//--> //--> //-->
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
Retain my current filters
~accessRights:"restricted"
~isPartOf:"Journal of mathematical finance"
~subject:"Option trading"
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
Recent results in stochastic p...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option trading
Stochastic process
49
Stochastischer Prozess
49
Option pricing theory
30
Optionspreistheorie
30
Volatility
22
Volatilität
22
Portfolio selection
13
Portfolio-Management
13
Theorie
13
Theory
13
Derivat
9
Derivative
9
Experiment
9
Stochastic Volatility
7
Black-Scholes model
6
Black-Scholes-Modell
6
Analysis
5
Control theory
5
Kontrolltheorie
5
Mathematical analysis
5
Optionsgeschäft
5
Stochastic Optimal Control
5
Credit risk
4
Geometric Brownian Motion
4
Jump Diffusion
4
Kreditrisiko
4
Markov chain
4
Markov-Kette
4
Option Pricing
4
Aktienmarkt
3
Börsenkurs
3
CAPM
3
Correlation
3
Interest rate
3
Korrelation
3
Risiko
3
Risk
3
Share price
3
Stock market
3
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Gao, Min
2
Jagannathan, Raj
1
Mungatu, Joseph
1
Nabirye, Topilista
1
Ngare, Philip
1
Sakuma, Takayuki
1
Wei, Zhenfeng
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Quantitative finance
20
International journal of theoretical and applied finance
14
The journal of computational finance
14
Journal of economic dynamics & control
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of futures markets
9
Computational economics
8
European journal of operational research : EJOR
8
Applied mathematical finance
7
Finance research letters
7
International journal of financial engineering
7
Annals of finance
6
Finance and stochastics
6
Journal of econometrics
6
Review of derivatives research
5
Journal of banking & finance
4
The journal of derivatives : JOD
4
Insurance / Mathematics & economics
3
International review of economics & finance : IREF
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Operations research
3
Operations research letters
3
The European journal of finance
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Applied economics
2
Applied economics letters
2
Asia-Pacific financial markets
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
International journal of theoretical and applied finance : IJTAF
2
International review of finance
2
Journal of financial econometrics
2
Journal of the Operational Research Society
2
Market microstructure and liquidity
2
Mathematics of operations research
2
Modern economy
2
Research paper series / Swiss Finance Institute
2
The North American journal of economics and finance : a journal of theory and practice
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
2
Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
Saved in:
3
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
4
The British binary option
Gao, Min
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 747-762
Persistent link: https://www.econbiz.de/10012433492
Saved in:
5
Foreign exchange derivative pricing with stochastic correlation
Nabirye, Topilista
;
Ngare, Philip
;
Mungatu, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->