//--> //--> //--> //-->
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
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:"OPTION PRICING"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Optionspreistheorie
14,490
Option pricing theory
14,252
Volatilität
3,949
Volatility
3,931
Theorie
3,812
Theory
3,791
Stochastischer Prozess
3,233
Stochastic process
3,219
Optionsgeschäft
2,937
Option trading
2,924
Derivative
2,421
Derivat
2,420
Black-Scholes-Modell
1,652
Black-Scholes model
1,622
Hedging
1,311
Portfolio-Management
1,160
Portfolio selection
1,159
CAPM
1,057
Zinsstruktur
948
Yield curve
941
Estimation
893
Schätzung
891
USA
775
United States
767
option pricing
672
Real options analysis
646
Realoptionsansatz
646
Risk
642
Risiko
641
Monte Carlo simulation
631
Monte-Carlo-Simulation
617
Option pricing
602
Credit risk
590
Kreditrisiko
590
Statistische Verteilung
580
Statistical distribution
579
Börsenkurs
576
Share price
572
Capital income
536
Kapitaleinkommen
536
more ...
less ...
Online availability
All
Free
5,064
Undetermined
3,351
Type of publication
All
Article
8,792
Book / Working Paper
7,314
Journal
14
Other
10
Type of publication (narrower categories)
All
Article in journal
7,681
Aufsatz in Zeitschrift
7,681
Graue Literatur
1,877
Non-commercial literature
1,877
Working Paper
1,748
Arbeitspapier
1,689
Hochschulschrift
594
Aufsatz im Buch
558
Book section
558
Thesis
483
Lehrbuch
188
Textbook
177
Collection of articles of several authors
124
Sammelwerk
124
Collection of articles written by one author
83
Sammlung
83
Dissertation u.a. Prüfungsschriften
80
Bibliografie enthalten
78
Bibliography included
78
Aufsatzsammlung
73
Conference paper
45
Konferenzbeitrag
45
Forschungsbericht
41
Article
36
Glossar enthalten
31
Glossary included
31
Konferenzschrift
30
Handbook
27
Handbuch
27
Reprint
23
Systematic review
22
Übersichtsarbeit
22
Amtsdruckschrift
18
Government document
18
Conference proceedings
17
Bibliografie
15
Case study
13
Fallstudie
13
Einführung
12
Mehrbändiges Werk
12
more ...
less ...
Language
All
English
14,645
Undetermined
751
German
641
French
47
Spanish
23
Italian
16
Portuguese
6
Polish
3
Czech
2
Hungarian
2
Russian
2
Croatian
1
Lithuanian
1
Dutch
1
Romanian
1
Swedish
1
more ...
less ...
Author
All
Madan, Dilip B.
95
Carr, Peter
75
Cui, Zhenyu
73
Härdle, Wolfgang
73
Fabozzi, Frank J.
72
Joshi, Mark S.
67
Schoutens, Wim
62
Stentoft, Lars
62
Takahashi, Akihiko
61
Chiarella, Carl
53
Elliott, Robert J.
53
Jacobs, Kris
50
Hull, John
42
Benth, Fred Espen
40
Jarrow, Robert A.
40
Korn, Ralf
40
Kwok, Yue-Kuen
39
Chesney, Marc
37
Kim, Young Shin
36
Oosterlee, Cornelis W.
36
Platen, Eckhard
36
Schlögl, Erik
36
Wystup, Uwe
36
Fusai, Gianluca
35
Siu, Tak Kuen
35
Zhang, Jin E.
35
Ewald, Christian-Oliver
34
Wu, Liuren
34
Schoenmakers, John
33
Christoffersen, Peter F.
32
Wang, Xingchun
32
Barone-Adesi, Giovanni
31
Račev, Svetlozar T.
31
Schwartz, Eduardo S.
31
Yang, Zhaojun
31
Perrakis, Stylianos
30
Wilmott, Paul
30
Alghalith, Moawia
29
Alòs, Elisa
29
Scaillet, Olivier
29
more ...
less ...
Institution
All
National Bureau of Economic Research
59
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
33
EconWPA
29
University of Bonn, Germany
25
Centre for Analytical Finance <Århus>
24
Society for Computational Economics - SCE
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
18
International Monetary Fund (IMF)
17
HAL
15
Tilburg University, Center for Economic Research
13
Université Paris-Dauphine (Paris IX)
13
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
School of Economics and Management, University of Aarhus
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Department of Econometrics and Business Statistics, Monash Business School
8
Manchester Business School
8
C.E.P.R. Discussion Papers
7
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
7
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
6
Johannes Gutenberg-Universität Mainz
6
Nobel Prize Committee
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Banque de France
5
Bonn Graduate School of Economics
5
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
5
Deutsche Forschungsgemeinschaft
5
Econometric Society
5
Institut für Schweizerisches Bankwesen <Zürich>
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Springer Fachmedien Wiesbaden
5
Swiss Finance Institute
5
Tinbergen Instituut
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
5
Banca d'Italia
4
Centre of Financial Studies
4
more ...
less ...
Published in...
All
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
132
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
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
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
more ...
less ...
Source
All
ECONIS (ZBW)
14,927
RePEc
890
USB Cologne (EcoSocSci)
154
EconStor
98
BASE
37
USB Cologne (business full texts)
24
Showing
1
-
10
of
16,130
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Accurate delta hedging of european options using conformable calculus
Olmos, Andrés
;
Muriel, Nelson
- In:
EconoQuantum : Revista de Economía y Negocios
21
(
2024
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10014500556
Saved in:
2
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
Saved in:
3
A deep learning based numerical PDE method for
option
pricing
Wang, Xiang
;
Li, Jessica
;
Li, Jichun
- In:
Computational economics
62
(
2023
)
1
,
pp. 149-164
Persistent link: https://www.econbiz.de/10014327247
Saved in:
4
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
5
Long-term
option
pricing
with a lower reflecting barrier
Thomas, Guy
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
2
,
pp. 358-384
Persistent link: https://www.econbiz.de/10014320064
Saved in:
6
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
7
Effectiveness of deterministic
option
pricing
models : new evidence from Nifty and Bank Nifty Index options
Singh, Vipul Kumar
;
Kumar, Pawan
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 172-189
Persistent link: https://www.econbiz.de/10014511683
Saved in:
8
Scheduling processes and inference of scheduled events from price data
Leippold, Markus
;
Svaton, Michal
-
2024
Persistent link: https://www.econbiz.de/10014486795
Saved in:
9
Political uncertainty and currency markets
Leippold, Markus
;
Matthys, Felix
;
Mueller, Philippe
; …
-
2024
Persistent link: https://www.econbiz.de/10014486798
Saved in:
10
Options on temporary water allocation rights and their pricing
Lee, Geoff
;
Dong, Wenfeng
;
Zhu, Zili
- In:
The Australian journal of agricultural and resource …
68
(
2024
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10014532516
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->