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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Option trading"
~subject:"Yield curve"
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Option trading
Yield curve
Option pricing theory
277
Optionspreistheorie
277
Volatility
143
Volatilität
143
CAPM
134
Stochastic process
134
Stochastischer Prozess
134
Theorie
87
Theory
87
Optionsgeschäft
70
Derivat
68
Derivative
68
Portfolio selection
66
Portfolio-Management
66
Capital income
62
Kapitaleinkommen
62
Börsenkurs
51
Share price
51
Estimation
43
Schätzung
42
Hedging
39
Black-Scholes model
34
Black-Scholes-Modell
34
Monte Carlo simulation
31
Monte-Carlo-Simulation
31
Option pricing
31
Experiment
30
Risiko
30
Risk
30
Zinsstruktur
28
Stochastic volatility
26
Forecasting model
25
Prognoseverfahren
25
Aktienmarkt
20
Stock market
20
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19
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19
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95
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2
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English
95
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Bayer, Christian
3
Chan, Tat Lung
2
Glau, Kathrin
2
Kim, Kyoung-Kuk
2
Kitapbayev, Yerkin
2
Lim, Dong-Young
2
Realdon, Marco
2
Romagnoli, Silvia
2
Tempone, Raúl
2
Wan, Justin W. L.
2
Wang, Guanying
2
Wang, Xingchun
2
Abad Díaz, David
1
Abergel, Frédéric
1
Akahori, J.
1
Alexander, Carol
1
Alfeus, Mesias
1
Arkorful, Gideon Bruce
1
Arratia, Argimiro
1
Asensio, Ivan Oscar
1
Bajo, Emanuele
1
Baldacci, Bastien
1
Ballotta, Laura
1
Barbi, Massimiliano
1
Barletta, Andrea
1
Barsotti, F.
1
Bel Hadj Ayed, Ahmed
1
Bergault, Philippe
1
Bernard, Carole
1
Bhargava, Vivek
1
Bollinger, Thomas R.
1
Bourgey, F.
1
Boyle, Phelim P.
1
Brignone, Riccardo
1
Brooks, Robert
1
Burkovska, O.
1
Cabaña, Alejandra
1
Capriotti, Luca
1
Chen, Fen-Ying
1
Chen, Haiqiang
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Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
137
The journal of futures markets
102
The journal of computational finance
82
Review of derivatives research
77
The journal of derivatives : the official publication of the International Association of Financial Engineers
75
Applied mathematical finance
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Journal of banking & finance
73
Finance and stochastics
61
Journal of financial economics
59
Finance research letters
54
Journal of economic dynamics & control
50
International journal of financial engineering
47
The North American journal of economics and finance : a journal of financial economics studies
42
European journal of operational research : EJOR
34
Journal of mathematical finance
34
NBER working paper series
34
The review of financial studies
32
Research paper series / Swiss Finance Institute
31
The journal of fixed income
31
Asia-Pacific financial markets
30
International review of economics & finance : IREF
30
Risks : open access journal
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Computational economics
28
NBER Working Paper
28
Working paper / National Bureau of Economic Research, Inc.
26
Insurance / Mathematics & economics
23
International review of financial analysis
23
Review of quantitative finance and accounting
21
Applied economics
20
Economic modelling
19
Journal of financial and quantitative analysis : JFQA
19
Journal of risk and financial management : JRFM
19
Swiss Finance Institute Research Paper
19
The journal of finance : the journal of the American Finance Association
19
Annals of finance
18
Discussion paper / B
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ECONIS (ZBW)
95
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95
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1
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
2
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
3
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
4
Efficient
pricing
and hedging of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
5
Cheapest-to-deliver collateral : a common factor approach
Wolf, Felix Lukas
;
Grzelak, Lech A.
;
Deelstra, Griselda
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 707-723
Persistent link: https://www.econbiz.de/10013367854
Saved in:
6
Bond indifference prices
Lorig, Matthew
;
Zou, Bin
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1223-1233
Persistent link: https://www.econbiz.de/10012588039
Saved in:
7
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
8
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
9
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
10
A transform-based method for
pricing
Asian options under general two-dimensional models
Zhang, Weinan
;
Zeng, Pingping
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1677-1697
Persistent link: https://www.econbiz.de/10014419186
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