//--> //--> //--> //-->
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"
~subject:"Credit risk"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~subject:"Real options analysis"
~subject:"Risiko"
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
Risiko
Option pricing theory
33
Optionspreistheorie
33
Derivat
14
Derivative
14
Option trading
9
Optionsgeschäft
9
Volatility
9
Volatilität
9
Kreditrisiko
6
Stochastic process
5
Stochastischer Prozess
5
Experiment
4
Portfolio selection
4
Aktienoption
3
Stock option
3
stochastic volatility
3
Anlageverhalten
2
Behavioural finance
2
Börsenkurs
2
CAPM
2
Capital income
2
Correlation
2
Dividend
2
Dividende
2
Hedging
2
Insolvency
2
Insolvenz
2
Kapitaleinkommen
2
Korrelation
2
Monte-Carlo-Simulation
2
Multivariate Verteilung
2
Multivariate distribution
2
Option pricing
2
Realoptionsansatz
2
Risk
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Wang, Xingchun
3
Chen, A.-S.
1
Edwards, Craig Steven
1
Huang, Wei
1
Ku, Hyejin
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
Shen, P.-F.
1
Tang, Xiaolin
1
Wang, Guanying
1
Xiao, Weilin
1
Xu, Weidong
1
Xu, Weijun
1
Yang, Zhaojun
1
Yeh, I.-Cheng
1
Zhang, Hai
1
Zhang, Xuan
1
Zhang, Zhekai
1
Zhao, Yang
1
Zhou, Chunyang
1
more ...
less ...
Published in...
All
Applied economics letters
International journal of theoretical and applied finance
112
The journal of computational finance
58
Quantitative finance
57
Applied mathematical finance
48
Finance and stochastics
48
Mathematical finance : an international journal of mathematics, statistics and financial theory
48
European journal of operational research : EJOR
47
Insurance / Mathematics & economics
47
Journal of economic dynamics & control
42
Journal of banking & finance
36
International journal of financial engineering
32
Review of derivatives research
32
Journal of mathematical finance
30
Risks : open access journal
30
Finance research letters
29
The European journal of finance
26
Energy economics
25
The North American journal of economics and finance : a journal of financial economics studies
25
The journal of futures markets
24
Computational economics
22
Research paper series / Swiss Finance Institute
22
International review of financial analysis
21
Journal of risk and financial management : JRFM
21
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Mathematics and financial economics
16
SpringerLink / Bücher
16
Asia-Pacific financial markets
15
Annals of finance
13
Applied economics
13
Journal of financial economics
13
Review of quantitative finance and accounting
13
The journal of finance : the journal of the American Finance Association
13
Economic modelling
12
International review of economics & finance : IREF
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
11
Discussion paper / Tinbergen Institute
11
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
11
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Finite-horizon zero-leverage firms
Lundberg, Clark
;
Lotfaliei, Babak
- In:
Applied economics letters
27
(
2020
)
14
,
pp. 1160-1169
Persistent link: https://www.econbiz.de/10012267078
Saved in:
9
Option valuation with liquidity risk and jumps
Zhang, Hai
;
Ku, Hyejin
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
Saved in:
10
Evaluating real estate development project with Monte Carlo based binomial options pricing model
Yeh, I.-Cheng
;
Lien, Che-Hui
- In:
Applied economics letters
27
(
2020
)
4
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012205448
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->