//--> //--> //--> //-->
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"
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
Joint order and pricing decisi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
203
Optionspreistheorie
203
Theorie
105
Theory
105
Option trading
86
Optionsgeschäft
86
Volatility
49
Volatilität
49
USA
40
United States
40
Hedging
24
Stochastic process
21
Stochastischer Prozess
21
Derivat
20
Derivative
20
Estimation
19
Schätzung
19
Yield curve
18
Zinsstruktur
18
Black-Scholes model
14
Black-Scholes-Modell
14
Statistical distribution
14
Statistische Verteilung
14
Interest rate derivative
12
Zinsderivat
12
Swap
11
Aktienoption
10
Stock option
10
Börsenkurs
9
Index futures
9
Index-Futures
9
Share price
9
ARCH model
8
ARCH-Modell
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
CAPM
7
Deutschland
7
Germany
7
Portfolio selection
7
more ...
less ...
Type of publication
All
Article
243
Type of publication (narrower categories)
All
Article in journal
243
Aufsatz in Zeitschrift
243
Bibliografie
1
Bibliography
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
243
Author
All
Chen, Son-nan
6
Wu, Ting-pin
6
Ederington, Louis H.
4
Ritchken, Peter H.
4
Tian, Yisong Sam
4
Chaput, J. Scott
3
Fabozzi, Frank J.
3
Newton, David P.
3
Orosi, Greg
3
Rosenberg, Joshua V.
3
Russo, Emilio
3
Schoutens, Wim
3
Wei, Jason
3
Wu, Liuren
3
Beliaeva, Natalia A.
2
Bennett, Michael N.
2
Bernard, Carole
2
Broadie, Mark
2
Carr, Peter
2
Chang, Jui-jane
2
Chen, Ren-Raw
2
Choi, Seung-mook S.
2
Christoffersen, Peter F.
2
Dravid, Ajay R.
2
Duan, Jin-Chuan
2
Duck, Peter W.
2
Engle, Robert F.
2
Glasserman, Paul
2
Hull, John
2
Jacobs, Kris
2
Kennedy, Joanne E.
2
Klein, Peter
2
Lehnert, Thorsten
2
Lyuu, Yuh-dauh
2
Mazzoni, Thomas
2
Moraux, Franck
2
Nawalkha, Sanjay K.
2
Nunes, Joaõ Pedro Vidal
2
Quittard-Pinon, François
2
Rebonato, Riccardo
2
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of production economics
2,131
International journal of production research
1,693
European journal of operational research : EJOR
1,497
Transportation research / E : an international journal
756
Management science : journal of the Institute for Operations Research and the Management Sciences
536
International journal of theoretical and applied finance
499
International journal of logistics systems and management
498
SpringerLink / Bücher
434
Omega : the international journal of management science
421
Supply Chain Management: An International Journal
419
International journal of logistics : research and applications
411
NBER working paper series
407
The journal of futures markets
374
Journal of revenue and pricing management
370
Supply chain management : an international journal
344
International Journal of Physical Distribution & Logistics Management
332
Manufacturing & service operations management : M & SOM
326
Production and operations management : an international journal of the Production and Operations Management Society
324
The international journal of logistics management
324
Working paper / National Bureau of Economic Research, Inc.
319
NBER Working Paper
301
Journal of banking & finance
275
Journal of purchasing and supply management
267
Mathematical finance : an international journal of mathematics, statistics and financial theory
267
Journal of business research : JBR
265
The journal of computational finance
256
Applied mathematical finance
248
Logistics
248
International journal of physical distribution & logistics management : IJPD & LM
242
Finance and stochastics
237
Economics letters
231
Journal of operations management
231
Industrial marketing management : the international journal for industrial and high-tech firms
227
International journal of procurement management
226
International journal of industrial organization
224
Operations research
221
Computers & operations research : and their applications to problems of world concern ; an international journal
216
International journal of logistics systems and management : IJLSM
206
Quantitative finance
204
more ...
less ...
Source
All
ECONIS (ZBW)
243
Showing
1
-
10
of
243
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the
pricing
of power and other polynomial options
Macovschi, Stefan
;
Quittard-Pinon, François
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 61-71
Persistent link: https://www.econbiz.de/10003346507
Saved in:
2
Barrier option
pricing
using adjusted transition probabilities
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Theal, John
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 36-53
Persistent link: https://www.econbiz.de/10003795257
Saved in:
3
Pricing
Parisian options by generating functions
Li, Bing-qing
;
Zhao, Hai-jian
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 72-81
Persistent link: https://www.econbiz.de/10003862827
Saved in:
4
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:
5
Barrier options on spot LIBOR rates under multi-factor Gaussian HJM model
Nunes, Joaõ Pedro Vidal
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10003379130
Saved in:
6
Closed-form approximations for spread option prices and greeks
Li, Minqiang
;
Deng, Shi-jie
;
Zhou, Jieyun
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 58-80
Persistent link: https://www.econbiz.de/10003673361
Saved in:
7
A closed form approach to the valuation and hedging of basket and spread options
Borovkova, Svetlana
;
Permana, Ferry J.
;
Weide, Hans van der
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 8-24
Persistent link: https://www.econbiz.de/10003498942
Saved in:
8
An algorithm for simulating Bermudan option prices on simulated asset prices
Huge, Brian Norsk
;
Rom-Poulsen, Nils
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 64-85
Persistent link: https://www.econbiz.de/10003498958
Saved in:
9
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:
10
Step double barrier options
Guillaume, Tristan
- In:
The journal of derivatives : the official publication …
18
(
2010
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10008655518
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->