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Search: subject:"american options"
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Subject
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American options
213
Optionspreistheorie
110
Option pricing theory
107
Option trading
75
Optionsgeschäft
75
Stochastischer Prozess
39
Stochastic process
38
Monte Carlo simulation
26
Black-Scholes model
25
Black-Scholes-Modell
25
Volatility
23
Volatilität
23
optimal stopping
21
American Options
20
Monte-Carlo-Simulation
20
European options
15
Suchtheorie
15
Search theory
14
Derivat
12
Derivative
12
stochastic volatility
12
american options
10
option pricing
10
Option pricing
9
Stochastic volatility
9
free boundary problem
9
Barrier options
8
Hedging
8
Analysis
7
Experiment
7
Finance
7
Interest rate
7
Kleinste-Quadrate-Methode
7
Least squares method
7
Optimal stopping
7
Simulation
7
Zins
7
Markov chain
6
Mathematical analysis
6
Mathematical programming
6
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Online availability
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Undetermined
136
Free
79
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Article
184
Book / Working Paper
83
Other
1
Type of publication (narrower categories)
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Article in journal
94
Aufsatz in Zeitschrift
94
Working Paper
14
Graue Literatur
10
Non-commercial literature
10
Arbeitspapier
8
Article
6
Hochschulschrift
4
Thesis
4
Aufsatz im Buch
2
Book section
2
Conference paper
2
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2
research-article
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Language
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English
146
Undetermined
120
Spanish
2
Author
All
Chiarella, Carl
17
Ziogas, Andrew
14
Stentoft, Lars
12
Detemple, Jérôme B.
7
Zanette, Antonino
6
Battauz, Anna
5
Broadie, Mark
5
Bayraktar, Erhan
4
Ben-Ameur, Hatem
4
Caramellino, Lucia
4
Cerrato, Mario
4
Cheang, Gerald H. L.
4
De Donno, Marzia
4
Reesor, R. Mark
4
Sbuelz, Alessandro
4
Abbasyan, Abdollah
3
Briani, Maya
3
Carr, Peter
3
Elliott, Robert
3
Henderson, Vicky
3
Jou, Jyh-Bang
3
Leippold, Markus
3
Rotondi, Francesco
3
Wallner, Christian
3
Warin, Xavier
3
Wystup, Uwe
3
Alexander, Carol
2
Alghalith, Moawia
2
Alvarez, Luis H. R.
2
Appolloni, Elisa
2
Bank, Peter
2
Belomestny, Denis
2
Bernhart, Marie
2
Bladt, Mogens
2
Boire, Francois-Michel
2
Breton, Michèle
2
Chan, Leunglung
2
Cheang, Gerald
2
Chen, Qihong
2
Cheng, Jun
2
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Institution
All
Finance Discipline Group, Business School
10
EconWPA
8
Society for Computational Economics - SCE
8
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
Henley Business School, University of Reading
3
School of Economics and Management, University of Aarhus
3
Scottish Institute for Research in Economics (SIRE)
3
Department of Economics, Adam Smith Business School
2
HAL
2
Université Paris-Dauphine (Paris IX)
2
Banco de México
1
Christian-Albrechts-Universität zu Kiel
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia
1
Eberhard Karls Universität Tübingen
1
Finance, University of Technology, Sydney,; Gunter Meyer, School of Mathematics, Georgia Institute of Technology,; Andrew Ziogas, School of Economics
1
Frankfurt School of Finance and Management
1
Graduate School of Economics, Kyoto University
1
Graduate School of Economics, Osaka University
1
HEC Paris (École des Hautes Études Commerciales)
1
Hochschule für Bankwirtschaft
1
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Swiss Finance Institute
1
Tilburg University, Center for Economic Research
1
Turun Kauppakorkeakoulu, Turun Yliopisto
1
University of Bonn, Germany
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Published in...
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Finance and Stochastics
11
Management Science
10
Research Paper Series / Finance Discipline Group, Business School
10
International journal of theoretical and applied finance
9
Quantitative finance
8
Review of Derivatives Research
8
Applied Mathematical Finance
7
Finance
7
Quantitative Finance
7
The journal of computational finance
7
CIRANO Working Papers
6
International Journal of Theoretical and Applied Finance (IJTAF)
6
Review of derivatives research
6
Applied mathematical finance
5
European journal of operational research : EJOR
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
CREATES Research Papers
3
ICMA Centre Discussion Papers in Finance
3
International journal of theoretical and applied finance : IJTAF
3
Journal of Risk and Financial Management
3
Journal of risk and financial management : JRFM
3
SIRE Discussion Papers
3
CPQF Working Paper Series
2
Computational Statistics
2
Computational economics
2
Computing in Economics and Finance 2004
2
Computing in Economics and Finance 2005
2
Computing in Economics and Finance 2006
2
Economics Papers from University Paris Dauphine
2
European Journal of Operational Research
2
IMA journal of management mathematics
2
International Journal of Financial Markets and Derivatives
2
Journal of banking & finance
2
Journal of derivatives & hedge funds
2
Journal of economic dynamics & control
2
Managerial Finance
2
Mathematical Methods of Operations Research
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematics and Computers in Simulation (MATCOM)
2
Mathematics of operations research
2
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Source
All
RePEc
143
ECONIS (ZBW)
108
EconStor
12
BASE
3
Other ZBW resources
2
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71
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268
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71
A direct solution method for pricing options involving the maximum process
Egami, Masahiko
;
Oryu, Tadao
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 967-993
Persistent link: https://www.econbiz.de/10011944460
Saved in:
72
A hybrid approach for the implementation of the Heston model
Briani, Maya
;
Caramellino, Lucia
;
Zanette, Antonio
- In:
IMA journal of management mathematics
28
(
2017
)
4
,
pp. 467-500
Persistent link: https://www.econbiz.de/10011845242
Saved in:
73
A hybrid tree/finite-difference approach for Heston-Hull-White-type models
Briani, Maya
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011848334
Saved in:
74
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model
Leippold, Markus
;
Vasiljević, Nikola
- In:
Journal of banking & finance
77
(
2017
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011814354
Saved in:
75
Optimal accelerated share repurchases
Jaimungal, S.
;
Kinzebulatov, D.
;
Rubisov, D. H.
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 216-245
Persistent link: https://www.econbiz.de/10011815227
Saved in:
76
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars
;
Nguyen, Duy
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
Saved in:
77
Super-hedging
American
options
with semi-static trading strategies under model uncertainty
Bayraktar, Erhan
;
Zhou, Zhou
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011734088
Saved in:
78
An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
Saved in:
79
Non-parametric American option valuation using Cressie-Read divergences
Alcock, Jamie
;
Smith, Godfrey
- In:
Australian journal of management
42
(
2017
)
2
,
pp. 252-275
Persistent link: https://www.econbiz.de/10011774878
Saved in:
80
The effects of negative nominal rates on the pricing of American calls : some theoretical and numerical insights
Cafferata, Alessia
;
Giribone, Pier Giuseppe
;
Resta, Marina
- In:
Modern economy
8
(
2017
)
7
,
pp. 878-887
Persistent link: https://www.econbiz.de/10011747766
Saved in:
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