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~subject:"Markov chain"
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Search: subject_exact:"Optionspreistheorie"
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Markov chain
Optionspreistheorie
14,732
Option pricing theory
14,267
Volatilität
3,855
Volatility
3,792
Theorie
3,530
Theory
3,397
Stochastischer Prozess
3,206
Stochastic process
3,156
Optionsgeschäft
2,856
Option trading
2,839
Derivat
2,366
Derivative
2,363
Hedging
1,240
Black-Scholes-Modell
1,097
Portfolio-Management
1,091
Portfolio selection
1,079
Black-Scholes model
1,044
CAPM
1,019
Zinsstruktur
932
Yield curve
922
Schätzung
864
Estimation
849
USA
721
United States
707
Realoptionsansatz
638
Real options analysis
637
Risiko
620
Risk
617
Monte-Carlo-Simulation
610
Monte Carlo simulation
605
Kreditrisiko
577
Statistische Verteilung
569
Credit risk
567
Statistical distribution
560
Börsenkurs
553
Share price
539
Kapitaleinkommen
510
Capital income
509
Zinsderivat
457
Interest rate derivative
454
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Undetermined
120
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77
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Article
235
Book / Working Paper
95
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Article in journal
230
Aufsatz in Zeitschrift
230
Graue Literatur
36
Non-commercial literature
36
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30
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30
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9
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8
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5
Book section
5
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2
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2
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English
326
German
4
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Cui, Zhenyu
18
Elliott, Robert J.
18
Siu, Tak Kuen
16
Nguyen, Duy
13
Chan, Leunglung
10
Kirkby, Justin
8
Kirkby, J. Lars
7
Li, Lingfei
7
Zhang, Gongqiu
6
Chen, Son-nan
5
Fabozzi, Frank J.
5
Ma, Jingtang
5
Zhu, Song-Ping
5
Hainaut, Donatien
4
He, Xin-Jiang
4
Kim, Young Shin
4
Nishide, Katsumasa
4
Remillard, Bruno
4
Shen, Yang
4
Skindilias, Konstantinos
4
Wang, Yongjin
4
Yang, Wensheng
4
Chourdakis, Kyriakos
3
Chourdakis, Kyriakos M.
3
Filipović, Damir
3
Gapeev, Pavel V.
3
Godin, Frédéric
3
Goutte, Stéphane
3
Hieber, Peter
3
Jeanblanc, Monique
3
Khaliq, Abdul Q. M.
3
Le Courtois, Olivier
3
Li, Chang-Yi
3
Lo, Chia Chun
3
Macrina, Andrea
3
Platen, Eckhard
3
Račev, Svetlozar T.
3
Russo, Emilio
3
Simonato, Jean-Guy
3
Trottier, Denis-Alexandre
3
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National Bureau of Economic Research
1
Technische Hochschule Mittelhessen
1
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International journal of theoretical and applied finance
27
Quantitative finance
12
European journal of operational research : EJOR
11
Finance research letters
9
Insurance / Mathematics & economics
9
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Annals of finance
7
Computational economics
7
Asia-Pacific financial markets
6
Energy economics
6
The journal of computational finance
6
Applied mathematical finance
5
International journal of financial engineering
5
Journal of economic dynamics & control
5
Review of derivatives research
5
Review of quantitative finance and accounting
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of futures markets
5
International journal of theoretical and applied finance : IJTAF
4
Journal of econometrics
4
Stevens Institute of Technology School of Business Research Paper
4
The European journal of finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of banking & finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of mathematical finance
3
Operations research
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Working paper / Department of Economics, Queen Mary
3
Central European journal of economic modelling and econometrics
2
Cogent economics & finance
2
Economic modelling
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of empirical finance
2
Journal of risk and financial management : JRFM
2
Mathematics and financial economics
2
North American actuarial journal
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
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ECONIS (ZBW)
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321
Sensitivitätsanalysen und adaptive Politiken zur Absicherung von Optionen in diskreter Zeit
Röhrs, Volker
-
2000
Persistent link: https://www.econbiz.de/10013439206
Saved in:
322
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
323
Minimal entropy martingale measures of jump type price processes in incomplete assets markets
Miyahara, Yoshio
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 97-113
Persistent link: https://www.econbiz.de/10001449305
Saved in:
324
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
325
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
Saved in:
326
A note on the forward measure
Davis, Mark
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 19-28
Persistent link: https://www.econbiz.de/10001230162
Saved in:
327
A Markov chain model for valuing credit risk derivatives
Kijima, Masaaki
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 97-108
Persistent link: https://www.econbiz.de/10001248808
Saved in:
328
A Markovian framework in multi-factor Heath-Jarrow-Morton models
Inui, Koji
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 423-440
Persistent link: https://www.econbiz.de/10001251496
Saved in:
329
On Cox processes and credit risky securities
Lando, David
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 99-120
Persistent link: https://www.econbiz.de/10001497926
Saved in:
330
Option pricing with stochastic valotility following a finite Markov Chain
Guo, Chen
- In:
International review of economics & finance : IREF
7
(
1998
)
4
,
pp. 407-415
Persistent link: https://www.econbiz.de/10001427810
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