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~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"
~isPartOf:"Working paper series / Centre for Practical Quantitative Finance"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
287
Optionspreistheorie
287
Theorie
177
Theory
177
Volatility
68
Volatilität
68
Option trading
62
Optionsgeschäft
62
USA
55
United States
55
Black-Scholes model
40
Black-Scholes-Modell
40
Stochastic process
32
Stochastischer Prozess
32
Estimation
31
Schätzung
31
Yield curve
28
Zinsstruktur
28
Derivat
26
Derivative
26
Hedging
25
CAPM
21
Aktienoption
20
Stock option
20
Index futures
19
Index-Futures
19
Interest rate derivative
19
Zinsderivat
19
Devisenoption
18
Statistical distribution
16
Statistische Verteilung
16
Swap
13
Börsenkurs
11
Share price
11
Capital income
9
Portfolio selection
9
Portfolio-Management
9
Risikoprämie
9
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22
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12
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35
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Wystup, Uwe
11
Reiswich, Dimitri
3
Hakala, Jürgen
2
Packham, Natalie
2
Andersen, Torben
1
Babsiri, Mohamed el
1
Bakshi, Gurdip S.
1
Bennett, Michael N.
1
Benzoni, Luca
1
Boogert, Alexander
1
Brenner, Menachem
1
Chateauneuf, Alain
1
Chen, Zhiwu
1
Choi, Seung-mook S.
1
Coval, Joshua
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dutt, Samir K.
1
Eldor, Rafi
1
Fournier, Mathieu
1
Gesser, Vincent
1
Ghamami, Samim
1
Grullon, Gustavo
1
Hauser, Shmuel
1
Heston, Steven L.
1
Jacobs, Kris
1
Jones, Christopher S.
1
Jong, Cyriel de
1
Kennedy, Joanne E.
1
Khorram, Mehdi
1
Leung, Yan
1
Li, Shuaiqi
1
Lund, Jesper
1
Lyandres, Evgeny
1
López, José A.
1
Marcozzi, Michael D.
1
Mo, Haitao
1
Mostoufi, Mina
1
Navas, Javier F.
1
Newton, David P.
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American Finance Association
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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
Working paper series / Centre for Practical Quantitative Finance
The journal of computational finance
46
International journal of theoretical and applied finance
39
Quantitative finance
34
The journal of futures markets
26
Journal of banking & finance
20
Journal of financial economics
20
Applied mathematical finance
19
Computational economics
19
Finance and stochastics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
European journal of operational research : EJOR
15
Journal of risk and financial management : JRFM
15
Energy economics
14
Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
12
Review of derivatives research
12
International journal of financial engineering
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Risks : open access journal
11
Insurance / Mathematics & economics
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Journal of financial and quantitative analysis : JFQA
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
The European journal of finance
9
International review of financial analysis
8
Journal of econometrics
8
Journal of empirical finance
8
Applied economics
7
Asia-Pacific financial markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of mathematical finance
7
The review of financial studies
7
Working paper
7
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
7
International journal of economics and finance
6
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ECONIS (ZBW)
35
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1
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
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2
FX basket options
Hakala, Jürgen
;
Wystup, Uwe
-
2008
Persistent link: https://www.econbiz.de/10003754877
Saved in:
3
Latin hypercube sampling with dependence and applications in finance
Packham, Natalie
;
Schmidt, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003759970
Saved in:
4
Foreign exchange symmetries
Wystup, Uwe
-
2008
Persistent link: https://www.econbiz.de/10003737654
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5
Foreign exchange quanto options
Wystup, Uwe
-
2008
Persistent link: https://www.econbiz.de/10003737655
Saved in:
6
Vanna-volga pricing
Wystup, Uwe
-
2008
Persistent link: https://www.econbiz.de/10003737656
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7
FX volatility smile construction
Reiswich, Dimitri
;
Wystup, Uwe
-
2009
Persistent link: https://www.econbiz.de/10003901919
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
Relative option prices and risk-neutral skew as predictors of index returns
Ratcliff, Ryan
- In:
The journal of derivatives : the official publication …
21
(
2013
)
2
,
pp. 89-105
Persistent link: https://www.econbiz.de/10010358117
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