//--> //--> //--> //-->
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"
~subject:"CAPM"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Zinsstruktur"
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
CAPM
Hedging
Kapitaleinkommen
Monte Carlo simulation
Zinsstruktur
Option pricing theory
203
Optionspreistheorie
203
Theorie
104
Theory
104
Option trading
54
Optionsgeschäft
54
Volatility
40
Volatilität
40
USA
32
United States
32
Black-Scholes model
28
Black-Scholes-Modell
28
Yield curve
20
Estimation
18
Schätzung
18
Stochastic process
18
Stochastischer Prozess
18
Derivat
17
Derivative
17
Statistical distribution
14
Statistische Verteilung
14
Aktienoption
13
Interest rate derivative
13
Stock option
13
Zinsderivat
13
Swap
10
Index futures
8
Index-Futures
8
ARCH model
7
ARCH-Modell
7
Aktienindex
6
Currency option
6
Deutschland
6
Devisenoption
6
Dividend
6
Dividende
6
Germany
6
more ...
less ...
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Systematic review
1
Übersichtsarbeit
1
Language
All
English
54
Author
All
Chen, Son-nan
4
Wu, Ting-pin
4
Engle, Robert F.
2
Fabozzi, Frank J.
2
Moraux, Franck
2
Ritchken, Peter H.
2
Rosenberg, Joshua V.
2
AitSahlia, Farid
1
Albrecher, Hansjörg
1
Ammann, Manuel
1
Babsiri, Mohamed el
1
Bianchi, Michele Leonardo
1
Bjerregaard Pedersen, Morten
1
Boogert, Alexander
1
Borovkova, Svetlana
1
Brigo, Damiano
1
Broadie, Mark
1
Brown, Gregory
1
Carr, Peter
1
Chang, Chuang-chang
1
Chang, Jui-jane
1
Chateauneuf, Alain
1
Chen, Ren-Raw
1
Chiang, Mi-Hsiu
1
Chuang, Ming-Che
1
Chung, San-lin
1
Das, Sanjiv R.
1
Dhaene, Jan
1
Diao, Xundi
1
Dravid, Ajay R.
1
Duck, Peter W.
1
Dutt, Samir K.
1
Fan, Rong
1
Figlewski, Stephen
1
Ghamami, Samim
1
Godin, Frédéric
1
Goovaerts, Marc J.
1
Gupta, Anurag
1
Hamza, Kais
1
Ho, Thomas S. Y.
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
159
Mathematical finance : an international journal of mathematics, statistics and financial theory
104
Quantitative finance
81
Applied mathematical finance
77
The journal of computational finance
75
Finance and stochastics
74
Journal of banking & finance
67
The journal of futures markets
60
Review of derivatives research
49
Journal of economic dynamics & control
41
Insurance / Mathematics & economics
39
Finance research letters
37
European journal of operational research : EJOR
34
International journal of financial engineering
33
Research paper series / Swiss Finance Institute
33
Risks : open access journal
32
Computational economics
31
Journal of financial economics
31
Journal of mathematical finance
28
The European journal of finance
28
Energy economics
24
The North American journal of economics and finance : a journal of financial economics studies
23
Asia-Pacific financial markets
22
Journal of risk and financial management : JRFM
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
The review of financial studies
22
The journal of finance : the journal of the American Finance Association
21
Annals of finance
20
NBER working paper series
19
Journal of econometrics
18
The journal of fixed income
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Review of quantitative finance and accounting
17
Discussion paper / B
16
International review of financial analysis
16
Swiss Finance Institute Research Paper
16
Working paper / National Bureau of Economic Research, Inc.
16
Applied economics
15
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Four things you might not know about the Black-Scholes formula
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 77-81
Persistent link: https://www.econbiz.de/10003673319
Saved in:
5
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:
6
Assessing the incremental value of option pricing theory relative to an informationally passive benchmark
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10001718716
Saved in:
7
Static hedging of timing risk
Carr, Peter
;
Picron, Jean-Francois
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001432497
Saved in:
8
Pricing and hedging mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
9
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
Saved in:
10
Analytical valuation of barrier interest rate options under market models
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003892315
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->