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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"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
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
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USA
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United States
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CAPM
49
Portfolio selection
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Portfolio-Management
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Estimation
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Schätzung
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Statistical distribution
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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
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61
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62
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Oosterlee, Cornelis W.
3
Dahl, Lars O.
2
Grzelak, Lech A.
2
Joshi, Mark S.
2
Kouritzin, Michael A.
2
Milʹstejn, Grigorij N.
2
Stoep, Anthonie W. van der
2
Aistleitner, Christoph
1
Andersen, Torben
1
Ankirchner, Stefan
1
Avellaneda, Marco
1
Babsiri, Mohamed el
1
Bakshi, Gurdip S.
1
Belomestny, Denis
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
Boogert, Alexander
1
Bossens, Frédéric
1
Brenner, Menachem
1
Briani, Maya
1
Brody, Dorje C.
1
Campolieti, Giuseppe
1
Caramellino, Lucia
1
Centanni, Silvia
1
Chateauneuf, Alain
1
Chen, Bin
1
Chen, Zhiwu
1
Cherif, Sidi Mohamed Lalaoui Ben
1
Choi, Seung-mook S.
1
Coval, Joshua
1
Cui, Zhenyu
1
Cuthbertson, Charles
1
Deelstra, Griselda
1
Dewynne, Jeff N.
1
Duan, Jin-Chuan
1
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American Finance Association
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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 computational finance
46
Quantitative finance
34
The journal of futures markets
26
Journal of banking & finance
20
Journal of financial economics
20
Applied mathematical finance
19
Computational economics
19
Finance and stochastics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
European journal of operational research : EJOR
15
Journal of risk and financial management : JRFM
15
Energy economics
14
Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
12
Review of derivatives research
12
Working paper series / Centre for Practical Quantitative Finance
12
International journal of financial engineering
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Risks : open access journal
11
Insurance / Mathematics & economics
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Journal of financial and quantitative analysis : JFQA
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
The European journal of finance
9
International review of financial analysis
8
Journal of econometrics
8
Journal of empirical finance
8
Applied economics
7
Asia-Pacific financial markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of mathematical finance
7
The review of financial studies
7
Working paper
7
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
7
International journal of economics and finance
6
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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
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:
5
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:
6
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:
7
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
Saved in:
8
Empirical exercise behavior of warrant holders and its consequences for warrant values
Koziol, Christian
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 245-268
Persistent link: https://www.econbiz.de/10003312734
Saved in:
9
Pricing path-dependent options on state dependent volatility models with a Bessel bridge
Campolieti, Giuseppe
;
Makarov, Roman
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 51-88
Persistent link: https://www.econbiz.de/10003415659
Saved in:
10
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
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