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:"Quantitative 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
Looking Forward to Pricing Opt...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option trading
56
Optionsgeschäft
56
Option pricing theory
51
Optionspreistheorie
51
Stochastic process
22
Stochastischer Prozess
22
Volatility
22
Volatilität
22
Derivat
13
Derivative
13
Hedging
11
Black-Scholes model
8
Black-Scholes-Modell
8
Experiment
8
Option pricing
8
Implied volatility
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
American options
4
Analysis
4
Estimation
4
Mathematical analysis
4
Options
4
Schätzung
4
Asian options
3
Börsenkurs
3
Capital income
3
Delta hedging
3
Electronic trading
3
Elektronisches Handelssystem
3
Kapitaleinkommen
3
Machine learning
3
Neural networks
3
Neuronale Netze
3
Portfolio selection
3
Portfolio-Management
3
Risikoprämie
3
Risk premium
3
Rough volatility
3
Share price
3
more ...
less ...
Online availability
All
Undetermined
46
Free
10
Type of publication
All
Article
56
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Conference paper
1
Konferenzbeitrag
1
Language
All
English
56
Author
All
Bayer, Christian
3
Chan, Tat Lung
2
Glau, Kathrin
2
Kim, Kyoung-Kuk
2
Lim, Dong-Young
2
Tempone, Raúl
2
Wan, Justin W. L.
2
Abergel, Frédéric
1
Akahori, J.
1
Alexander, Carol
1
Arkorful, Gideon Bruce
1
Baldacci, Bastien
1
Barletta, Andrea
1
Barsotti, F.
1
Bel Hadj Ayed, Ahmed
1
Bergault, Philippe
1
Bollinger, Thomas R.
1
Bouchouev, Ilia
1
Bourgey, F.
1
Brignone, Riccardo
1
Burkovska, O.
1
Chen, Haiqiang
1
Chen, Yangang
1
Chen, Yibing
1
Chesney, Marc
1
Cufaro Petroni, Nicola
1
De Marco, Stefano
1
Desmettre, Sascha
1
Detemple, Jérôme B.
1
Dupire, Bruno
1
Ewald, Christian
1
Fanelli, Viviana
1
Favreau, Charles
1
Felpel, Mike
1
Feng, Y.
1
Figueiredo, Antonio
1
Friz, Peter K.
1
Galakis, John
1
Gao, Xuefeng
1
Gass, M.
1
more ...
less ...
Published in...
All
Quantitative finance
MPRA Paper
228
The journal of futures markets
194
International journal of theoretical and applied finance
112
IZA Discussion Papers
105
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
GE, Growth, Math methods
83
Review of derivatives research
75
Discussion paper series / IZA
69
CESifo Working Paper
67
IZA Discussion Paper
65
NBER working paper series
65
The journal of computational finance
60
Working Paper
60
NBER Working Papers
59
Finance research letters
58
Applied mathematical finance
54
Economics Bulletin
53
CESifo working papers
51
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
CREATES Research Papers
46
Finance and stochastics
44
The North American journal of economics and finance : a journal of financial economics studies
43
Journal of financial economics
41
Discussion paper / Tinbergen Institute
40
Cahiers de recherche
36
Research Reports / Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg
35
International review of economics & finance : IREF
34
Journal of financial markets
34
Tinbergen Institute Discussion Paper
33
Working paper
33
CESifo Working Paper Series
32
International journal of financial engineering
32
RePAd Working Paper Series
32
Journal of financial and quantitative analysis : JFQA
31
cemmap working paper
31
CEMMAP working papers / Centre for Microdata Methods and Practice
30
Computational economics
30
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Static replication of barrier-type options via integral equations
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 281-294
Persistent link: https://www.econbiz.de/10012424590
Saved in:
2
Orthogonal expansions for VIX options under affine jump diffusions
Barletta, Andrea
;
Nicolato, Elisa
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 951-967
Persistent link: https://www.econbiz.de/10011911220
Saved in:
3
Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.
;
Gass, M.
;
Glau, Kathrin
;
Mahlstedt, M.
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
Saved in:
4
Can outstanding dividend payments be estimated by American options?
Desmettre, Sascha
;
Grün, Sarah
;
Korn, Ralf
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1437-1446
Persistent link: https://www.econbiz.de/10011913129
Saved in:
5
Option prices and stock market momentum : evidence from China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
Saved in:
6
A new integral equation formulation for American put options
Zhu, Song-Ping
;
He, Xin-Jiang
;
Lu, Xiaoping
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 483-490
Persistent link: https://www.econbiz.de/10011906400
Saved in:
7
Smiles in delta
Mingone, Arianna
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014452438
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
The role of fleeting orders on option expiration days
Figueiredo, Antonio
;
Jain, Pankaj K.
;
Mishra, Suchismita
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1511-1529
Persistent link: https://www.econbiz.de/10014419175
Saved in:
10
A transform-based method for pricing Asian options under general two-dimensional models
Zhang, Weinan
;
Zeng, Pingping
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1677-1697
Persistent link: https://www.econbiz.de/10014419186
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
