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~subject:"Optionsgeschäft"
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Optionsgeschäft
Optionspreistheorie
20
Basket options
19
Option pricing theory
19
Option trading
14
Basket Options
9
basket options
9
Stochastic process
8
Stochastischer Prozess
8
Derivat
6
Derivative
6
Statistical distribution
5
Statistische Verteilung
5
Volatility
5
Volatilität
5
Black-Scholes model
4
Black-Scholes-Modell
4
Correlation Risk
3
Foreign Exchange Optios
3
Hedging
3
Ito-Taylor Expansion
3
Monte Carlo Simulation
3
Monte Carlo simulation
3
Portfolio selection
3
Portfolio-Management
3
Risikoprämie
3
Risk premium
3
Super-replication
3
Theorie
3
Volatility Smile Modelling
3
option pricing
3
ARCH model
2
ARCH-Modell
2
Analytical Approximations
2
Basket options valuation
2
Correlation
2
Credit risk
2
Default risk
2
Expected shortfall
2
Korrelation
2
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Undetermined
13
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Article
14
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14
Aufsatz in Zeitschrift
14
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English
14
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Wang, Xingchun
2
Wu, Ping
2
Bayer, Christian
1
Bo, Lijun
1
Chang, Jui-Jane
1
Dong, Ziming
1
Elliott, Robert J.
1
Escobar, Marcos
1
Hajizadeh, Ehsan
1
Huang, Pao-Hsien
1
Krause, Daniel
1
Kuang, Yuming
1
Lai, Tze Leung
1
Leccadito, Arturo
1
Mahootchi, Masoud
1
Paletta, Tommaso
1
Pellegrino, Tommaso
1
Redmann, Martin
1
Romo, Jacinto Marabel
1
Schoenmakers, John
1
Talponen, Jarno
1
Tang, Dan
1
Tunaru, Radu
1
Viitasaari, Lauri
1
Wang, Yongjin
1
Wu, Ting-Pin
1
Yu, Bo
1
Zagst, Rudi
1
Zhang, Han
1
Zhu, Hongmei
1
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Review of derivatives research
3
Journal of mathematical finance
2
Annals of finance
1
Computational economics
1
Emerging markets, finance and trade : EMFT
1
Finance research letters
1
Insurance / Mathematics & economics
1
Mathematics and financial economics
1
Operations research letters
1
Quantitative finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
14
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1
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10
of
14
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date (oldest first)
1
Pricing and risk management of multi-assets financial instruments to natural disasters
Chang, Jui-Jane
;
Huang, Pao-Hsien
;
Wu, Ting-Pin
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
1
,
pp. 19-43
Persistent link: https://www.econbiz.de/10014444330
Saved in:
2
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
3
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
4
The closed-form approximation to price
basket
options
under stochastic interest rate
Yu, Bo
;
Zhu, Hongmei
;
Wu, Ping
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013342195
Saved in:
5
Dynamic programming for optimal stopping via pseudo-regression
Bayer, Christian
;
Redmann, Martin
;
Schoenmakers, John
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10012424631
Saved in:
6
Developing a risk-based approach for American basket option pricing
Hajizadeh, Ehsan
;
Mahootchi, Masoud
- In:
Computational economics
53
(
2019
)
4
,
pp. 1593-1612
Persistent link: https://www.econbiz.de/10012135578
Saved in:
7
The pricing of
basket
options
: a weak convergence approach
Bo, Lijun
;
Wang, Yongjin
- In:
Operations research letters
45
(
2017
)
2
,
pp. 119-125
Persistent link: https://www.econbiz.de/10011687623
Saved in:
8
A simple efficient approximation to price basket stock options with volatility smile
Wu, Ping
;
Elliott, Robert J.
- In:
Annals of finance
13
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011944955
Saved in:
9
Pricing and hedging
basket
options
with exact moment matching
Leccadito, Arturo
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 59-69
Persistent link: https://www.econbiz.de/10011530924
Saved in:
10
A general closed form approximation pricing formula for basket and multi-asset spread options
Pellegrino, Tommaso
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 944-974
Persistent link: https://www.econbiz.de/10011658120
Saved in:
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