//--> //--> //--> //-->
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 mathematical finance"
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
Comments on Option Pricing
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
244
Optionspreistheorie
244
Stochastic process
92
Stochastischer Prozess
92
Theorie
88
Theory
88
Volatility
87
Volatilität
87
Derivat
80
Derivative
80
Option trading
55
Optionsgeschäft
55
Black-Scholes model
39
Black-Scholes-Modell
39
Hedging
38
Yield curve
26
Zinsstruktur
26
Swap
17
Portfolio selection
16
Portfolio-Management
16
CAPM
15
Risiko
15
Risk
15
Credit risk
14
Kreditrisiko
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Experiment
13
stochastic volatility
13
Simulation
12
Interest rate derivative
11
Martingal
11
Martingale
11
Zinsderivat
11
Statistical distribution
10
Statistische Verteilung
10
Incomplete market
8
Interest rate
8
Unvollkommener Markt
8
Zins
8
more ...
less ...
Online availability
All
Undetermined
75
Free
8
Type of publication
All
Article
277
Type of publication (narrower categories)
All
Article in journal
277
Aufsatz in Zeitschrift
277
Language
All
English
277
Author
All
Benth, Fred Espen
7
Eberlein, Ernst
6
Sircar, Kaushik Ronnie
5
Howison, Sam
4
Kwok, Yue-Kuen
4
Sabino, Piergiacomo
4
Zagst, Rudi
4
Atkinson, Colin
3
Avellaneda, Marco
3
Baldeaux, Jan
3
Bermin, Hans-Peter
3
Chiarella, Carl
3
Cohen, Samuel N.
3
Elliott, Robert J.
3
Escobar, Marcos
3
Glau, Kathrin
3
Leung, Tim
3
Madan, Dilip B.
3
Oosterlee, Cornelis Willebrordus
3
Reisinger, Christoph
3
Rutkowski, Marek
3
Siu, Tak Kuen
3
Wang, Sheng
3
Webber, Nick
3
Zheng, Wendong
3
Ahn, Hyungsok
2
Alòs, Elisa
2
Baptiste, Julien
2
Bouchaud, Jean-Philippe
2
Buchen, Peter W.
2
Carr, Peter
2
Cheang, Gerald H. L.
2
Cherubini, Umberto
2
Chesney, Marc
2
Cooper, Ian
2
Dang, Duy Minh
2
Ericsson, Jan
2
Forsyth, Peter A.
2
Gardini, Matteo
2
Götz, Barbara
2
more ...
less ...
Published in...
All
Applied mathematical finance
NBER Working Papers
777
The journal of futures markets
733
MPRA Paper
678
International journal of theoretical and applied finance
581
Working Paper
434
Journal of banking & finance
404
Research paper series / Swiss Finance Institute
377
CEPR Discussion Papers
365
ECB Working Paper
317
Mathematical finance : an international journal of mathematics, statistics and financial theory
309
The journal of derivatives : the official publication of the International Association of Financial Engineers
302
The journal of computational finance
274
Swiss Finance Institute Research Paper
272
Finance and stochastics
263
Economics Papers from University Paris Dauphine
260
NBER working paper series
244
CESifo Working Paper
241
Journal of Banking & Finance
236
Quantitative finance
226
Review of derivatives research
213
Finance
200
Finance research letters
186
CESifo working papers
173
Energy economics
163
Journal of economic dynamics & control
162
Journal of financial economics
162
European journal of operational research : EJOR
161
IMF Working Papers
152
Insurance / Mathematics & economics
151
The journal of finance : the journal of the American Finance Association
149
Journal of financial and quantitative analysis : JFQA
141
Journal of Financial Economics
138
Working paper series / European Central Bank
137
CESifo Working Paper Series
135
Working paper
135
IESE Research Papers
134
Journal of risk and financial management : JRFM
134
Risks : open access journal
132
Working paper / National Bureau of Economic Research, Inc.
132
more ...
less ...
Source
All
ECONIS (ZBW)
277
Showing
1
-
10
of
277
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
2
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
Saved in:
3
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 547-574
Persistent link: https://www.econbiz.de/10011815299
Saved in:
4
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
5
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
6
Pricing perpetual American compound options under a matrix-exponential jump-diffusion model
Chang, Ming-Chi
;
Sheu, Yuan-Chung
;
Tsai, Ming-Yao
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 553-575
Persistent link: https://www.econbiz.de/10011490624
Saved in:
7
General lower bounds for arithmetic Asian option prices
Albrecher, H.
;
Mayer, Philipp
;
Schoutens, W.
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 123-149
Persistent link: https://www.econbiz.de/10003751123
Saved in:
8
Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
Saved in:
9
Short maturity forward start Asian options in local volatility models
Pirjol, Dan
;
Wang, Jing
;
Zhu, Lingjiong
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
Saved in:
10
American strangle options
Qiu, Shi
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 228-263
Persistent link: https://www.econbiz.de/10012315168
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->