//--> //--> //--> //-->
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
~person:"Pedersen, Lasse Heje"
~person:"Zanette, Antonino"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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:"European option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option trading
19
Optionsgeschäft
19
Option pricing theory
14
Optionspreistheorie
14
USA
7
United States
7
Hedging
6
Black-Scholes model
5
Black-Scholes-Modell
5
Theorie
5
Theory
5
1996-2001
4
Demand
4
Financial market
4
Finanzmarkt
4
Nachfrage
4
American options
3
Dividend
3
Dividende
3
1985-2015
2
Capital income
2
Capital structure
2
Convertible bond
2
Index derivative
2
Indexderivat
2
Kapitaleinkommen
2
Kapitalstruktur
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Numerical analysis
2
Numerisches Verfahren
2
Portfolio selection
2
Portfolio-Management
2
Stochastic process
2
Stochastischer Prozess
2
Time
2
Transaction costs
2
Transaktionskosten
2
Volatility
2
Volatilität
2
more ...
less ...
Online availability
All
Undetermined
10
Free
2
Type of publication
All
Article
14
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Aufsatz in Zeitschrift
14
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
19
Author
All
Pedersen, Lasse Heje
Zanette, Antonino
Ryu, Doojin
26
Wang, Xingchun
22
Zhang, Jin E.
19
Carr, Peter
16
Joshi, Mark S.
15
Lee, Hangsuck
15
Kang, Jangkoo
12
Kwok, Yue-Kuen
12
Poteshman, Allen M.
12
Todorov, Viktor
12
Cui, Zhenyu
11
Fusari, Nicola
11
Kräussl, Roman
11
Andersen, Torben
10
Jackwerth, Jens Carsten
10
Lung, Peter P.
10
Madan, Dilip B.
10
Perrakis, Stylianos
10
Stentoft, Lars
10
Stork, Philip
10
Wu, Liuren
10
Chang, Chuang-chang
9
Crouhy, Michel
9
Doran, James S.
9
Escobar, Marcos
9
Fodor, Andy
9
Fusai, Gianluca
9
Hobson, David G.
9
Løchte Jørgensen, Peter
9
McAleer, Michael
9
Schoutens, Wim
9
Wei, Jason
9
Bebchuk, Lucian A.
8
Bernales, Alejandro
8
Cai, Ning
8
Farkas, Walter
8
He, Xin-Jiang
8
Kirkby, J. Lars
8
Kōnstantinidēs, Giōrgos
8
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / Centre for Economic Policy Research
2
Working paper / National Bureau of Economic Research, Inc.
2
Computational Management Science : CMS
1
European journal of operational research : EJOR
1
IMA journal of management mathematics
1
Journal of financial economics
1
Quantitative finance
1
Review of asset pricing studies : RAPS
1
Risk and decision analysis
1
The journal of computational finance
1
The review of financial studies
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Embedded leverage
Frazzini, Andrea
;
Pedersen, Lasse Heje
- In:
Review of asset pricing studies : RAPS
12
(
2022
)
1
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012878804
Saved in:
2
Moving average options : machine learning and Gauss-Hermite quadrature for a double non-Markovian problem
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 958-974
Persistent link: https://www.econbiz.de/10013364051
Saved in:
3
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 573-591
Persistent link: https://www.econbiz.de/10012194908
Saved in:
4
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
5
Fast binomial procedures for pricing Parisian/ParAsian options
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
Computational Management Science : CMS
14
(
2017
)
3
,
pp. 313-331
Persistent link: https://www.econbiz.de/10011710827
Saved in:
6
Early option exercise : never say never
Jensen, Mads Vestergaard
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 278-299
Persistent link: https://www.econbiz.de/10011590728
Saved in:
7
Early option exercise : never say never
Pedersen, Lasse Heje
;
Jensen, Mads Vestergaard
-
2015
Persistent link: https://www.econbiz.de/10011441359
Saved in:
8
A robust tree method for pricing American options with the Cox-Ingersoll-Ross interest rate model
Appolloni, Elisa
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
IMA journal of management mathematics
26
(
2015
)
4
,
pp. 377-401
Persistent link: https://www.econbiz.de/10011515669
Saved in:
9
The binomial interpolated lattice method for step double barrier options
Appolloni, Elisa
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010438537
Saved in:
10
Demand-based option pricing
Garleanu, Nicolae
(
contributor
); …
-
2005
derivative and its payoffs. For a
European
option
, for instance, the strike price, maturity date, and whether the option is a …
Persistent link: https://www.econbiz.de/10003726854
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->