//--> //--> //-->
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:"European Journal of Operational Research"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Optionsgeschäft"
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
Jeremie program, mint a magyar...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Optionsgeschäft
Finance
217
Theorie
82
Theory
82
Portfolio selection
68
Portfolio-Management
67
Stochastic process
37
Stochastischer Prozess
37
Option pricing theory
36
Optionspreistheorie
36
Risk management
29
Volatility
22
Volatilität
22
Risikomanagement
21
Investment analysis
19
Forecasting model
17
Mathematical programming
17
Mathematische Optimierung
17
Prognoseverfahren
17
Credit risk
14
Kreditrisiko
14
Real options analysis
14
Realoptionsansatz
14
Derivat
13
Derivative
13
Real options
13
Risiko
13
Risk
13
Financial market
11
Finanzmarkt
11
Insolvency
11
Insolvenz
11
OR in banking
11
Option pricing
11
Estimation
10
Schätzung
10
CAPM
9
Markov chain
9
Markov-Kette
9
Option trading
9
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Fusai, Gianluca
2
Kyriakou, Ioannis
2
Marazzina, Daniele
2
Braouezec, Yann
1
Cao, Yi
1
Corsaro, Stefania
1
Cui, Zhenyu
1
Gambaro, Anna Maria
1
Germano, Guido
1
Grunspan, Cyril
1
Ibáñez, Alfredo
1
Iori, Giulia
1
Kahalé, Nabil
1
Lee, Chihoon
1
Liu, Xiaoquan
1
Liu, Yanchu
1
Marino, Zelda
1
Ouellette, Michelle S.
1
Phelan, Carolyn E.
1
Recchioni, Maria Cristina
1
Tedeschi, Gabriele
1
Velasco, Carlos
1
Zhai, Jia
1
more ...
less ...
Published in...
All
European Journal of Operational Research
European journal of operational research : EJOR
Operations research
2
Applied mathematical finance
1
Computational economics
1
Computational management science
1
Economic modelling
1
Finance and society
1
IMA journal of management mathematics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann
;
Grunspan, Cyril
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
Saved in:
2
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
3
Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
4
General multilevel Monte Carlo methods for pricing discretely monitored Asian options
Kahalé, Nabil
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 739-748
Persistent link: https://www.econbiz.de/10012293946
Saved in:
5
A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania
;
Kyriakou, Ioannis
;
Marazzina, Daniele
; …
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
Saved in:
6
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes
Cui, Zhenyu
;
Lee, Chihoon
;
Liu, Yanchu
- In:
European journal of operational research : EJOR
266
(
2018
)
3
,
pp. 1134-1139
Persistent link: https://www.econbiz.de/10011812242
Saved in:
7
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 210-223
Persistent link: https://www.econbiz.de/10011882800
Saved in:
8
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
Saved in:
9
Recursive lower and dual upper bounds for Bermudan-style options
Ibáñez, Alfredo
;
Velasco, Carlos
- In:
European journal of operational research : EJOR
280
(
2020
)
2
,
pp. 730-740
Persistent link: https://www.econbiz.de/10012132467
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->