//--> //--> //--> //-->
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 : EJOR"
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 Pricing Model : Compari...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
133
Optionspreistheorie
133
Stochastic process
60
Stochastischer Prozess
60
Derivat
56
Derivative
56
Volatility
43
Volatilität
43
Finance
40
Option trading
27
Optionsgeschäft
27
Portfolio selection
22
Portfolio-Management
22
Option pricing
18
Theorie
17
Theory
17
Real options analysis
16
Realoptionsansatz
16
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Hedging
13
Markov chain
13
Markov-Kette
13
Simulation
13
Risikomanagement
12
Risk management
12
Pricing
11
Credit risk
10
Kreditrisiko
10
Swap
10
CAPM
9
Risiko
9
Risk
9
Black-Scholes model
8
Black-Scholes-Modell
8
Experiment
8
Real options
7
Estimation theory
6
Risikoprämie
6
Risk premium
6
more ...
less ...
Online availability
All
Undetermined
90
Free
2
Type of publication
All
Article
159
Type of publication (narrower categories)
All
Article in journal
158
Aufsatz in Zeitschrift
158
Language
All
English
159
Author
All
Cui, Zhenyu
5
Fusai, Gianluca
5
Kirkby, J. Lars
4
Marazzina, Daniele
4
Nguyen, Duy
4
Fanelli, Viviana
3
Germano, Guido
3
Liu, Xiaoquan
3
Pflug, Georg
3
Shiraya, Kenichiro
3
Wong, Hoi Ying
3
Ballotta, Laura
2
Cao, Yi
2
Chockalingam, Arun
2
Chung, Kun-jen
2
Date, Paresh
2
Fabozzi, Frank J.
2
Fang, Liping
2
Fu, Jun
2
Fu, Michael
2
He, Zhijian
2
Islyaev, Suren
2
Jin, Xing
2
Kimura, Toshikazu
2
Kyriakou, Ioannis
2
Li, Shenghong
2
Ma, Jingtang
2
Oliveira, Fernando S.
2
Paletta, Tommaso
2
Peña, Javier
2
Rayée, Grégory
2
Shen, Liya
2
Tunaru, Radu
2
Wahab, M. I. M.
2
Wang, Huamao
2
Wang, Xiaoqun
2
Yang, Hailiang
2
Yang, Zhaojun
2
Zanette, Antonino
2
Zhu, Dan
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
The journal of futures markets
642
International journal of theoretical and applied finance
564
Journal of banking & finance
360
Mathematical finance : an international journal of mathematics, statistics and financial theory
303
Applied mathematical finance
274
The journal of computational finance
273
The journal of derivatives : the official publication of the International Association of Financial Engineers
273
Finance and stochastics
253
MPRA Paper
226
Quantitative finance
222
Review of derivatives research
202
Finance research letters
171
Energy economics
158
Journal of economic dynamics & control
153
IMF Working Papers
152
Insurance / Mathematics & economics
151
Research paper series / Swiss Finance Institute
148
Journal of financial economics
146
The journal of finance : the journal of the American Finance Association
133
The European journal of finance
126
International journal of financial engineering
125
NBER working paper series
122
Risks : open access journal
118
Computational economics
117
Journal of financial and quantitative analysis : JFQA
117
Journal of mathematical finance
117
Working Paper
112
Working paper / National Bureau of Economic Research, Inc.
109
The North American journal of economics and finance : a journal of financial economics studies
108
International review of financial analysis
104
Asia-Pacific financial markets
103
Applied financial economics
98
International review of economics & finance : IREF
98
SpringerLink / Bücher
98
Finance
96
NBER Working Papers
96
Economics Papers from University Paris Dauphine
93
Review of quantitative finance and accounting
93
The review of financial studies
92
more ...
less ...
Source
All
ECONIS (ZBW)
159
Showing
1
-
10
of
159
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust option pricing
Bandi, Chaithanya
;
Bertsimas, Dimitris
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 842-853
Persistent link: https://www.econbiz.de/10010411468
Saved in:
2
Approximate inversion of the Black-Scholes formula using rational functions
Li, Minqiang
- In:
European journal of operational research : EJOR
185
(
2008
)
2
,
pp. 743-759
Persistent link: https://www.econbiz.de/10003769241
Saved in:
3
Option pricing with mean reversion and stochastic volatility
Wong, Hoi Ying
;
Lo, Yu Wai
- In:
European journal of operational research : EJOR
197
(
2009
)
1
,
pp. 179-187
Persistent link: https://www.econbiz.de/10003828865
Saved in:
4
A practical finite difference method for the three-dimensional Black-Scholes equation
Kim, Junseok
;
Kim, Taekkeun
;
Jo, Jaehyun
;
Choi, Yongho
; …
- In:
European journal of operational research : EJOR
252
(
2016
)
1
,
pp. 183-190
Persistent link: https://www.econbiz.de/10011449164
Saved in:
5
Smiles & smirks : volatility and leverage by jumps
Ballotta, Laura
;
Rayée, Grégory
- In:
European journal of operational research : EJOR
298
(
2022
)
3
,
pp. 1145-1161
Persistent link: https://www.econbiz.de/10013206930
Saved in:
6
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1046-1062
Persistent link: https://www.econbiz.de/10012495249
Saved in:
7
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:
8
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:
9
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Monteiro, Ana Margarida
;
Tütüncü, Reha H.
;
Vicente, …
- In:
European journal of operational research : EJOR
187
(
2008
)
2
,
pp. 525-542
Persistent link: https://www.econbiz.de/10003769344
Saved in:
10
Pricing caps with HJM models : the benefits of humped volatility
Falini, Jury
- In:
European journal of operational research : EJOR
207
(
2010
)
3
,
pp. 1358-1367
Persistent link: https://www.econbiz.de/10008702195
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...
//-->