//--> //--> //--> //-->
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:"Finance and stochastics"
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
Aktienoptionsbewertung im Spru...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
218
Optionspreistheorie
218
Theorie
121
Theory
121
Stochastic process
83
Stochastischer Prozess
83
Volatility
43
Volatilität
43
Martingal
34
Martingale
34
Hedging
30
Option trading
29
Optionsgeschäft
29
CAPM
23
Derivat
21
Derivative
21
Portfolio selection
21
Portfolio-Management
21
Black-Scholes model
19
Black-Scholes-Modell
19
Börsenkurs
19
Share price
19
Yield curve
19
Zinsstruktur
19
Transaction costs
16
Transaktionskosten
16
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Mathematical programming
13
Mathematische Optimierung
13
Search theory
10
Suchtheorie
10
Arbitrage Pricing
9
Arbitrage pricing
9
Interest rate derivative
9
Markov chain
9
Markov-Kette
9
Zinsderivat
9
Analysis
8
Mathematical analysis
8
more ...
less ...
Online availability
All
Undetermined
74
Free
12
Type of publication
All
Article
235
Type of publication (narrower categories)
All
Article in journal
235
Aufsatz in Zeitschrift
235
Mehrbändiges Werk
2
Multi-volume publication
2
Language
All
English
235
Author
All
Carr, Peter
7
Filipović, Damir
5
Hobson, David G.
5
Kabanov, Jurij M.
5
Linetsky, Vadim
5
Belomestny, Denis
4
Cox, Alexander M. G.
4
Lee, Roger
4
Obłój, Jan
4
Alòs, Elisa
3
Benth, Fred Espen
3
Bouchard, Bruno
3
Cuchiero, Christa
3
Glasserman, Paul
3
Keller-Ressel, Martin
3
Li, Lingfei
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Nutz, Marcel
3
Soner, Halil Mete
3
Touzi, Nizar
3
Ackerer, Damien
2
Arai, Takuji
2
Bank, Peter
2
Beiglböck, Mathias
2
Bender, Christian
2
Biagini, Francesca
2
Brigo, Damiano
2
Carmona, René
2
Cont, Rama
2
Dassios, Angelos
2
Detering, Nils
2
Eberlein, Ernst
2
Figueroa-López, José E.
2
Fontana, Claudio
2
Forde, Martin
2
Fournié, Éric
2
Fukasawa, Masaaki
2
Giles, Michael B.
2
Glau, Kathrin
2
more ...
less ...
Published in...
All
Finance and stochastics
Finance research letters
924
Journal of banking & finance
777
NBER working paper series
734
Working paper / National Bureau of Economic Research, Inc.
650
International review of financial analysis
628
The journal of finance : the journal of the American Finance Association
569
Journal of financial economics
558
International journal of theoretical and applied finance
527
NBER Working Paper
527
Pacific-Basin finance journal
481
International review of economics & finance : IREF
463
The journal of futures markets
458
Applied economics
418
Applied economics letters
418
The North American journal of economics and finance : a journal of financial economics studies
386
The review of financial studies
386
Journal of financial and quantitative analysis : JFQA
364
Applied financial economics
363
Review of quantitative finance and accounting
349
Research in international business and finance
334
Journal of empirical finance
323
Energy economics
312
Economic modelling
301
Journal of international financial markets, institutions & money
296
The European journal of finance
295
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
295
Quantitative finance
282
Mathematical finance : an international journal of mathematics, statistics and financial theory
279
Applied mathematical finance
268
Discussion paper / Centre for Economic Policy Research
263
Economics letters
262
The journal of computational finance
257
Journal of risk and financial management : JRFM
237
Journal of economic dynamics & control
235
Journal of financial markets
234
The journal of corporate finance : contracting, governance and organization
231
The journal of derivatives : the official publication of the International Association of Financial Engineers
220
International journal of economics and finance
213
Research paper series / Swiss Finance Institute
213
more ...
less ...
Source
All
ECONIS (ZBW)
235
Showing
1
-
10
of
235
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
2
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Brigo, Damiano
;
Mercurio, Fabio
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 147-159
Persistent link: https://www.econbiz.de/10001486694
Saved in:
3
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
4
On the duality principle in option pricing : semimartingale setting
Eberlein, Ernst
;
Papapantoleon, Antonis
;
Širjaev, …
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 265-292
Persistent link: https://www.econbiz.de/10003716266
Saved in:
5
Comparison of option prices in seminartingale models
Bergenthum, Jan
;
Rüschendorf, Ludger
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10003334918
Saved in:
6
On perpetual American put valuation and first-passage in a regime-switching model with jumps
Jiang, Zhengjun
;
Pistorius, Martijn R.
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 331-355
Persistent link: https://www.econbiz.de/10003899193
Saved in:
7
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
Saved in:
8
Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
Saved in:
9
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
Saved in:
10
The critical price for the American put in an exponential Lévy model
Lamberton, Damien
;
Mikou, Mohammed
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 561-581
Persistent link: https://www.econbiz.de/10003899272
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...
//-->