//--> //--> //--> //-->
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:"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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Portfolio-Management
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
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
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
8
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Wang, Xingchun
3
Edwards, Craig Steven
1
Huang, Wei
1
Ku, Hyejin
1
Lee, Nicholas Rueilin
1
Li, Xiaoping
1
Lin, Wei-Yu
1
Liu, Ding
1
Liu, Jung-Fang
1
Lotfaliei, Babak
1
Lundberg, Clark
1
Tang, Xiaolin
1
Wang, Guanying
1
Xiao, Weilin
1
Xu, Weidong
1
Xu, Weijun
1
Yang, Zhaojun
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
70
Insurance / Mathematics & economics
37
Journal of economic dynamics & control
35
European journal of operational research : EJOR
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
31
Journal of banking & finance
30
Quantitative finance
30
Finance and stochastics
28
Applied mathematical finance
25
International journal of financial engineering
23
Journal of mathematical finance
21
Review of derivatives research
21
The European journal of finance
21
Finance research letters
18
International review of financial analysis
18
The North American journal of economics and finance : a journal of financial economics studies
17
Research paper series / Swiss Finance Institute
16
The journal of computational finance
16
Energy economics
15
Risks : open access journal
14
SpringerLink / Bücher
14
The journal of futures markets
14
Economic modelling
11
Journal of risk and financial management : JRFM
11
Mathematics and financial economics
11
Asia-Pacific financial markets
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Mathematical methods of operations research
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Annals of finance
9
Discussion paper / Tinbergen Institute
9
International journal of production economics
9
Computational economics
8
Journal of financial economics
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Real options and investment under uncertainty : classical readings and recent contributions
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The journal of finance : the journal of the American Finance Association
8
Annals of financial economics
7
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
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
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
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:
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->