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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Schätzung
Option pricing theory
725
Optionspreistheorie
725
Theorie
267
Theory
267
Stochastic process
236
Stochastischer Prozess
236
Volatility
222
Volatilität
222
Option trading
150
Optionsgeschäft
150
Derivat
129
Derivative
129
Black-Scholes model
111
Black-Scholes-Modell
111
Hedging
95
Yield curve
68
Zinsstruktur
68
USA
60
United States
60
CAPM
49
Portfolio selection
46
Portfolio-Management
46
Estimation
42
Statistical distribution
40
Statistische Verteilung
40
Monte-Carlo-Simulation
38
Credit risk
36
Kreditrisiko
36
Swap
36
Interest rate derivative
34
Markov chain
34
Zinsderivat
34
Markov-Kette
33
option pricing
27
Aktienoption
24
Martingal
24
Martingale
24
Risiko
24
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Article
98
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1
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99
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Oosterlee, Cornelis W.
3
Rosenberg, Joshua V.
3
Bakshi, Gurdip S.
2
Belomestny, Denis
2
Chen, Zhiwu
2
Dahl, Lars O.
2
Engle, Robert F.
2
Fleming, Jeff
2
Grzelak, Lech A.
2
Joshi, Mark S.
2
Kouritzin, Michael A.
2
Milʹstejn, Grigorij N.
2
Schoutens, Wim
2
Stoep, Anthonie W. van der
2
Aistleitner, Christoph
1
Ammann, Manuel
1
Andersen, Torben
1
Ankirchner, Stefan
1
Avellaneda, Marco
1
Aït-Sahalia, Yacine
1
Babsiri, Mohamed el
1
Bender, Christian
1
Benedetti, Giuseppe
1
Bennett, Michael N.
1
Benzoni, Luca
1
Bernal, Ariel J.
1
Bernard, Carole
1
Bojarčenko, Svetlana I.
1
Bollerslev, Tim
1
Boogert, Alexander
1
Bossens, Frédéric
1
Boyer, Brian H.
1
Brenner, Menachem
1
Briani, Maya
1
Brigo, Damiano
1
Brody, Dorje C.
1
Bühler, Wolfgang
1
Campolieti, Giuseppe
1
Cao, Charles Q.
1
Caramellino, Lucia
1
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American Finance Association
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Published in...
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International journal of theoretical and applied finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of finance : the journal of the American Finance Association
The journal of futures markets
57
The journal of computational finance
50
Quantitative finance
39
Journal of banking & finance
33
Journal of financial economics
25
Applied mathematical finance
22
Journal of econometrics
22
Computational economics
21
Finance research letters
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Finance and stochastics
19
European journal of operational research : EJOR
18
Journal of risk and financial management : JRFM
17
Review of derivatives research
17
Energy economics
16
International review of financial analysis
16
Journal of empirical finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of economic dynamics & control
15
International journal of financial engineering
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Risks : open access journal
14
Research paper series / Swiss Finance Institute
13
Review of quantitative finance and accounting
13
The European journal of finance
13
Insurance / Mathematics & economics
12
Working paper / National Bureau of Economic Research, Inc.
12
Working paper series / Centre for Practical Quantitative Finance
12
Applied economics
11
International review of economics & finance : IREF
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
Applied financial economics
10
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
The review of financial studies
10
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99
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1
A risk-neutral stochastic volatility model
Zhu, Yingzi
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
Saved in:
2
The valuation of self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
Saved in:
3
Monte Carlo evaluation of American options using consumption processes
Belomestny, Denis
;
Milʹstejn, Grigorij N.
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 455-481
Persistent link: https://www.econbiz.de/10003347377
Saved in:
4
Self exciting threshold interest rates models
Decamps, Marc
;
Goovaerts, Marc J.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10003395984
Saved in:
5
Optimal superhedging under non-convex constraints : a BSDE approach
Bender, Christian
;
Kohlmann, Michael
- In:
International journal of theoretical and applied finance
11
(
2008
)
4
,
pp. 363-380
Persistent link: https://www.econbiz.de/10003746670
Saved in:
6
A new Monte Carlo method for American options
Milʹstejn, Grigorij N.
;
Reiß, O.
;
Schoenmakers, John
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 591-614
Persistent link: https://www.econbiz.de/10002171485
Saved in:
7
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
8
Derivative pricing 60 years before black-scholes : evidence from the Johannesburg Stock Exchange
Moore, Lyndon
;
Juh, Steve
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 3069-3098
Persistent link: https://www.econbiz.de/10003398551
Saved in:
9
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
10
On the profit and loss distribution of dynamic hedging strategies
Esipov, Sergej
;
Vajsburd, Igor
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10001394239
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