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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"
~subject:"Black-Scholes-Modell"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
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Option Prices with Stochastic...
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Black-Scholes-Modell
Currency option
Kapitaleinkommen
Monte Carlo simulation
Schätzung
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 model
35
Estimation
31
Yield curve
27
Zinsstruktur
27
Derivat
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Derivative
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Stochastic process
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Stochastischer Prozess
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19
Index futures
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Index-Futures
19
Aktienoption
18
Stock option
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Interest rate derivative
17
Zinsderivat
17
Statistical distribution
16
Statistische Verteilung
16
Swap
13
Börsenkurs
11
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11
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9
Portfolio selection
9
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9
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9
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9
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English
82
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Bakshi, Gurdip S.
3
Rosenberg, Joshua V.
3
Chen, Zhiwu
2
Dumas, Bernard
2
Engle, Robert F.
2
Figlewski, Stephen
2
Fleming, Jeff
2
Ritchken, Peter H.
2
Ammann, Manuel
1
Andersen, Torben
1
Aït-Sahalia, Yacine
1
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1
Barone, Gaia
1
Bennett, Michael N.
1
Benninga, Simon
1
Benzoni, Luca
1
Blume, Marshall E.
1
Bollerslev, Tim
1
Boogert, Alexander
1
Boyer, Brian H.
1
Boyle, Phelim P.
1
Brenner, Menachem
1
Brigo, Damiano
1
Buraschi, Andrea
1
Bühler, Wolfgang
1
Cao, Charles Q.
1
Carr, Peter
1
Cassano, Mark A.
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Chambers, Donald Robert
1
Chance, Don M.
1
Chang, Charles
1
Chateauneuf, Alain
1
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1
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1
Chesney, Marc
1
Choi, Seung-mook S.
1
Chuang, Chienmin
1
Coval, Joshua
1
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1
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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
International journal of theoretical and applied finance
118
The journal of computational finance
81
The journal of futures markets
81
Applied mathematical finance
59
Quantitative finance
59
Mathematical finance : an international journal of mathematics, statistics and financial theory
57
Computational economics
52
Journal of banking & finance
50
Finance and stochastics
47
Review of derivatives research
40
Finance research letters
34
International journal of financial engineering
34
Journal of econometrics
34
Journal of financial economics
29
Journal of mathematical finance
29
The North American journal of economics and finance : a journal of financial economics studies
29
Asia-Pacific financial markets
27
European journal of operational research : EJOR
26
Journal of economic dynamics & control
26
Risks : open access journal
23
International review of financial analysis
22
Journal of empirical finance
21
Journal of risk and financial management : JRFM
21
The European journal of finance
21
Review of quantitative finance and accounting
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Research paper series / Swiss Finance Institute
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
The review of financial studies
18
Energy economics
17
Working paper series / Centre for Practical Quantitative Finance
17
Applied economics
16
International review of economics & finance : IREF
15
Journal of financial and quantitative analysis : JFQA
15
Insurance / Mathematics & economics
14
Options : classic approaches to pricing and modelling
14
Working paper / National Bureau of Economic Research, Inc.
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
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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
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