//--> //--> //--> //-->
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"
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
Parametric Rules for State Con...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
77
Optionspreistheorie
77
Stochastic process
22
Stochastischer Prozess
22
Option trading
18
Optionsgeschäft
18
Volatility
16
Volatilität
16
Theorie
15
Theory
15
Black-Scholes model
9
Black-Scholes-Modell
9
Credit risk
8
Derivat
8
Derivative
8
Kreditrisiko
8
CAPM
7
Yield curve
7
Zinsstruktur
7
Incomplete market
6
Markov chain
6
Markov-Kette
6
Unvollkommener Markt
6
Asymptotic expansion
5
Martingal
5
Martingale
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing
5
Estimation theory
4
Experiment
4
Portfolio selection
4
Portfolio-Management
4
Schätztheorie
4
Hedging
3
Interest rate
3
Japan
3
Lévy processes
3
Risikoprämie
3
Risk premium
3
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
77
Type of publication (narrower categories)
All
Article in journal
77
Aufsatz in Zeitschrift
77
Language
All
English
77
Author
All
Takahashi, Akihiko
9
Fujii, Masaaki
3
Muroi, Yoshifumi
3
Shirakawa, Hiroshi
3
Yamada, Yuji
3
Fujita, Takahiko
2
Hishida, Yuji
2
Kariya, Takeaki
2
Kim, Yong-jin
2
Miyahara, Yoshio
2
Nakajima, Katsushi
2
Platen, Eckhard
2
Sato, Seisho
2
Takaoka, Koichiro
2
Yamada, Toshihiro
2
Ševčovič, Daniel
2
Ahn, Hyungsok
1
Akahori, Jirô
1
Amaba, Takafumi
1
Asiimwe, Pious
1
Baldeaux, Jan
1
Ben Salah, Zied
1
Carr, Peter
1
Chan, Leunglung
1
Chourdakis, Kyriakos
1
Chung, Tsz-Kin
1
Delbaen, Freddy
1
Elliott, Robert J.
1
Fouque, Jean-Pierre
1
Fujisaki, Masatoshi
1
Futami, Hidenori
1
Grossinho, Maria do Rosário
1
Hamza, Kais
1
Hayashi, Masafumi
1
Heath, David C.
1
Hui, Cho H.
1
Ida, Yuuki
1
Imai, Hitoshi
1
Imai, Junichi
1
Ishigaki, Yuta
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
International journal of theoretical and applied finance
467
The journal of futures markets
264
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
The journal of computational finance
254
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
215
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
European journal of operational research : EJOR
147
Insurance / Mathematics & economics
139
Journal of economic dynamics & control
133
The journal of gambling business and economics
131
Finance research letters
127
Applied economics
125
International journal of financial engineering
116
NBER working paper series
115
Computational economics
108
Journal of mathematical finance
107
Risks : open access journal
102
Working paper / National Bureau of Economic Research, Inc.
97
Journal of financial economics
93
The European journal of finance
91
Research paper series / Swiss Finance Institute
89
Economics letters
87
The North American journal of economics and finance : a journal of financial economics studies
86
NBER Working Paper
85
Applied economics letters
68
Journal of econometrics
66
Management science : journal of the Institute for Operations Research and the Management Sciences
64
Energy economics
62
Journal of financial and quantitative analysis : JFQA
62
The journal of finance : the journal of the American Finance Association
60
Working paper
59
Review of quantitative finance and accounting
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Economic modelling
56
SFB 649 discussion paper
55
more ...
less ...
Source
All
ECONIS (ZBW)
77
Showing
1
-
10
of
77
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Good-deal option price bounds for a non-traded event with stochastic return : a note
Kim, Yong-jin
- In:
Asia-Pacific financial markets
11
(
2004
)
2
,
pp. 135-141
Persistent link: https://www.econbiz.de/10003357633
Saved in:
2
A new control variate estimator for an Asian option
Kamizono, Kenji
;
Kariya, Takeaki
;
Liu, Regina Y.
; …
- In:
Asia-Pacific financial markets
11
(
2004
)
2
,
pp. 143-160
Persistent link: https://www.econbiz.de/10003357648
Saved in:
3
An explicit finite difference approach to the pricing problems of perpetual Bermudan options
Muroi, Yoshifumi
;
Yamada, Takashi
- In:
Asia-Pacific financial markets
15
(
2008
)
3/4
,
pp. 229-253
Persistent link: https://www.econbiz.de/10003833262
Saved in:
4
Comparison of randomization techniques for low-discrepancy sequences in finance
Tamura, Tsutomu
- In:
Asia-Pacific financial markets
12
(
2005
)
3
,
pp. 227-244
Persistent link: https://www.econbiz.de/10003407436
Saved in:
5
A discrete Itô calculus approach to Heś framework for multi-factor discrete markets
Akahori, Jirô
- In:
Asia-Pacific financial markets
12
(
2005
)
3
,
pp. 273-287
Persistent link: https://www.econbiz.de/10003407439
Saved in:
6
A remark on a singular perturbation method for option pricing under a stochastic volatility model
Yamamoto, Kyo
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
16
(
2009
)
4
,
pp. 333-345
Persistent link: https://www.econbiz.de/10003933757
Saved in:
7
Valuation of a repriceable executive stock option
Fujita, Takahiko
;
Ishii, Masahiro
- In:
Asia-Pacific financial markets
17
(
2010
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003969995
Saved in:
8
On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs
Imai, Hitoshi
;
Ishimura, Naoyuki
;
Mottate, Ikumi
; …
- In:
Asia-Pacific financial markets
13
(
2006
)
4
,
pp. 315-326
Persistent link: https://www.econbiz.de/10003609511
Saved in:
9
Monte Carlo option pricing for tempered stable (CGMY) processes
Poirot, Jérémy
;
Tankov, Peter
- In:
Asia-Pacific financial markets
13
(
2006
)
4
,
pp. 327-344
Persistent link: https://www.econbiz.de/10003609514
Saved in:
10
The credit risk and pricing of OTC options
Liang, Gechun
;
Ren, Xuemin
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 45-68
Persistent link: https://www.econbiz.de/10003609530
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->