//--> //--> //--> //-->
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
~isPartOf:"Applied economics letters"
~isPartOf:"Mathematics of operations research"
~subject:"Credit risk"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~subject:"Real options analysis"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Monte Carlo simulation
Portfolio-Management
Real options analysis
Option pricing theory
59
Optionspreistheorie
59
Stochastic process
20
Stochastischer Prozess
20
Derivat
17
Derivative
17
Option trading
14
Optionsgeschäft
14
Volatility
13
Volatilität
13
Portfolio selection
9
Monte-Carlo-Simulation
8
Experiment
7
Kreditrisiko
6
Hedging
5
Mathematical programming
5
Mathematische Optimierung
5
Risiko
5
Risk
5
Aktienoption
4
CAPM
4
Decision under uncertainty
4
Entscheidung unter Unsicherheit
4
Search theory
4
Simulation
4
Stock option
4
Suchtheorie
4
optimal stopping
4
Black-Scholes model
3
Black-Scholes-Modell
3
Martingal
3
Martingale
3
Risikoaversion
3
Risk aversion
3
Transaction costs
3
Transaktionskosten
3
option pricing
3
more ...
less ...
Online availability
All
Undetermined
18
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
Wang, Xingchun
3
Bayraktar, Erhan
1
Bender, Christian
1
Chen, A.-S.
1
Chen, Nan
1
Czichowsky, Christoph
1
Deng, Shuoqing
1
Edwards, Craig Steven
1
González Cázares, Jorge Ignacio
1
Gärtner, Christian
1
Heidergott, Bernd
1
Huang, Wei
1
Huang, Zhengyu
1
Jin, Xing
1
Kallsen, Jan
1
Krätschmer, Volker
1
Ku, Hyejin
1
Ladkau, Marcel
1
Laeven, Roger J. A.
1
Lee, Nicholas Rueilin
1
Li, Xiaoping
1
Lien, Che-Hui
1
Lin, Wei-Yu
1
Liu, Ding
1
Liu, Jung-Fang
1
Lotfaliei, Babak
1
Lundberg, Clark
1
Luo, Dan
1
Mijatović, Aleksandar
1
Pennanen, Teemu
1
Schoenmakers, John
1
Schweizer, Nikolaus
1
Shen, P.-F.
1
Stadje, Mitja
1
Tan, Xiaolu
1
Tang, Xiaolin
1
Uribe Bravo, GerĂłnimo
1
Volk-Makarewicz, Warren
1
Wang, Guanying
1
Xiao, Weilin
1
more ...
less ...
Published in...
All
Applied economics letters
Mathematics of operations research
International journal of theoretical and applied finance
100
The journal of computational finance
55
Quantitative finance
53
European journal of operational research : EJOR
45
Finance and stochastics
42
Journal of economic dynamics & control
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
Insurance / Mathematics & economics
39
Applied mathematical finance
38
Journal of banking & finance
32
International journal of financial engineering
30
Journal of mathematical finance
26
Finance research letters
24
Review of derivatives research
24
The European journal of finance
24
Risks : open access journal
23
The North American journal of economics and finance : a journal of financial economics studies
23
Energy economics
22
The journal of futures markets
22
Computational economics
21
International review of financial analysis
20
Journal of risk and financial management : JRFM
19
Research paper series / Swiss Finance Institute
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Asia-Pacific financial markets
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
SpringerLink / BĂĽcher
14
Decisions in economics and finance : DEF ; a journal of applied mathematics
11
Economic modelling
11
Mathematics and financial economics
11
Annals of finance
10
Applied economics
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
10
Mathematical methods of operations research
10
Operations research letters
10
Annals of financial economics
9
Discussion paper / Tinbergen Institute
9
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Convex duality in stochastic optimization and mathematical finance
Pennanen, Teemu
- In:
Mathematics of operations research
36
(
2011
)
2
,
pp. 340-362
Persistent link: https://www.econbiz.de/10009162067
Saved in:
2
The instantaneous return and volatility of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Saved in:
3
Localization and exact simulation of Brownian motion-driven stochastic differential equations
Chen, Nan
;
Huang, Zhengyu
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009787357
Saved in:
4
Pricing black-scholes options with correlated credit risk and jump risk
Xu, Weidong
;
Xu, Weijun
;
Xiao, Weilin
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 87-93
Persistent link: https://www.econbiz.de/10010482058
Saved in:
5
A measure-valued differentiation approach to sensitivities of quantiles
Heidergott, Bernd
;
Volk-Makarewicz, Warren
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 293-317
Persistent link: https://www.econbiz.de/10011448383
Saved in:
6
Default probability anomalies in the momentum startegies
Lee, Nicholas Rueilin
;
Liu, Jung-Fang
;
Lin, Wei-Yu
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1206-1209
Persistent link: https://www.econbiz.de/10010465679
Saved in:
7
Computational complexity analysis of least-squares Monte Carlo (LSM) for pricing US derivatives
Chen, A.-S.
;
Shen, P.-F.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 223-229
Persistent link: https://www.econbiz.de/10001748973
Saved in:
8
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
9
Financial derivatives and default dependence : a time-varying copula approach
Zhang, Xuan
;
Liu, Ding
;
Zhao, Yang
;
Zhang, Zhekai
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 958-963
Persistent link: https://www.econbiz.de/10012589711
Saved in:
10
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->