//--> //--> //--> //-->
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:"The European journal of finance"
~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"
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 Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Currency option
Kapitaleinkommen
Monte Carlo simulation
Schätzung
Option pricing theory
339
Optionspreistheorie
339
Theorie
166
Theory
166
Volatility
81
Volatilität
81
Option trading
77
Optionsgeschäft
77
USA
57
United States
57
Black-Scholes model
46
Black-Scholes-Modell
46
Derivat
46
Derivative
46
Stochastic process
44
Stochastischer Prozess
44
Estimation
38
Yield curve
34
Zinsstruktur
34
Hedging
33
CAPM
29
Index futures
20
Index-Futures
20
Aktienoption
19
Interest rate derivative
19
Stock option
19
Zinsderivat
19
Statistical distribution
16
Statistische Verteilung
16
Börsenkurs
15
Share price
15
Portfolio selection
14
Portfolio-Management
14
Swap
14
Capital income
13
Credit risk
13
Kreditrisiko
13
Real options analysis
13
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
62
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
63
Author
All
Rosenberg, Joshua V.
3
Bakshi, Gurdip S.
2
Chen, Zhiwu
2
Engle, Robert F.
2
Fleming, Jeff
2
Ammann, Manuel
1
Anderluh, J. H. M.
1
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Babsiri, Mohamed el
1
Bastin-Pinto, Carlos
1
Bennett, Michael N.
1
Benzoni, Luca
1
Bernard, Carole
1
Bollerslev, Tim
1
Boogert, Alexander
1
Boyer, Brian H.
1
Boyle, Phelim P.
1
Brandão, Luiz Eduardo Teixeira
1
Brenner, Menachem
1
Bühler, Wolfgang
1
Cao, Charles Q.
1
Chalamandaris, Georgios
1
Chambers, Donald Robert
1
Chang, Charles
1
Chateauneuf, Alain
1
Chen, Ren-Raw
1
Cheng, Hung-Wen
1
Choi, Seung-mook S.
1
Corrado, Charles Joseph
1
Coval, Joshua
1
Doukas, John A.
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dumas, Bernard
1
Dutt, Samir K.
1
Eldor, Rafi
1
Feng, Shu
1
Fournier, Mathieu
1
Fuh, Cheng-Der
1
more ...
less ...
Institution
All
American Finance Association
1
Published in...
All
The European journal of finance
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
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Risks : open access journal
14
Research paper series / Swiss Finance Institute
13
Review of quantitative finance and accounting
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
11
Applied financial economics
10
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
10
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A technique for reducing discretization bias from Monte Carlo simulations : option pricing under stochastic interest rates
Lindset, Snorre
;
Lund, Arne-Christian
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 545-564
Persistent link: https://www.econbiz.de/10003570611
Saved in:
2
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
3
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:
4
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:
5
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:
6
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
Saved in:
7
Pricing Parisians and barriers by hitting time simulation
Anderluh, J. H. M.
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 137-156
Persistent link: https://www.econbiz.de/10003744737
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->