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Search: subject:"multiasset"
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Optionspreistheorie
31
Option pricing theory
29
Portfolio selection
20
Portfolio-Management
20
Theorie
19
Theory
16
Optionsgeschäft
13
Option trading
12
Stochastic process
10
Stochastischer Prozess
10
CAPM
9
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9
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9
multi-asset
9
Derivat
8
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8
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8
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7
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Volatilität
7
multi-asset options
7
Multi-asset options
6
Risikomanagement
6
Statistical distribution
6
Statistische Verteilung
6
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5
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Risk
5
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4
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Behavioural finance
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Exotic options
4
Multi-asset
4
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Undetermined
54
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38
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Article
71
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Veiga, Carlos
4
Wystup, Uwe
4
Dias, Alexandra
3
Dieci, Roberto
3
Escobar, Marcos
3
Esquível, Manuel L.
3
García, Diego
3
Guillaume, Tristan
3
Heidergott, Bernd
3
Rastegari, Javad
3
Schmitt, Noemi
3
Stentoft, Lars
3
Tavin, Bertrand
3
Volk-Makarewicz, Warren
3
Dushimimana, Jean Claude
2
Fengler, Matthias R.
2
Han, Feng
2
Hens, Thorsten
2
Li, Minqiang
2
Ma, Xiaojuan
2
Ouwehand, Peter
2
Prokopczuk, Marcel
2
Rigatos, Gerasimos G.
2
Samimi, Oldouz
2
Schnetzer, Michael
2
Schwendner, Peter
2
Shiraya, Kenichiro
2
Siano, P.
2
Säfvenblad, Patrik
2
Urošević, Branko
2
Westerhoff, Frank H.
2
Xu, Jiahua
2
Zhang, Jiheng
2
Zhou, Jieyun
2
ABBAS-TURKI, LOKMAN A.
1
ANDERLUH, J. H. M.
1
Abbas-Turki, Lokman A.
1
Aboura, Sofiane
1
Ahdida, Abdelkoddousse
1
Akahori, Jirô
1
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Henley Business School, University of Reading
3
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Finance Discipline Group, Business School
2
University of Stellenbosch. Faculty of Science. Dept. of Mathematical Sciences.
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Banco de España
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Department of Economics and Business, Universitat Pompeu Fabra
1
Frankfurt School of Finance and Management
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HAL
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Society for Computational Economics - SCE
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Tinbergen Instituut
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International Journal of Theoretical and Applied Finance (IJTAF)
4
International journal of theoretical and applied finance
4
Computational economics
3
ICMA Centre Discussion Papers in Finance
3
Journal of banking & finance
3
Quantitative finance
3
Applied Mathematical Finance
2
Applied mathematical finance
2
CPQF Working Paper Series
2
International journal of financial engineering
2
Journal of Banking & Finance
2
MPRA Paper
2
Research Paper Series / Finance Discipline Group, Business School
2
Research paper series / Swiss Finance Institute
2
Review of Derivatives Research
2
SSE/EFI Working Paper Series in Economics and Finance
2
Annals of financial economics
1
Asia-Pacific Financial Markets
1
BERG Working Paper Series
1
BERG working paper series
1
Banco de España Working Papers
1
Bulletin of applied economics
1
CIRANO Working Papers
1
Computing in Economics and Finance 2005
1
Decision making and risk/return optimization in financial economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
1
European journal of operational research : EJOR
1
Evolutionary and institutional economics review
1
Finance and stochastics
1
Finance research letters
1
Financial analysts journal : FAJ
1
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
International Journal for Re-Views in Empirical Economics (IREE)
1
International Journal for Re-Views in Empirical Economics : IREE
1
International review of financial analysis
1
Journal of Financial Markets
1
Journal of Risk and Financial Management
1
Journal of evolutionary economics : JEE
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ECONIS (ZBW)
59
RePEc
33
BASE
6
EconStor
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Showing
41
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50
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104
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date (oldest first)
41
A
Multi-Asset
Option Approximation for General Stochastic Processes
Arismendi, Juan
-
Henley Business School, University of Reading
-
2014
We derived a model-free analytical approximation of the price of a
multi-asset
option defined over an arbitrary …
Persistent link: https://www.econbiz.de/10010937358
Saved in:
42
Steady states, stability and bifurcations in
multi-asset
market models
Dieci, Roberto
;
Schmitt, Noemi
;
Westerhoff, Frank H.
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 357-378
Persistent link: https://www.econbiz.de/10011997945
Saved in:
43
Pricing
multi-asset
American option under Heston stochastic volatility model
Samimi, Oldouz
;
Mehrdoust, Farshid
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011923057
Saved in:
44
Stabilization of mortgage price dynamics using a boundary PDE feedback control approach
Rigatos, Gerasimos G.
;
Siano, P.
- In:
Journal of quantitative economics
16
(
2018
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10012418325
Saved in:
45
A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles
Heidergott, Bernd
;
Volk-Makarewicz, Warren
-
Tinbergen Instituut
-
2013
to the parameter of interest. Specifically, we perform a sensitivity analysis of the quantile of the value of a
multi-asset
…
Persistent link: https://www.econbiz.de/10011257156
Saved in:
46
A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles
Heidergott, Bernd
;
Volk-Makarewicz, Warren
-
2013
to the parameter of interest. Specifically, we perform a sensitivity analysis of the quantile of the value of a
multi-asset
…
Persistent link: https://www.econbiz.de/10010326413
Saved in:
47
Heterogeneous Beliefs and the Cross-Section of Asset Returns
He, Xue-Zhong
;
Shi, Lei
-
Finance Discipline Group, Business School
-
2012
stronger in a
multi-asset
market than in a single-asset market, in which the impact of small disagreement may be negligible …
Persistent link: https://www.econbiz.de/10010643375
Saved in:
48
A general control variate method for multi-dimensional SDEs : an application to
multi-asset
options under local stochastic volatility with jumps models in finance
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
Saved in:
49
A numerical method to approximate
multi-asset
option pricing under exponential Lévy model
Khodayari, Leila
;
Ranjbar, Mojtaba
- In:
Computational economics
50
(
2017
)
2
,
pp. 189-205
Persistent link: https://www.econbiz.de/10011762378
Saved in:
50
PRIX : a risk index for global private investors
Stöckl, Sebastian
;
Hanke, Michael
;
Angerer, Martin
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
2
,
pp. 214-231
Persistent link: https://www.econbiz.de/10011701765
Saved in:
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