//--> //--> //--> //-->
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:"Asia-Pacific financial markets"
~isPartOf:"Economic modelling"
~subject:"Real options analysis"
~subject:"Volatility"
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
Real options analysis
Volatility
Option pricing theory
126
Optionspreistheorie
126
Stochastic process
41
Stochastischer Prozess
41
Volatilität
36
Option trading
35
Optionsgeschäft
35
Theorie
22
Theory
22
Black-Scholes model
21
Black-Scholes-Modell
21
Derivat
17
Derivative
17
Yield curve
11
Zinsstruktur
11
Credit risk
10
Kreditrisiko
10
Option pricing
10
CAPM
9
Portfolio selection
9
Portfolio-Management
9
Estimation theory
8
Markov chain
8
Markov-Kette
8
Schätztheorie
8
Experiment
7
Incomplete market
7
Interest rate
7
Unvollkommener Markt
7
Zins
7
ARCH model
6
ARCH-Modell
6
Hedging
6
Options
6
Risikoprämie
6
Risk premium
6
Stochastic volatility
6
Asymptotic expansion
5
Currency option
5
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
Klebaner, Fima C.
2
Takahashi, Akihiko
2
Yamada, Toshihiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Batten, Jonathan A.
1
Brini, Alessio
1
Chen, Shijiang
1
Chen, Si
1
Chourdakis, Kyriakos
1
Chung, Richard
1
Chung, Tsz-Kin
1
Degiannakis, Stavros
1
Deng, Kebin
1
Fouque, Jean-Pierre
1
Futami, Hidenori
1
Gao, Y.
1
Grossinho, Maria do Rosário
1
Hainaut, Donatien
1
Hamza, Kais
1
Han, Xu
1
Huang, Jiexiang
1
Iyer, Srikanth K.
1
Jacquier, Antoine
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kawanishi, Yasuhiro
1
Kord, Yaser
1
Kumar, Swapnil
1
Landsman, Zinoviy
1
Lenz, Jimmie
1
Li, Bin
1
Li, Hongyi
1
Li, Pengshi
1
Li, Shenghong
1
Li, Shusheng
1
Li, Wenyuan
1
Liang, Jin
1
Liang, Zhaohui
1
Lin, Yan
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
Economic modelling
International journal of theoretical and applied finance
174
Quantitative finance
109
The journal of futures markets
85
Journal of banking & finance
83
Applied mathematical finance
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
The journal of computational finance
66
European journal of operational research : EJOR
56
Review of derivatives research
53
Finance research letters
51
International journal of financial engineering
49
Computational economics
43
Finance and stochastics
41
Journal of econometrics
41
Journal of economic dynamics & control
41
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
Journal of mathematical finance
38
The North American journal of economics and finance : a journal of financial economics studies
38
The European journal of finance
36
Risks : open access journal
33
Research paper series / Swiss Finance Institute
32
Energy economics
30
Journal of financial economics
28
Review of quantitative finance and accounting
28
Annals of finance
27
Insurance / Mathematics & economics
27
International review of economics & finance : IREF
26
Applied economics
25
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
International review of financial analysis
20
Journal of risk and financial management : JRFM
20
Journal of empirical finance
19
Discussion paper / Tinbergen Institute
18
Journal of financial and quantitative analysis : JFQA
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Swiss Finance Institute Research Paper
16
The journal of finance : the journal of the American Finance Association
16
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
2
Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility
Meng, Li
;
Wang, Mei
- In:
Asia-Pacific financial markets
17
(
2010
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10009237122
Saved in:
3
The instantaneous volatility and the implied volatility surface for a generalized black-scholes model
Takaoka, Koichiro
;
Futami, Hidenori
- In:
Asia-Pacific financial markets
17
(
2010
)
4
,
pp. 391-436
Persistent link: https://www.econbiz.de/10009237752
Saved in:
4
What determines volatility smile in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
Saved in:
5
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
6
Analysis of the nonlinear option pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
Saved in:
7
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
8
Estimation and prediction of a non-constant volatility
Abramov, Vyacheslav M.
;
Klebaner, Fima C.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003609524
Saved in:
9
Forecasting credit spread volatility : evidence from the Japanese Eurobond market
Johnson, Brock N.
;
Batten, Jonathan A.
- In:
Asia-Pacific financial markets
10
(
2003
)
4
,
pp. 335-357
Persistent link: https://www.econbiz.de/10003083939
Saved in:
10
A note on computation of implied volatility
Kagenishi, Yoshiteru
;
Shinohara, Yoshitane
- In:
Asia-Pacific financial markets
8
(
2001
)
4
,
pp. 361-368
Persistent link: https://www.econbiz.de/10001712367
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->