//--> //--> //--> //-->
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
Optimal Exercise Prices for Ex...
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
106
Theory
106
Stochastic process
80
Stochastischer Prozess
80
Volatility
40
Volatilität
40
Martingal
32
Martingale
32
Hedging
29
Option trading
28
Optionsgeschäft
28
Portfolio selection
21
Portfolio-Management
21
Derivat
20
Derivative
20
Black-Scholes model
19
Black-Scholes-Modell
19
CAPM
18
Yield curve
18
Zinsstruktur
18
Transaction costs
16
Transaktionskosten
16
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Mathematical programming
14
Mathematische Optimierung
14
Search theory
10
Suchtheorie
10
Arbitrage Pricing
9
Arbitrage pricing
9
Interest rate derivative
9
Zinsderivat
9
Analysis
8
Markov chain
8
Markov-Kette
8
Mathematical analysis
8
Risiko
8
Risk
8
more ...
less ...
Online availability
All
Undetermined
65
Free
11
Type of publication
All
Article
219
Type of publication (narrower categories)
All
Article in journal
219
Aufsatz in Zeitschrift
219
Mehrbändiges Werk
2
Multi-volume publication
2
Language
All
English
219
Author
All
Carr, Peter
6
Filipović, Damir
5
Hobson, David G.
5
Kabanov, Jurij M.
5
Belomestny, Denis
4
Cox, Alexander M. G.
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Alòs, Elisa
3
Benth, Fred Espen
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
Beiglböck, Mathias
2
Bender, Christian
2
Biagini, Francesca
2
Bouchard, Bruno
2
Brigo, Damiano
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
Giles, Michael B.
2
Glau, Kathrin
2
Gobet, Emmanuel
2
Guyon, Julien
2
Henderson, Vicky
2
more ...
less ...
Published in...
All
Finance and stochastics
International journal of theoretical and applied finance
469
The journal of corporate finance : contracting, governance and organization
390
Journal of business ethics : JOBE
361
Journal of banking & finance
354
SpringerLink / Bücher
340
Finance research letters
334
NBER working paper series
331
Journal of financial economics
318
Working paper / National Bureau of Economic Research, Inc.
314
Journal of business research : JBR
281
The journal of futures markets
271
Mathematical finance : an international journal of mathematics, statistics and financial theory
258
The journal of computational finance
254
Applied mathematical finance
248
The leadership quarterly : LQ ; an international journal of political, social and behavioral science
247
NBER Working Paper
244
Strategic management journal
222
The journal of derivatives : the official publication of the International Association of Financial Engineers
213
Quantitative finance
200
Review of quantitative finance and accounting
198
The journal of finance : the journal of the American Finance Association
195
The review of financial studies
184
International review of financial analysis
176
Review of derivatives research
173
Management science : journal of the Institute for Operations Research and the Management Sciences
168
The international journal of human resource management
167
Journal of financial and quantitative analysis : JFQA
160
Harvard-Business-Manager : das Wissen der Besten
158
Journal of accounting & economics
151
The accounting review : a publication of the American Accounting Association
147
International review of economics & finance : IREF
145
Pacific-Basin finance journal
145
Journal of economic dynamics & control
144
Leadership & organization development journal
143
Academy of Management journal : AMJ
142
Discussion paper / Centre for Economic Policy Research
141
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
138
Harvard business review : HBR
137
more ...
less ...
Source
All
ECONIS (ZBW)
219
Showing
1
-
10
of
219
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Saved in:
2
Optimal exercise of executive stock options
Rogers, Leonard C. G.
;
Scheinkman, José Alexandre
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 357-372
Persistent link: https://www.econbiz.de/10003485810
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
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:
7
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:
8
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:
9
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:
10
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:
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...
//-->