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Search: subject:"Derivative Pricing"
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Subject
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Derivat
53
Derivative
53
Derivative pricing
50
Optionspreistheorie
46
Option pricing theory
45
derivative pricing
44
Stochastic process
22
Stochastischer Prozess
22
Volatility
12
Volatilität
12
CAPM
11
Yield curve
10
Zinsstruktur
10
Derivative pricing models
8
Hedging
8
Derivative Pricing
6
Econophysics
6
Portfolio selection
6
Portfolio-Management
6
Risk management
6
Interest rate derivative
5
Lévy processes
5
Monte Carlo simulation
5
Risikomanagement
5
Schätztheorie
5
Zinsderivat
5
incomplete markets
5
index options
5
risk management
5
stochastic dominance bounds
5
volatility smile
5
Car processes
4
Energiemarkt
4
Energy market
4
Estimation theory
4
Markov chain
4
Mathematical finance
4
Optionsgeschäft
4
Risk measure
4
Stochastic processes
4
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Online availability
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Undetermined
64
Free
37
Type of publication
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Article
86
Book / Working Paper
40
Type of publication (narrower categories)
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Article in journal
48
Aufsatz in Zeitschrift
48
Working Paper
7
Graue Literatur
4
Non-commercial literature
4
Arbeitspapier
2
Hochschulschrift
2
Article
1
Aufsatzsammlung
1
Thesis
1
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Language
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English
68
Undetermined
58
Author
All
Platen, Eckhard
7
Caporin, Massimiliano
5
Jackwerth, Jens Carsten
5
Perrakis, Stylianos
5
Monfort, Alain
4
Torro, Hipolit
4
Cai, Zongwu
3
Capriotti, Luca
3
Constantinides, George M.
3
Féron, Olivier
3
Gouriéroux, Christian
3
Hirukawa, Masayuki
3
Hong, Yongmiao
3
Mordecki, Ernesto
3
Balbás, Beatriz
2
Balbás, Raquel
2
Benth, Fred Espen
2
Brunner, Bernhard
2
CAPRIOTTI, LUCA
2
Constantinaides, George M.
2
Fajardo, José
2
Gospodinov, Nikolay
2
Han, Meng
2
He, Yeqi
2
Henrard, Marc Pierre
2
Herzberg, Frederik
2
Kanniainen, Juho
2
Karlsson, Patrik
2
Krayzler, Mikhail
2
Lu, Yang
2
Mikkonen, Tommi
2
Monfort, A.
2
Pegoraro, F.
2
Piche, Robert
2
Pres, Juliusz
2
Preś, Juliusz
2
Prorokowski, Hubert
2
Prorokowski, Lukasz
2
Rauch, Johannes
2
Sabino, Piergiacomo
2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Finance Discipline Group, Business School
4
Banque de France
2
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
2
Society for Computational Economics - SCE
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Tilburg University, Center for Economic Research
2
Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
2
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Department of Economics, Concordia University
1
Econometric Society
1
IBMEC Business School - Rio de Janeiro
1
Instituto sobre Desarrollo Empresarial (INDEM), Universidad Carlos III de Madrid
1
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Published in...
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Quantitative Finance
9
International Journal of Theoretical and Applied Finance (IJTAF)
7
International journal of theoretical and applied finance
7
Quantitative finance
6
MPRA Paper
5
Physica A: Statistical Mechanics and its Applications
5
CoFE Discussion Paper
4
Research Paper Series / Finance Discipline Group, Business School
4
"Marco Fanno" Working Papers
2
Annals of Finance
2
Applied mathematical finance
2
Discussion Paper / Tilburg University, Center for Economic Research
2
Finance and Stochastics
2
International Journal of Electronic Finance
2
Journal of econometrics
2
Review of derivatives research
2
Risks : open access journal
2
SFB 373 Discussion Paper
2
SFB 373 Discussion Papers
2
The journal of computational finance
2
The journal of energy markets
2
Working papers / Banque de France
2
Agricultural finance review
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of finance
1
Asia-Pacific Financial Markets
1
Business Economics Working Papers
1
Computational Management Science : CMS
1
Computational economics
1
Computing in Economics and Finance 2003
1
Computing in Economics and Finance 2006
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Econometric Society 2004 North American Winter Meetings
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Economics Letters
1
Energy Economics
1
Energy economics
1
Finance and stochastics
1
Finance research letters
1
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Source
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RePEc
65
ECONIS (ZBW)
53
EconStor
6
BASE
2
Showing
21
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30
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126
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21
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:
22
Essays in financial risk management and
derivative
pricing
Herbener, Michael
-
2016
Persistent link: https://www.econbiz.de/10012309291
Saved in:
23
Enhancing quasi-Monte Carlo simulation by minimizing effective dimension for
derivative
pricing
Xiao, Ye
;
Wang, Xiaoqun
- In:
Computational economics
54
(
2019
)
1
,
pp. 343-366
Persistent link: https://www.econbiz.de/10012134177
Saved in:
24
Approximation methods for inhomogeneous geometric Brownian motion
Capriotti, Luca
;
Jiang, Yupeng
;
Shaimerdenova, Gaukhar
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012012939
Saved in:
25
A recursive method for static replication of autocallable structured products
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 647-661
Persistent link: https://www.econbiz.de/10012194703
Saved in:
26
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach
Li, Minqiang
-
Volkswirtschaftliche Fakultät, …
-
2014
approximate normality enables us to reduce many
derivative
pricing
problems to simple expectations. We illustrate the generality …
Persistent link: https://www.econbiz.de/10011113493
Saved in:
27
Polynomial upper and lower bounds for financial derivative price functions under regime-switching
Bhim, Louis
;
Kawai, Reiichiro
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 35-71
Persistent link: https://www.econbiz.de/10011976660
Saved in:
28
An equilibrium pricing for OTC derivatives with non-cash collateralisation
Takino, Kazuhiro
- In:
International journal of financial markets and derivatives
6
(
2018
)
4
,
pp. 335-364
Persistent link: https://www.econbiz.de/10011996895
Saved in:
29
Sense, nonsense and the S&P500
Rogers, Leonard C. G.
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 447-461
Persistent link: https://www.econbiz.de/10011997958
Saved in:
30
Arbitrage pricing in non-Walrasian financial markets
Carvajal, Andrés
- In:
Economic theory : official journal of the Society for …
66
(
2018
)
4
,
pp. 951-978
Persistent link: https://www.econbiz.de/10012010925
Saved in:
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