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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:"Stochastic process"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Stochastic process
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
Black-Scholes-Modell
35
Estimation
31
Schätzung
31
Yield curve
27
Zinsstruktur
27
Derivat
26
Derivative
26
Hedging
25
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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43
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English
44
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Bakshi, Gurdip S.
2
Beliaeva, Natalia A.
2
Chen, Zhiwu
2
Nawalkha, Sanjay K.
2
Newton, David P.
2
Russo, Emilio
2
Andersen, Torben
1
Babsiri, Mohamed el
1
Bennett, Michael N.
1
Benzoni, Luca
1
Bianchi, Michele Leonardo
1
Boogert, Alexander
1
Brenner, Menachem
1
Britten-Jones, Mark
1
Broadie, Mark
1
Buraschi, Andrea
1
Cao, Charles Q.
1
Chateauneuf, Alain
1
Chen, Ding
1
Choi, Seung-mook S.
1
Costabile, Massimo
1
Coval, Joshua
1
Câmara, António
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dumas, Bernard
1
Dutt, Samir K.
1
Eldor, Rafi
1
Fabozzi, Frank J.
1
Fournier, Mathieu
1
Gesser, Vincent
1
Ghamami, Samim
1
Godin, Frédéric
1
Grullon, Gustavo
1
Hauser, Shmuel
1
Heston, Steven L.
1
Huang, Jing-Zhi
1
Jacobs, Kris
1
Jain, Ashish
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
237
Quantitative finance
123
The journal of computational finance
121
Applied mathematical finance
101
Finance and stochastics
98
Mathematical finance : an international journal of mathematics, statistics and financial theory
80
Insurance / Mathematics & economics
71
European journal of operational research : EJOR
70
Computational economics
62
International journal of financial engineering
62
The journal of futures markets
62
Journal of mathematical finance
52
Risks : open access journal
52
Journal of banking & finance
50
Journal of economic dynamics & control
50
Review of derivatives research
50
Finance research letters
43
The North American journal of economics and finance : a journal of financial economics studies
43
Research paper series / Swiss Finance Institute
34
Journal of financial economics
32
Journal of risk and financial management : JRFM
32
Journal of econometrics
31
Annals of finance
30
Asia-Pacific financial markets
29
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
28
The European journal of finance
28
Energy economics
27
Mathematical finance : an international journal of mathematics, statistics and financial economics
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
Economic modelling
20
Applied economics
19
Operations research letters
19
Review of quantitative finance and accounting
18
Working paper series / Centre for Practical Quantitative Finance
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Mathematics and financial economics
17
Mathematics of operations research
17
Swiss Finance Institute Research Paper
17
SFB 649 discussion paper
16
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1
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:
2
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:
3
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
4
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
5
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:
6
A simple approach to pricing American options under the Heston stochastic volatility model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
7
Displaced jump-diffusion option valuation
Câmara, António
;
Krehbiehl, Tim
;
Li, Weiping
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
2
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003925808
Saved in:
8
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:
9
Pricing American options in the Heston model : a close look at incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 9-29
Persistent link: https://www.econbiz.de/10009725351
Saved in:
10
A forward shooting grid method for option pricing with stochastic volatility
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10009718105
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