//--> //--> //--> //-->
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
Spatial dependence in option o...
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
103
Theory
103
Derivat
101
Derivative
101
Option trading
83
Optionsgeschäft
83
Hedging
62
Black-Scholes model
47
Black-Scholes-Modell
47
Yield curve
40
Zinsstruktur
40
Portfolio selection
33
Portfolio-Management
33
CAPM
30
Credit risk
29
Kreditrisiko
29
Monte Carlo simulation
28
Monte-Carlo-Simulation
28
Markov chain
27
option pricing
27
Markov-Kette
26
Statistical distribution
24
Statistische Verteilung
24
Martingal
23
Martingale
23
Swap
23
stochastic volatility
23
Incomplete market
22
Unvollkommener Markt
22
Experiment
21
Risiko
18
Risk
18
Interest rate derivative
17
Zinsderivat
17
more ...
less ...
Online availability
All
Undetermined
149
Type of publication
All
Article
468
Type of publication (narrower categories)
All
Article in journal
468
Aufsatz in Zeitschrift
468
Conference paper
8
Konferenzbeitrag
8
Mehrbändiges Werk
2
Multi-volume publication
2
Language
All
English
468
Author
All
Levendorskij, Sergej Z.
10
Kwok, Yue-Kuen
9
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
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
Schoutens, Wim
3
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
The journal of futures markets
262
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
217
The journal of derivatives : the official publication of the International Association of Financial Engineers
205
Quantitative finance
202
Journal of econometrics
201
Review of derivatives research
170
European journal of operational research : EJOR
142
Insurance / Mathematics & economics
142
Journal of economic dynamics & control
139
Finance research letters
123
NBER working paper series
122
Computational economics
121
International journal of financial engineering
116
Working paper / National Bureau of Economic Research, Inc.
112
Economics letters
109
Journal of mathematical finance
108
Risks : open access journal
103
NBER Working Paper
92
The North American journal of economics and finance : a journal of financial economics studies
90
Research paper series / Swiss Finance Institute
89
Discussion paper series / IZA
88
Journal of financial economics
88
The European journal of finance
81
Asia-Pacific financial markets
78
Energy economics
69
Applied economics
68
Discussion paper / Tinbergen Institute
67
Economic modelling
67
The journal of real estate finance and economics
67
Regional science & urban economics
65
Working paper
62
SFB 649 discussion paper
61
The review of financial studies
60
Journal of financial and quantitative analysis : JFQA
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
58
more ...
less ...
Source
All
ECONIS (ZBW)
468
Showing
1
-
10
of
468
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
Saved in:
2
A fast, stable and accurate numerical method for the black-scholes equation of American options
Ehrhardt, Matthias
;
Mickens, Ronald Elbert
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 471-501
Persistent link: https://www.econbiz.de/10003759938
Saved in:
3
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:
4
Pricing of the American put under Lévy processes
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 303-335
Persistent link: https://www.econbiz.de/10002111463
Saved in:
5
The spectral decomposition of the option value
Linetsky, Vadim
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 337-384
Persistent link: https://www.econbiz.de/10002111464
Saved in:
6
Closed form solutions for quadratic and inverse quadratic term structure models
Laurence, Peter
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1059-1083
Persistent link: https://www.econbiz.de/10003280034
Saved in:
7
Implied volatility trees and pricing performance: Evidence from the S&P 100 options
Linaras, Charilaos E.
;
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1085-1106
Persistent link: https://www.econbiz.de/10003280037
Saved in:
8
Pricing derivatives on two-dimensional Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 185-197
Persistent link: https://www.econbiz.de/10003312719
Saved in:
9
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:
10
The stochastic intensity SSRD model implied volatility patterns for credit default swap options and the impact of correlation
Brigo, Damiano
;
Cousot, Laurent
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
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...
//-->