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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:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Option trading"
~subject:"Zinsstruktur"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Option trading
Zinsstruktur
Option pricing theory
258
Optionspreistheorie
258
Theorie
146
Theory
146
Optionsgeschäft
59
Volatility
56
Volatilität
56
USA
55
United States
55
Black-Scholes model
35
Black-Scholes-Modell
35
Estimation
31
Schätzung
31
Yield curve
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
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Article
102
Book / Working Paper
1
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Article in journal
100
Aufsatz in Zeitschrift
100
Systematic review
2
Übersichtsarbeit
2
Bibliografie enthalten
1
Bibliography included
1
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1
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1
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English
103
Author
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Chen, Son-nan
5
Wu, Ting-pin
5
Ritchken, Peter H.
3
Chang, Jui-jane
2
Figlewski, Stephen
2
Hull, John
2
Jacobs, Kris
2
Moraux, Franck
2
Nawalkha, Sanjay K.
2
Nunes, Joaõ Pedro Vidal
2
Orosi, Greg
2
Rosenberg, Joshua V.
2
Weide, Hans van der
2
Ahn, Dong-Hyun
1
Albrecher, Hansjörg
1
Andersen, Torben
1
Babsiri, Mohamed el
1
Bakshi, Gurdip S.
1
Barone, Gaia
1
Barone-Adesi, Giovanni
1
Beliaeva, Natalia A.
1
Bennett, Michael N.
1
Benzoni, Luca
1
Berkovich, Efraim
1
Bjerregaard Pedersen, Morten
1
Boenawan, Kiekie
1
Boogert, Alexander
1
Borovkova, S. A.
1
Borovkova, Svetlana
1
Brenner, Menachem
1
Brigo, Damiano
1
Brown, Gregory
1
Bühler, Wolfgang
1
Carr, Peter
1
Cassano, Mark A.
1
Chang, Chuang-chang
1
Chateauneuf, Alain
1
Chen, Chun-Da
1
Chen, Ren-Raw
1
Chen, Zhiwu
1
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American Finance Association
1
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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
162
The journal of futures markets
118
The journal of computational finance
114
Quantitative finance
91
Applied mathematical finance
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
86
Review of derivatives research
83
Journal of banking & finance
74
Finance research letters
64
Finance and stochastics
63
International journal of financial engineering
53
Journal of economic dynamics & control
49
The North American journal of economics and finance : a journal of financial economics studies
48
Computational economics
43
European journal of operational research : EJOR
43
Journal of financial economics
43
Risks : open access journal
40
Journal of mathematical finance
37
Research paper series / Swiss Finance Institute
32
The European journal of finance
32
Asia-Pacific financial markets
31
Insurance / Mathematics & economics
29
International review of economics & finance : IREF
28
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Review of quantitative finance and accounting
26
Energy economics
24
Journal of risk and financial management : JRFM
24
Applied economics
22
Economic modelling
22
International review of financial analysis
22
The review of financial studies
21
Journal of econometrics
20
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
The journal of fixed income
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Journal of financial and quantitative analysis : JFQA
19
Annals of finance
18
Swiss Finance Institute Research Paper
18
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ECONIS (ZBW)
103
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Efficient analytical cascade calibration of the LIBOR market model with endogenous interpolation
Brigo, Damiano
;
Morini, Massimo
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 40-60
Persistent link: https://www.econbiz.de/10003379121
Saved in:
7
Calibration risk for exotic options
Detlefsen, K.
;
Härdle, Wolfgang
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 47-63
Persistent link: https://www.econbiz.de/10003498957
Saved in:
8
Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Shiu, Yung-ming
;
Pan, Ging-ginq
;
Lin, Shu-hui
;
Wu, Tu-cheng
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003985513
Saved in:
9
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:
10
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
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