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Search: subject:"multiasset"
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Subject
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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
Correlation
9
Korrelation
9
multi-asset
9
Derivat
8
Derivative
8
Risk management
8
Financial market
7
Finanzmarkt
7
Volatility
7
Volatilität
7
multi-asset options
7
Multi-asset options
6
Risikomanagement
6
Statistical distribution
6
Statistische Verteilung
6
Black-Scholes-Modell
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Risk
5
ARCH model
4
ARCH-Modell
4
Anlageverhalten
4
Behavioural finance
4
Black-Scholes model
4
Exotic options
4
Multi-asset
4
Multi-asset markets
4
Multi-asset portfolio
4
Multi-asset portfolios
4
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Online availability
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Undetermined
56
Free
38
Type of publication
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Article
73
Book / Working Paper
32
Other
1
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Article in journal
52
Aufsatz in Zeitschrift
52
Working Paper
8
Graue Literatur
6
Non-commercial literature
6
Thesis
6
Arbeitspapier
4
Article
2
Hochschulschrift
2
research-article
2
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English
79
Undetermined
27
Author
All
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
Angerer, Martin
2
Dushimimana, Jean Claude
2
Fengler, Matthias R.
2
Han, Feng
2
Hanke, Michael
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
Stöckl, Sebastian
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
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Institution
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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)
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Frankfurt School of Finance and Management
1
HAL
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Tinbergen Instituut
1
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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 European Real Estate Research
1
Journal of Financial Markets
1
Journal of Risk and Financial Management
1
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Source
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ECONIS (ZBW)
59
RePEc
33
BASE
6
EconStor
6
Other ZBW resources
2
Showing
61
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70
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106
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61
Unifying exotic option closed formulas
Esquível, Manuel L.
;
Veiga, Carlos
;
Wystup, Uwe
-
Frankfurt School of Finance and Management
-
2010
most, if not all, mountain range exotic options and is developed in a
multi-asset
, multi-currency Black-Scholes model with …
Persistent link: https://www.econbiz.de/10009642588
Saved in:
62
I.T. Investment and intangibles: evidence from banks
Martín-Oliver, Alfredo
;
Salas-Fumás, Vicente
-
Banco de España
-
2010
This paper models the investment behaviour of a
multi-asset
firm with market power that accumulates valuable intangible …
Persistent link: https://www.econbiz.de/10008495179
Saved in:
63
Detection of arbitrage in a market with
multi-asset
derivatives and known risk-neutral marginals
Tavin, Bertrand
- In:
Journal of banking & finance
53
(
2015
),
pp. 158-178
Persistent link: https://www.econbiz.de/10011377717
Saved in:
64
Shock transfer by arbitrage trading : analysis using
multi-asset
artificial market
Torii, Takuma
;
Izumi, Kiyoshi
;
Yamada, Kenta
- In:
Evolutionary and institutional economics review
12
(
2015
)
2
,
pp. 395-412
Persistent link: https://www.econbiz.de/10011445690
Saved in:
65
A comparison of U.S and Chinese financial market microstructure : heterogeneous agent-based
multi-asset
artificial stock markets approach
Yang, Haijun
;
Wang, Harry Jiannan
;
Sun, Gui Ping
;
Wang, Li
- In:
Journal of evolutionary economics : JEE
25
(
2015
)
5
,
pp. 901-924
Persistent link: https://www.econbiz.de/10011481578
Saved in:
66
Algorithmic counterparty credit exposure for
multi-asset
Bermudan options
Shen, Yanbin
;
Anderluh, J. H. M.
;
Weide, Hans van der
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011403163
Saved in:
67
Detection of arbitrage in a market with
multi-asset
derivatives and known risk-neutral marginals
Tavin, Bertrand
- In:
Journal of Banking & Finance
53
(
2015
)
C
,
pp. 158-178
In this paper we study the existence of arbitrage opportunities in a
multi-asset
market when risk-neutral marginal …
Persistent link: https://www.econbiz.de/10011209836
Saved in:
68
ALGORITHMIC COUNTERPARTY CREDIT EXPOSURE FOR
MULTI-ASSET
BERMUDAN OPTIONS
SHEN, YANBIN
;
ANDERLUH, J. H. M.
;
WEIDE, J. A. M. VAN DER
- In:
International Journal of Theoretical and Applied …
18
(
2015
)
01
,
pp. 1550001-1
For an efficient computation of the counterparty credit exposure profiles of the
multi-asset
options, a simulation … expected exposure (EE) by using SGBM forms the basis of the credit value adjustment (CVA) for
multi-asset
portfolios. …
Persistent link: https://www.econbiz.de/10011279129
Saved in:
69
The Multivariate Variance Gamma Process and Its Applications in
Multi-asset
Option Pricing
Wang, Jun
-
2009
Dependence modeling plays a critical role in pricing and hedging
multi-asset
derivatives and managing risks with a … simplifies the computation problem of pricing
multi-asset
options. Last, it can be applied to other time changed Levy processes … and we also develop Fast Fourier Transform (FFT)-based methods in pricing
multi-asset
options such as exchange options …
Persistent link: https://www.econbiz.de/10009450700
Saved in:
70
Behavior of Investors on a
Multi-Asset
Market
Steinbacher, Matjaz
-
Volkswirtschaftliche Fakultät, …
-
2009
This paper analyzes the field of investors’ decision-making on a
multi-asset
market. It does it through a simulation …
Persistent link: https://www.econbiz.de/10005036838
Saved in:
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