied economics letters
9
Global finance journal
9
Journal of risk and financial management : JRFM
9
Working paper / National Bureau of Economic Research, Inc.
9
Asia-Pacific financial markets
8
Discussion paper / Tinbergen Institute
8
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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
Game call options revisited
Yam, Sheung Chi Phillip
;
Yung, S. P.
;
Zhou, Wei
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 173-206
Persistent link: https://www.econbiz.de/10010256173
Saved in:
5
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
6
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:
7
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:
8
Perpetual cancellable American call option
Emmerling, Thomas J.
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 645-666
Persistent link: https://www.econbiz.de/10009614942
Saved in:
9
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:
10
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:
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