//--> //--> //-->
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:"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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Monte Carlo simulation
Real options analysis
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
Portfolio-Management
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
Risiko
2
Risk
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Wang, Xingchun
3
Chen, A.-S.
1
Lee, Nicholas Rueilin
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, Xuan
1
Zhang, Zhekai
1
Zhao, Yang
1
more ...
less ...
Published in...
All
Applied economics letters
International journal of theoretical and applied finance
68
The journal of computational finance
51
Quantitative finance
38
European journal of operational research : EJOR
34
Applied mathematical finance
25
Journal of banking & finance
22
Energy economics
21
Computational economics
20
Finance and stochastics
20
Journal of economic dynamics & control
20
The European journal of finance
20
The journal of futures markets
20
Finance research letters
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
International journal of financial engineering
18
Review of derivatives research
18
Risks : open access journal
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of mathematical finance
15
International review of financial analysis
14
Asia-Pacific financial markets
13
Journal of risk and financial management : JRFM
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Insurance / Mathematics & economics
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Decisions in economics and finance : DEF ; a journal of applied mathematics
9
Applied economics
8
Discussion paper / Tinbergen Institute
7
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
7
Gabler Edition Wissenschaft
7
International journal of production economics
7
International review of economics & finance : IREF
7
Real options and investment under uncertainty : classical readings and recent contributions
7
Research paper series / Swiss Finance Institute
7
Review of quantitative finance and accounting
7
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
7
Annals of finance
6
Annals of financial economics
6
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Irreversible investment, ambiguity and equity default swaps
Tang, Xiaolin
;
Yang, Zhaojun
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1301-1305
Persistent link: https://www.econbiz.de/10012135390
Saved in:
10
Valuing vulnerable options with two underlying assets
Wang, Xingchun
- In:
Applied economics letters
27
(
2020
)
21
,
pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->