//--> //--> //--> //-->
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 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:"Black-Scholes model"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
258
Optionspreistheorie
258
Theorie
146
Theory
146
Option trading
59
Optionsgeschäft
59
Volatility
56
Volatilität
56
USA
55
United States
55
Black-Scholes-Modell
35
Estimation
31
Schätzung
31
Yield curve
27
Zinsstruktur
27
Derivat
26
Derivative
26
Hedging
25
Stochastic process
24
Stochastischer Prozess
24
CAPM
19
Index futures
19
Index-Futures
19
Aktienoption
18
Stock option
18
Interest rate derivative
17
Zinsderivat
17
Statistical distribution
16
Statistische Verteilung
16
Swap
13
Börsenkurs
11
Share price
11
Capital income
9
Portfolio selection
9
Portfolio-Management
9
Risikoprämie
9
Risk premium
9
ARCH model
8
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
56
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Konferenzschrift
1
Rezension
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
57
Author
All
Bakshi, Gurdip S.
2
Figlewski, Stephen
2
Andersen, Torben
1
Babsiri, Mohamed el
1
Barone, Gaia
1
Bennett, Michael N.
1
Benninga, Simon
1
Benzoni, Luca
1
Blume, Marshall E.
1
Boogert, Alexander
1
Boyle, Phelim P.
1
Brenner, Menachem
1
Brigo, Damiano
1
Buraschi, Andrea
1
Carr, Peter
1
Cassano, Mark A.
1
Chance, Don M.
1
Chateauneuf, Alain
1
Chen, Ren-Raw
1
Chen, Zhiwu
1
Chesney, Marc
1
Choi, Seung-mook S.
1
Chuang, Chienmin
1
Coval, Joshua
1
Cvitanić, Jakša
1
Detlefsen, K.
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dumas, Bernard
1
Dutt, Samir K.
1
Eldor, Rafi
1
Elliott, Robert J.
1
Fan, Rong
1
Fournier, Mathieu
1
Gesser, Vincent
1
Ghamami, Samim
1
Gibson, Rajna
1
Grullon, Gustavo
1
Gupta, Anurag
1
Hauser, Shmuel
1
more ...
less ...
Institution
All
American Finance Association
1
Published in...
All
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
International journal of theoretical and applied finance
109
The journal of computational finance
77
Applied mathematical finance
56
The journal of futures markets
56
Mathematical finance : an international journal of mathematics, statistics and financial theory
55
Quantitative finance
54
Computational economics
52
Finance and stochastics
46
Journal of banking & finance
39
Review of derivatives research
35
International journal of financial engineering
32
Journal of mathematical finance
28
Finance research letters
27
The North American journal of economics and finance : a journal of financial economics studies
27
Asia-Pacific financial markets
25
Journal of financial economics
25
European journal of operational research : EJOR
23
Journal of economic dynamics & control
23
Journal of risk and financial management : JRFM
20
Risks : open access journal
20
Journal of econometrics
19
The European journal of finance
18
Decisions in economics and finance : DEF ; a journal of applied mathematics
17
Review of quantitative finance and accounting
17
Working paper series / Centre for Practical Quantitative Finance
17
Research paper series / Swiss Finance Institute
16
Energy economics
15
International review of financial analysis
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The review of financial studies
15
Journal of empirical finance
14
Options : classic approaches to pricing and modelling
14
Applied economics
13
Journal of financial and quantitative analysis : JFQA
13
Insurance / Mathematics & economics
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
International review of economics & finance : IREF
11
Applied financial economics
9
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The valuation of compound options : a correction and an extension
Chen, Ren-Raw
;
He, Wei
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011399781
Saved in:
2
European compound options written on perpetual American options
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
Saved in:
3
The forward valuation of compound options
Buraschi, Andrea
;
Dumas, Bernard
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 8-17
Persistent link: https://www.econbiz.de/10001618892
Saved in:
4
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
Saved in:
5
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
Saved in:
6
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
7
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
8
Conic option pricing
Madan, Dilip B.
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 10-36
Persistent link: https://www.econbiz.de/10011931506
Saved in:
9
Executive stock options and concavity of the option price
Boyle, Phelim P.
;
Scott, William R.
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 72-84
Persistent link: https://www.econbiz.de/10003346508
Saved in:
10
On perpetual American strangles
Moraux, Franck
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->