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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~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"
~subject:"Schätzung"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Schätzung
Option pricing theory
304
Optionspreistheorie
304
Theorie
150
Theory
150
Option trading
78
Optionsgeschäft
78
Volatility
76
Volatilität
76
USA
57
United States
57
Black-Scholes model
40
Black-Scholes-Modell
40
Estimation
37
Derivat
34
Derivative
34
Yield curve
31
Zinsstruktur
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Stochastic process
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Stochastischer Prozess
30
Hedging
26
CAPM
25
Index futures
22
Index-Futures
22
Statistical distribution
20
Statistische Verteilung
20
Aktienoption
19
Stock option
19
Interest rate derivative
17
Zinsderivat
17
Börsenkurs
16
Share price
16
Capital income
15
Risikoprämie
15
Risk premium
15
Swap
15
Credit risk
12
Kreditrisiko
12
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63
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English
64
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Rosenberg, Joshua V.
3
Bakshi, Gurdip S.
2
Chen, Zhiwu
2
Engle, Robert F.
2
Fleming, Jeff
2
Orłowski, Piotr
2
Trojani, Fabio
2
Wei, Jason
2
Ammann, Manuel
1
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Babsiri, Mohamed el
1
Bennett, Michael N.
1
Benzoni, Luca
1
Beveridge, Christopher
1
Bollerslev, Tim
1
Boogert, Alexander
1
Boyer, Brian H.
1
Brenner, Menachem
1
Bühler, Wolfgang
1
Cao, Charles Q.
1
Chabi-Yo, Fousseni
1
Chambers, Donald Robert
1
Chang, Charles
1
Chateauneuf, Alain
1
Chen, Gemai
1
Cheng, Hung-Wen
1
Choi, Seung-mook S.
1
Choy, Siu Kai
1
Coval, Joshua
1
Desai, Vijay V.
1
Dim, Chukwuma Chijioke
1
Dimitrova, Dimitrina S.
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dumas, Bernard
1
Dutt, Samir K.
1
Eldor, Rafi
1
Farias, Vivek F.
1
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American Finance Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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 futures markets
57
The journal of computational finance
50
International journal of theoretical and applied finance
49
Quantitative finance
39
Journal of banking & finance
33
Journal of financial economics
25
Applied mathematical finance
22
Journal of econometrics
22
Computational economics
21
Finance research letters
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Finance and stochastics
19
European journal of operational research : EJOR
18
Journal of risk and financial management : JRFM
17
Review of derivatives research
17
Energy economics
16
International review of financial analysis
16
Journal of empirical finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of economic dynamics & control
15
International journal of financial engineering
14
Risks : open access journal
14
Research paper series / Swiss Finance Institute
13
Review of quantitative finance and accounting
13
The European journal of finance
13
Insurance / Mathematics & economics
12
Working paper / National Bureau of Economic Research, Inc.
12
Working paper series / Centre for Practical Quantitative Finance
12
Applied economics
11
International review of economics & finance : IREF
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
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Applied financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
The review of financial studies
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1
Asymptotic normality for EMS option price estimator with continuous or discontinuous payoff functions
Yuan, Zhushun
;
Chen, Gemai
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1438-1450
Persistent link: https://www.econbiz.de/10003885452
Saved in:
2
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
3
Derivative pricing 60 years before black-scholes : evidence from the Johannesburg Stock Exchange
Moore, Lyndon
;
Juh, Steve
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 3069-3098
Persistent link: https://www.econbiz.de/10003398551
Saved in:
4
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:
5
Pricing and hedging mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
6
Valuing modularity as a real option
Gamba, Andrea
;
Fusari, Nicola
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1877-1896
Persistent link: https://www.econbiz.de/10003909226
Saved in:
7
Gas storage valuation using a Monte Carlo method
Boogert, Alexander
;
Jong, Cyriel de
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 81-98
Persistent link: https://www.econbiz.de/10003673367
Saved in:
8
Dirichlet bridge sampling for the variance gamma process : pricing path-dependent options
Kaishev, Vladimir K.
;
Dimitrova, Dimitrina S.
- In:
Management science : journal of the Institute for …
55
(
2009
)
3
,
pp. 483-496
Persistent link: https://www.econbiz.de/10003876494
Saved in:
9
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
10
Monte Carlo bounds for game options including convertible bonds
Beveridge, Christopher
;
Joshi, Mark S.
- In:
Management science : journal of the Institute for …
57
(
2011
)
5
,
pp. 960-974
Persistent link: https://www.econbiz.de/10009153860
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