//--> //--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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
An Analytical Approximation fo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
255
Optionspreistheorie
255
Theorie
196
Theory
196
Stochastic process
63
Stochastischer Prozess
63
Volatility
62
Volatilität
62
Option trading
49
Optionsgeschäft
49
Hedging
43
Yield curve
33
Zinsstruktur
33
Incomplete market
25
Unvollkommener Markt
25
Portfolio selection
24
Portfolio-Management
24
Derivat
22
Derivative
22
Black-Scholes model
19
Black-Scholes-Modell
19
CAPM
19
Martingal
17
Martingale
17
Transaction costs
13
Transaktionskosten
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Search theory
12
Suchtheorie
12
Swap
11
Risiko
10
Risk
10
Markov chain
9
Markov-Kette
9
Analysis
8
Mathematical analysis
8
Börsenkurs
7
Credit risk
7
Kreditrisiko
7
more ...
less ...
Online availability
All
Undetermined
24
Type of publication
All
Article
265
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
266
Aufsatz in Zeitschrift
266
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
266
Author
All
Carr, Peter
6
Madan, Dilip B.
6
Rogers, Leonard C. G.
6
Yor, Marc
5
Bender, Christian
4
Elliott, Robert J.
4
Frey, Rüdiger
4
Geman, Hélyette
4
Hobson, David G.
4
Kallsen, Jan
4
Kwok, Yue-Kuen
4
Levendorskij, Sergej Z.
4
Linetsky, Vadim
4
Schachermayer, Walter
4
Bayraktar, Erhan
3
Bensoussan, Alain
3
Cont, Rama
3
Dai, Min
3
Eberlein, Ernst
3
Glasserman, Paul
3
Henderson, Vicky
3
Sircar, Kaushik Ronnie
3
Teichmann, Josef
3
Touzi, Nizar
3
Biagini, Francesca
2
Bielecki, Tomasz R.
2
Brace, Alan
2
Brigo, Damiano
2
Broadie, Mark
2
Cvitanić, Jakša
2
Dempster, Michael A. H.
2
Dokučaev, Nikolaj G.
2
Dolinsky, Yan
2
Duan, Jin-Chuan
2
Duck, Peter W.
2
Duffie, Darrell
2
El Karoui, Nicole
2
Figueroa-López, José E.
2
Fukasawa, Masaaki
2
Gobet, Emmanuel
2
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER Working Papers
777
MPRA Paper
673
International journal of theoretical and applied finance
495
Working Paper
429
The journal of futures markets
375
Research paper series / Swiss Finance Institute
366
CEPR Discussion Papers
365
ECB Working Paper
314
Swiss Finance Institute Research Paper
267
Economics Papers from University Paris Dauphine
260
Journal of banking & finance
259
The journal of computational finance
256
Applied mathematical finance
243
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
CESifo Working Paper
238
Journal of Banking & Finance
236
Finance and stochastics
233
Quantitative finance
202
Finance
197
Review of derivatives research
186
NBER working paper series
173
CESifo working papers
168
Journal of economic dynamics & control
140
Insurance / Mathematics & economics
139
Journal of Financial Economics
138
European journal of operational research : EJOR
135
IESE Research Papers
134
CESifo Working Paper Series
132
Staff Report
130
Working paper series / European Central Bank
128
CREATES Research Papers
127
Finance research letters
127
Staff reports / Federal Reserve Bank of New York
122
Discussion paper / Tinbergen Institute
116
International journal of financial engineering
116
IMF Working Paper
115
Journal of risk and financial management : JRFM
114
Research Paper Series / Finance Discipline Group, Business School
110
Computational economics
109
more ...
less ...
Source
All
ECONIS (ZBW)
266
Showing
1
-
10
of
266
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Solution of the extended CIR term structure and bond option valuation
Maghsoodi, Yoosef
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10001201643
Saved in:
2
Pricing of American path-dependent contingent claims
Barraquand, Jérôme
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 17-51
Persistent link: https://www.econbiz.de/10001201645
Saved in:
3
Dynamic spanning: are options an appropriate instrument?
Bajeux-Besnainou, Isabelle
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001201646
Saved in:
4
Martingale approach to pricing perpetual American options on two stocks
Gerber, Hans U.
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 303-322
Persistent link: https://www.econbiz.de/10001208957
Saved in:
5
A multifactor Gauss Markov implementation of Heath, Jarrow, and Morton
Brace, Alan
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 259-283
Persistent link: https://www.econbiz.de/10001185092
Saved in:
6
Double lookbacks
He, Hua
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 201-228
Persistent link: https://www.econbiz.de/10001245922
Saved in:
7
When does convergence of asset price processes imply convergence of option prices?
Hubalek, Friedrich
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 385-403
Persistent link: https://www.econbiz.de/10001252755
Saved in:
8
Model-independent no-arbitrage conditions on American put options
Cox, Alexander M. G.
;
Hoeggerl, Christoph
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 431-458
Persistent link: https://www.econbiz.de/10011577173
Saved in:
9
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
10
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
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...
//-->