//--> //--> //-->
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:"Journal of mathematical finance"
~isPartOf:"Post-Print / HAL"
~isPartOf:"Quantitative finance"
~subject:"Derivat"
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
Model risk for barrier options...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Option pricing theory
47
Optionspreistheorie
47
Option pricing
34
Volatility
27
Volatilität
27
Stochastic process
24
Stochastischer Prozess
24
Option Pricing
16
Option trading
11
Optionsgeschäft
11
Derivative
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Black-Scholes model
8
Black-Scholes-Modell
8
Experiment
8
option pricing
6
Statistical distribution
5
Statistische Verteilung
5
Stochastic volatility
5
Deep learning
4
Incomplete market
4
Lévy process
4
Neural networks
4
Neuronale Netze
4
CAC 40
3
Hedging
3
Learning process
3
Lernprozess
3
Markov chain
3
Markov-Kette
3
Monte Carlo
3
Risiko
3
Risk
3
ARCH model
2
ARCH-Modell
2
American option
2
American options
2
Black-Scholes Model
2
more ...
less ...
Online availability
All
Undetermined
7
Free
2
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Conference paper
1
Konferenzbeitrag
1
Language
All
English
9
Author
All
Bollinger, Thomas R.
1
Carbonneau, Alexandre
1
Delage, Erick
1
Dong, Yinghui
1
Funahashi, Hideharu
1
Godin, Frédéric
1
He, Xin-Jiang
1
Lacerda, Ana
1
Li, Jonathan Yu-Meng
1
Liu, Zheng
1
Marzban, Saeed
1
Matos, João Amaro de
1
Melick, William Robert
1
Orłowski, Piotr
1
Qian, Xiaosong
1
Thomas, Charles P.
1
Yamada, Toshihiro
1
Yamamoto, Kenta
1
Yao, Jing
1
Zhu, Song-Ping
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Post-Print / HAL
Quantitative finance
International journal of theoretical and applied finance
9
International journal of financial engineering
6
Mathematical finance
5
Review of derivatives research
5
Risks : open access journal
5
Computational economics
4
European journal of operational research : EJOR
4
Applied mathematical finance
3
Finance research letters
3
Journal of banking & finance
3
Research bulletin / The Institute of Cost Accountants of India
3
Annals of finance
2
Computational management science
2
Economic modelling
2
International Journal of Financial Markets and Derivatives : IJFMD
2
Journal of economic dynamics & control
2
Journal of risk
2
Modern economy
2
Research in finance
2
Research paper series / Swiss Finance Institute
2
Theoretical economics letters
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annals of financial economics
1
Applied economics
1
Applied economics letters
1
Asia-Pacific financial markets
1
Asia-Pacific journal of financial studies
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Documents de travail du Centre d'Economie de la Sorbonne
1
Dynamic Modeling and Econometrics in Economics and Finance
1
EconoQuantum : Revista de Economía y Negocios
1
Economic research
1
Economics letters
1
Energy economics
1
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
1
Finance and stochastics
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
International Journal of Financial Studies : open access journal
1
International Journal of Portfolio Analysis and Management
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
2
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
3
Artificial neural network for option pricing with and without asymptotic correction
Funahashi, Hideharu
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 575-592
Persistent link: https://www.econbiz.de/10012483840
Saved in:
4
Equal risk pricing of derivatives with deep hedging
Carbonneau, Alexandre
;
Godin, Frédéric
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 593-608
Persistent link: https://www.econbiz.de/10012483841
Saved in:
5
A revised option pricing formula with the underlying being banned from short selling
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 935-948
Persistent link: https://www.econbiz.de/10012262638
Saved in:
6
Randomized stopping times and early exercise for American derivatives in dry markets
Matos, João Amaro de
;
Lacerda, Ana
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 842-865
Persistent link: https://www.econbiz.de/10011657696
Saved in:
7
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing
Yamada, Toshihiro
;
Yamamoto, Kenta
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1825-1837
Persistent link: https://www.econbiz.de/10012313518
Saved in:
8
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
9
Pricing airbag option via first passage time approach
Liu, Zheng
;
Qian, Xiaosong
;
Yao, Jing
;
Dong, Yinghui
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 955-974
Persistent link: https://www.econbiz.de/10015050807
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->