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~isPartOf:"The journal of computational 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"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Schätzung
Option pricing theory
512
Optionspreistheorie
512
Theorie
220
Theory
220
Volatility
122
Volatilität
122
Option trading
118
Optionsgeschäft
118
Stochastic process
111
Stochastischer Prozess
111
Black-Scholes model
67
Black-Scholes-Modell
67
USA
64
United States
64
Derivat
59
Derivative
59
Yield curve
50
Zinsstruktur
50
Monte-Carlo-Simulation
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Estimation
37
Hedging
35
Interest rate derivative
35
Zinsderivat
35
Swap
26
Statistical distribution
25
Statistische Verteilung
25
Simulation
24
CAPM
23
Aktienoption
19
Index futures
19
Index-Futures
19
Stock option
19
Analysis
17
Credit risk
17
Kreditrisiko
17
Mathematical analysis
17
Portfolio selection
17
Portfolio-Management
17
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English
100
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Rosenberg, Joshua V.
3
Bakshi, Gurdip S.
2
Caramellino, Lucia
2
Chen, Zhiwu
2
Engle, Robert F.
2
Fleming, Jeff
2
Fu, Michael
2
Harrach, Bastian von
2
Korn, Ralf
2
Pelsser, Antoon André Jean
2
Rebonato, Riccardo
2
Shevchenko, Pavel V.
2
Xu, Wei
2
Alm, Thomas
1
Ammann, Manuel
1
Andersen, Torben
1
Asghari, Naser M.
1
Auster, Johan
1
Aït-Sahalia, Yacine
1
Babsiri, Mohamed el
1
Badouraly Kassim, Laetitia
1
Becker, Martin
1
Belak, Christoph
1
Bennett, Michael N.
1
Benzoni, Luca
1
Bollerslev, Tim
1
Boogert, Alexander
1
Bourgey, Florian
1
Boyer, Brian H.
1
Brenner, Menachem
1
Briani, Maya
1
Brunner, Bernhard
1
Bühler, Wolfgang
1
Cakici, Nusret
1
Cao, Charles Q.
1
Cathcart, Lara
1
Chambers, Donald Robert
1
Chang, Charles
1
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1
Chen, Bin
1
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American Finance Association
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The journal of computational 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
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
The European journal of finance
13
Insurance / Mathematics & economics
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Working paper / National Bureau of Economic Research, Inc.
12
Working paper series / Centre for Practical Quantitative Finance
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Applied economics
11
International review of economics & finance : IREF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial and quantitative analysis : JFQA
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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
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1
The uncertain volatility model : a Monte Carlo apporach
Guyon, Julien
;
Henry-Labordère, Pierre
- In:
The journal of computational finance
14
(
2010/11
)
3
,
pp. 37-71
Persistent link: https://www.econbiz.de/10008989934
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
Linking caplets and swaptions prices in the LMM-SABR model
Rebonato, Riccardo
;
White, Richard
- In:
The journal of computational finance
13
(
2009/10
)
2
,
pp. 19-45
Persistent link: https://www.econbiz.de/10003949865
Saved in:
7
Unbiased Monte Carlo valuation of lookback, swing and barrier options with continous monitoring under variance gamma models
Becker, Martin
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 35-61
Persistent link: https://www.econbiz.de/10003996072
Saved in:
8
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:
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
Calibration and Monte Carlo pricing of the SABR–Hull–White model for long-maturity equity derivatives
Chen, Bin
;
Grzelak, Lech A.
;
Oosterlee, Cornelis W.
- In:
The journal of computational finance
15
(
2011/12
)
4
,
pp. 79-113
Persistent link: https://www.econbiz.de/10009575387
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