//--> //--> //--> //-->
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:"NBER working paper series"
~isPartOf:"The journal of computational 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
Equivalent martingale measure...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
CAPM
397
Option pricing theory
312
Optionspreistheorie
312
Theorie
309
Theory
309
Capital income
117
Kapitaleinkommen
117
Volatility
108
Volatilität
108
Stochastic process
99
Stochastischer Prozess
99
Option trading
86
Optionsgeschäft
86
Risikoprämie
80
Risk premium
80
Asia
78
Asien
78
Portfolio selection
76
Portfolio-Management
76
Börsenkurs
72
Share price
72
Estimation
59
Schätzung
59
Risiko
55
Risk
55
Derivat
46
Derivative
46
Monte Carlo simulation
45
Monte-Carlo-Simulation
45
Yield curve
41
Zinsstruktur
41
Financial market
40
Finanzmarkt
40
Black-Scholes model
34
Aktienmarkt
33
Black-Scholes-Modell
33
Financial crisis
33
Finanzkrise
33
Stock market
33
Welt
33
more ...
less ...
Online availability
All
Free
500
Undetermined
123
Type of publication
All
Book / Working Paper
537
Article
264
Type of publication (narrower categories)
All
Article in journal
265
Aufsatz in Zeitschrift
265
Arbeitspapier
47
Graue Literatur
47
Non-commercial literature
47
Working Paper
47
Collection of articles of several authors
4
Sammelwerk
4
Mehrbändiges Werk
1
Multi-volume publication
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
801
Author
All
Constantinides, George M.
13
Zhang, Lu
12
Bekaert, Geert
11
Campbell, John Y.
11
Cochrane, John H.
11
Ferson, Wayne E.
11
Harvey, Campbell R.
10
Dumas, Bernard
9
Lo, Andrew W.
9
Stambaugh, Robert F.
9
Aizenman, Joshua
8
Lustig, Hanno
8
Ait-Sahalia, Yacine
7
Ang, Andrew
7
Bansal, Ravi
7
Forsyth, Peter A.
7
Giglio, Stefano
7
Jagannathan, Ravi
7
Kelly, Bryan T.
7
Kogan, Leonid
7
Madan, Dilip B.
7
Nagel, Stefan
7
Shanken, Jay
7
Barro, Robert J.
6
Engle, Robert F.
6
Hirshleifer, David
6
Ito, Takatoshi
6
Longstaff, Francis A.
6
Pastor, Lubos
6
Andersen, Leif B. G.
5
Engel, Charles
5
Hodrick, Robert J.
5
Lehmann, Bruce N.
5
Ludvigson, Sydney C.
5
Polk, Christopher
5
Reisinger, Christoph
5
Santos, Tano
5
Stulz, Rene M.
5
Veronesi, Pietro
5
Yaron, Amir
5
more ...
less ...
Institution
All
National Bureau of Economic Research
531
Published in...
All
NBER working paper series
The journal of computational finance
International journal of theoretical and applied finance
584
Journal of banking & finance
547
Working paper / National Bureau of Economic Research, Inc.
466
The journal of futures markets
455
Journal of financial economics
409
NBER Working Paper
391
Mathematical finance : an international journal of mathematics, statistics and financial theory
376
Finance research letters
344
Finance and stochastics
341
The journal of finance : the journal of the American Finance Association
324
The review of financial studies
311
Journal of economic dynamics & control
310
Applied mathematical finance
282
The journal of derivatives : the official publication of the International Association of Financial Engineers
272
Working papers / ADB Institute
248
Quantitative finance
247
SpringerLink / Bücher
228
International review of financial analysis
218
Journal of empirical finance
213
Journal of financial and quantitative analysis : JFQA
207
ADB economics working paper series
206
Review of derivatives research
201
International review of economics & finance : IREF
199
Research paper series / Swiss Finance Institute
195
The North American journal of economics and finance : a journal of financial economics studies
195
Applied economics
194
Journal of econometrics
187
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
187
European journal of operational research : EJOR
180
ADBI Working Paper
174
The European journal of finance
172
Working paper
172
Journal of Asian economics
171
Economic modelling
170
Pacific-Basin finance journal
170
Management science : journal of the Institute for Operations Research and the Management Sciences
168
Insurance / Mathematics & economics
166
Discussion paper / Centre for Economic Policy Research
162
more ...
less ...
Source
All
ECONIS (ZBW)
801
Showing
1
-
10
of
801
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The forward smile in local-stochastic volatility models
Mazzon, Andrea
;
Pascucci, Andrea
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011689675
Saved in:
2
Path-dependent American options
Chevalier, Etienne
;
Ly Vath, Vathana
;
Mnif, Mohamed
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 61-95
Persistent link: https://www.econbiz.de/10012064988
Saved in:
3
Path independence of exotic options and convergence of binomial approximations
Leduc, Guillaume
;
Palmer, Kenneth J.
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 73-102
Persistent link: https://www.econbiz.de/10012111264
Saved in:
4
Volatility risk structure for options depending on extrema
Nakatsu, Tomonori
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 105-122
Persistent link: https://www.econbiz.de/10011848359
Saved in:
5
Pricing American call options using the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 93-113
Persistent link: https://www.econbiz.de/10012212488
Saved in:
6
Efficient conservative second-order central-upwind schemes for option-pricing problems
Bhatoo, Omishwary
;
Peer, Arshad Ahmud Iqbal
;
Tadmor, Eitan
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 71-101
Persistent link: https://www.econbiz.de/10012042237
Saved in:
7
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
8
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
9
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
10
Pricing barrier options with deep backward stochastic differential equation methods
Ganesan, Narayan
;
Yu, Yajie
;
Hientzsch, Bernhard
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014546284
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...
//-->