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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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Search: subject:"OPTION PRICING"
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Option pricing theory
57
Optionspreistheorie
57
Stochastic process
24
Stochastischer Prozess
24
Volatility
16
Volatilität
16
Theorie
15
Theory
15
Hedging
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Derivat
8
Derivative
8
Option trading
7
Optionsgeschäft
7
Portfolio selection
7
Portfolio-Management
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Yield curve
6
Zinsstruktur
6
Analysis
5
Commodity derivative
5
Mathematical analysis
5
Rohstoffderivat
5
Stochastic volatility
5
Stochastische Volatilität
5
Interest rate derivative
4
Zinsderivat
4
Arbitrage Pricing
3
Arbitrage pricing
3
Erdöl
3
Interest rate
3
Martingal
3
Martingale
3
Oil price
3
Petroleum
3
Zins
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Ölpreis
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ARCH model
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ARCH-Modell
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Aktienindex
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Graue Literatur
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English
59
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Chiarella, Carl
20
Platen, Eckhard
11
Schlögl, Erik
10
Nikitopoulos, Christina Sklibosios
7
Kang, Boda
6
Ziogas, Andrew
6
Cheng, Benjamin
4
Cheang, Gerald H. L.
3
Heath, David C.
3
Meyer, Gunter H.
3
Alfeus, Mesias
2
Assefa, Samson
2
Fanelli, Viviana
2
Glover, Kristoffer
2
Hulley, Hardy
2
Kienitz, Jörg
2
McWalter, Thomas A.
2
Musti, Silvana
2
Novikov, Alexander
2
Overbeck, Ludger
2
Peskir, Goran
2
Pilz, Kay Frederik
2
Rendek, Renata
2
Samee, Farman
2
Ziveyi, Jonathan
2
Aase Nielsen, Jørgen
1
Adolfsson, Thomas
1
Baldeaux, Jan
1
Barkhagen, Mathias
1
Beyna, Ingo
1
Bienek, Tobias
1
Blomvall, Jörgen
1
Byström, Hans N. E.
1
Chauveau, Thierry
1
Cheang, Gerald
1
Choy, Bruce
1
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Dun, Tim
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of theoretical and applied finance
496
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
263
Applied mathematical finance
254
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
216
Quantitative finance
199
Review of derivatives research
178
Insurance / Mathematics & economics
142
Journal of economic dynamics & control
134
European journal of operational research : EJOR
133
International journal of financial engineering
117
Finance research letters
109
Journal of mathematical finance
109
Computational economics
108
Risks : open access journal
96
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of financial economics
81
Journal of econometrics
75
Journal of financial and quantitative analysis : JFQA
64
The journal of finance : the journal of the American Finance Association
60
The review of financial studies
59
Energy economics
57
NBER working paper series
57
Review of quantitative finance and accounting
57
SFB 649 discussion paper
55
Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
52
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
International review of financial analysis
49
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ECONIS (ZBW)
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Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
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2
Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778197
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3
On numerical methods for spread options
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778198
Saved in:
4
Fast quantization of stochastic volatility models
Rudd, Ralph
;
McWalter, Thomas A.
;
Kienitz, Jörg
; …
-
2017
Persistent link: https://www.econbiz.de/10011778174
Saved in:
5
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
6
Pricing American options under regime switching using method of lines
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777915
Saved in:
7
A PDE view of game options
Meyer, Gunter H.
-
2016
Persistent link: https://www.econbiz.de/10011777979
Saved in:
8
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
9
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
10
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
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