//--> //--> //--> //-->
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"
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
Option arbitrage and strategy...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
39
Derivative
39
Option pricing theory
30
Optionspreistheorie
30
Stochastic process
15
Stochastischer Prozess
15
Option trading
8
Optionsgeschäft
8
Black-Scholes model
7
Black-Scholes-Modell
7
Credit risk
7
Kreditrisiko
7
Hedging
6
CAPM
5
Credit derivative
5
Kreditderivat
5
Portfolio selection
5
Portfolio-Management
5
Theorie
5
Theory
5
Volatility
5
Volatilität
5
EU countries
4
EU-Staaten
4
Swap
4
Yield curve
4
Zinsstruktur
4
Correlation
3
Credit Default Swap
3
Geometric Brownian Motion
3
Interest rate derivative
3
Korrelation
3
Zinsderivat
3
Arbitrage-Free Price
2
Artificial intelligence
2
Börsenkurs
2
Calibration
2
Characteristic Function
2
Contagious Risk
2
Currency derivative
2
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Language
All
English
39
Author
All
Gao, Min
2
Hao, Ruili
2
Pellegrino, Tommaso
2
Sviščuk, Anatolij
2
Zhang, Liangliang
2
Abdessalem, Mehdi Bekralas
1
Abergel, Frédéric
1
Andallah, Laek Sazzad
1
Anwar, Md. Nurul
1
Balyeat, Brian
1
Cassidy, Daniel T.
1
Cheng, Chi-Hung
1
Cui, Kaijie
1
Cui, Yujie
1
Duedahl, Sindre
1
Fang, Yingyi
1
Goutte, Stéphane
1
Gu, Wenjing
1
Hoang, Winsor
1
Huang, Jhe-Jheng
1
Jiang, George J.
1
Johnson, Stafford
1
Kan, Xiu
1
Kountzakis, Christos E.
1
Lacerda, Ana
1
Lian, Yu-Min
1
Lin, Jui-Hsuan
1
Lin, Shih-Hsun
1
Liu, Allen
1
Liu, Yinglin
1
Liu, Yonghui
1
Lungu, E. M.
1
Maboulou, Alma P. Bimbabou
1
Maré, E.
1
Mashele, Hopolang P.
1
Mataramvura, Sure
1
Mateus, Cesario
1
Matos, João Amaro de
1
Mehrdoust, Farshid
1
Mungatu, Joseph
1
more ...
less ...
Published in...
All
Journal of mathematical finance
The journal of futures markets
395
Journal of banking & finance
187
International journal of theoretical and applied finance
170
Energy economics
121
The journal of finance : the journal of the American Finance Association
121
Journal of financial economics
101
Applied mathematical finance
79
Journal of financial and quantitative analysis : JFQA
76
International review of financial analysis
70
Review of derivatives research
68
SpringerLink / Bücher
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
Finance research letters
63
NBER working paper series
63
The European journal of finance
62
International review of economics & finance : IREF
61
Quantitative finance
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
52
Die Bank
51
NBER Working Paper
50
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
42
Economics letters
41
Applied economics letters
40
Wiley finance series
40
Journal of economic dynamics & control
39
The review of financial studies
39
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
2
Credit derivative valuation and parameter estimation for multi-factor affine CIR-type hazard rate model
Maboulou, Alma P. Bimbabou
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10011438513
Saved in:
3
Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R.
;
Lungu, E. M.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
Saved in:
4
Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
5
On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
Saved in:
6
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
7
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:
8
Foreign exchange derivative pricing with stochastic correlation
Nabirye, Topilista
;
Ngare, Philip
;
Mungatu, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Saved in:
9
A general closed form approximation pricing formula for basket and multi-asset spread options
Pellegrino, Tommaso
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 944-974
Persistent link: https://www.econbiz.de/10011658120
Saved in:
10
Counterparty credit risk in OTC derivatives under Basel III
Sayah, Mabelle
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011658201
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->