//--> //--> //--> //-->
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 theoretical and applied finance"
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
Investment under uncertainty a...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
467
Optionspreistheorie
467
Stochastic process
208
Stochastischer Prozess
208
Volatility
156
Volatilität
156
Theorie
108
Theory
108
Derivat
101
Derivative
101
Option trading
83
Optionsgeschäft
83
Hedging
62
Black-Scholes model
47
Black-Scholes-Modell
47
Yield curve
41
Zinsstruktur
41
Portfolio selection
34
Portfolio-Management
34
CAPM
30
Credit risk
30
Kreditrisiko
30
Monte Carlo simulation
29
Monte-Carlo-Simulation
29
Markov chain
27
option pricing
27
Markov-Kette
26
Statistical distribution
24
Statistische Verteilung
24
Incomplete market
23
Martingal
23
Martingale
23
Swap
23
Unvollkommener Markt
23
stochastic volatility
23
Experiment
21
Interest rate derivative
17
Risiko
17
Risk
17
Zinsderivat
17
more ...
less ...
Online availability
All
Undetermined
150
Type of publication
All
Article
475
Type of publication (narrower categories)
All
Article in journal
475
Aufsatz in Zeitschrift
475
Conference paper
8
Konferenzbeitrag
8
Mehrbändiges Werk
2
Multi-volume publication
2
Language
All
English
475
Author
All
Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
Takahashi, Akihiko
7
Elliott, Robert J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Benth, Fred Espen
5
Bojarčenko, Svetlana I.
5
Fabozzi, Frank J.
5
Joshi, Mark S.
5
Oosterlee, Cornelis W.
5
Siu, Tak Kuen
5
Avellaneda, Marco
4
Brigo, Damiano
4
Ekström, Erik
4
Hess, Markus
4
Hui, Cho H.
4
Liu, Rui Hua
4
Lo, C. F.
4
Macrina, Andrea
4
Račev, Svetlozar T.
4
Wu, Lixin
4
Arai, Takuji
3
Bernard, Carole
3
Boyarchenko, Mitya
3
Chiarella, Carl
3
Cui, Zhenyu
3
Ehrhardt, Matthias
3
Forde, Martin
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Henderson, Vicky
3
Hoogland, J. K.
3
Hubalek, Friedrich
3
Hughston, Lane P.
3
Neumann, C. D. D.
3
Pallavicini, Andrea
3
Pistorius, Martijn
3
Radoičić, Radoš
3
Schmidt, Thorsten
3
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
560
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
245
Journal of banking & finance
228
Finance and stochastics
220
Journal of economic dynamics & control
217
The journal of derivatives : the official publication of the International Association of Financial Engineers
206
Quantitative finance
203
European journal of operational research : EJOR
201
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
178
NBER working paper series
173
Review of derivatives research
170
SpringerLink / Bücher
156
Working paper / National Bureau of Economic Research, Inc.
154
Energy economics
149
Finance research letters
143
Insurance / Mathematics & economics
142
Working paper
132
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
127
International journal of financial engineering
118
Computational economics
117
NBER Working Paper
116
Journal of financial and quantitative analysis : JFQA
110
Journal of mathematical finance
110
The journal of finance : the journal of the American Finance Association
106
Risks : open access journal
105
Journal of financial economics
103
The European journal of finance
95
CESifo working papers
94
Economic modelling
93
Research paper series / Swiss Finance Institute
93
The North American journal of economics and finance : a journal of financial economics studies
93
Europäische Hochschulschriften / 5
90
Discussion paper / Tinbergen Institute
87
New horizons in environmental economics
86
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Edward Elgar E-Book Archive
82
more ...
less ...
Source
All
ECONIS (ZBW)
475
Showing
1
-
10
of
475
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new class of commodity hedging strategies : a passport options approach
Henderson, Vicky
;
Hobson, David G.
;
Kentwell, Glenn
- In:
International journal of theoretical and applied finance
5
(
2002
)
3
,
pp. 255-278
Persistent link: https://www.econbiz.de/10001674216
Saved in:
2
Storage options valuation using multilevel trees and calendar spreads
Manoliu, Mihaela
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 425-464
Persistent link: https://www.econbiz.de/10002108799
Saved in:
3
Valuing callable and putable revenue-performance-linked project backed securities
Dong, Feng
;
Chiara, Nicola
;
Večeř, Jan
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 751-765
Persistent link: https://www.econbiz.de/10008904334
Saved in:
4
Priority option : the value of being a leader
Grasselli, M. R.
;
Leclère, Vincent
;
Ludkovski, M.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009725087
Saved in:
5
Real options with priced regime-switching risk
Driffill, John
;
Kenç, Turalay
;
Sola, Martin
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009784006
Saved in:
6
The limitations of no-arbitrage arguments for real options
Hubalek, Friedrich
;
Schachermayer, Walter
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 361-373
Persistent link: https://www.econbiz.de/10001578753
Saved in:
7
Real option signaling games of debt financing using equity guarantee swaps under asymmetric information
Wang, Qiuqi
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012496687
Saved in:
8
Irreversible investments and ambiguity aversion
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011763919
Saved in:
9
High uncertainty financing
Georgiopoulos, Nick
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011763937
Saved in:
10
Pricing participating policies with rate guarantees
Chu, Chi Chiu
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 517-532
Persistent link: https://www.econbiz.de/10003347385
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...
//-->