//--> //--> //--> //-->
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:"International journal of financial engineering"
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
Mortgage option deltas
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
116
Optionspreistheorie
116
Stochastic process
56
Stochastischer Prozess
56
Volatility
47
Volatilität
47
Option trading
32
Optionsgeschäft
32
Derivat
24
Derivative
24
Black-Scholes model
20
Black-Scholes-Modell
20
Portfolio selection
15
Portfolio-Management
15
Yield curve
13
Zinsstruktur
13
CAPM
11
Credit risk
10
Kreditrisiko
10
option pricing
10
Experiment
9
Interest rate derivative
9
Option pricing
9
Zinsderivat
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Hedging
7
Statistical distribution
7
Statistische Verteilung
7
Swap
7
Analysis
6
Estimation theory
6
Mathematical analysis
6
Schätztheorie
6
Finanzmathematik
5
Implied volatility
5
Incomplete market
5
Lévy processes
5
Markov chain
5
Markov-Kette
5
more ...
less ...
Online availability
All
Undetermined
104
Free
5
Type of publication
All
Article
118
Type of publication (narrower categories)
All
Article in journal
118
Aufsatz in Zeitschrift
118
Language
All
English
118
Author
All
Giribone, Pier Giuseppe
6
Ligato, Simone
4
Cui, Zhenyu
3
Liu, Allen
3
Mi, Yanhui
3
Schoutens, Wim
3
Takahashi, Akihiko
3
Ahlip, Rehez
2
Arai, Takuji
2
Dastranj, Elham
2
De Spiegeleer, Jan
2
Engelmann, Bernd
2
Karlsson, Patrik
2
Lalit, Prasad Narahar
2
Lo, C. F.
2
Lorig, Matthew
2
Mehrdoust, Farshid
2
Mulas, Martina
2
Park, Laurence A. F.
2
Prodan, Ante
2
Purohit, Seema Uday
2
Radoičić, Radoš
2
SenGupta, Indranil
2
Stefanica, Dan
2
Tong, Zhigang
2
Yen, Joseph
2
Zhang, Shengliang
2
Zhong, Yangfan
2
Adinya, Ini
1
Aghili, A.
1
Bangur, P.
1
Bangur, R.
1
Barger, Weston
1
Bottasso, Anna
1
Brigo, Damiano
1
Burro, Giacomo
1
Campolongo, Francesca
1
Cao, Hongkai
1
Capriotti, Luca
1
Chakkour, Tarik
1
more ...
less ...
Published in...
All
International journal of financial engineering
International journal of theoretical and applied finance
498
The journal of futures markets
380
Journal of banking & finance
331
The journal of real estate finance and economics
306
NBER working paper series
279
Mathematical finance : an international journal of mathematics, statistics and financial theory
268
The journal of computational finance
256
Working paper / National Bureau of Economic Research, Inc.
250
Applied mathematical finance
248
The journal of derivatives : the official publication of the International Association of Financial Engineers
245
Finance and stochastics
234
Quantitative finance
206
NBER Working Paper
202
Review of derivatives research
186
Journal of economic dynamics & control
160
Finance research letters
156
European journal of operational research : EJOR
146
Journal of financial economics
145
Insurance / Mathematics & economics
144
The review of financial studies
143
Journal of housing economics
142
Computational economics
118
Real estate economics : journal of the American Real Estate and Urban Economics Association
117
Journal of mathematical finance
108
Finance and economics discussion series
106
Risks : open access journal
105
Research paper series / Swiss Finance Institute
104
The journal of finance : the journal of the American Finance Association
103
The journal of fixed income
96
The North American journal of economics and finance : a journal of financial economics studies
95
Working paper
95
The European journal of finance
94
Discussion paper / Centre for Economic Policy Research
90
Journal of financial and quantitative analysis : JFQA
88
Asia-Pacific financial markets
85
Working papers / Federal Reserve Bank of Philadelphia, Research Department
82
Applied economics
78
Journal of urban economics
77
International review of economics & finance : IREF
75
more ...
less ...
Source
All
ECONIS (ZBW)
118
Showing
1
-
10
of
118
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
2
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
3
On a recursive algorithm for pricing discrete barrier options
Llemit, Dennis G.
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011493320
Saved in:
4
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
Saved in:
5
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
6
Double barrier American put option pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
7
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
8
A simple closed-form approximation for constant elasticity of variance spread options
Lo, C. F.
;
Zheng, X. F.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012603776
Saved in:
9
Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
Saved in:
10
Properties of Indian stock market : evidence using strap option strategy
Bangur, P.
;
Singh, M. Kumar
;
Singh, P. Kumar
;
Bangur, R.
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012815121
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...
//-->