//--> //--> //--> //-->
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
Spatial dependence in option o...
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
91
Theory
91
Option trading
48
Optionsgeschäft
48
Volatility
37
Volatilität
37
USA
29
United States
29
Hedging
19
Stochastic process
18
Stochastischer Prozess
18
Yield curve
18
Zinsstruktur
18
Derivat
17
Derivative
17
Estimation
17
Schätzung
17
Statistical distribution
13
Statistische Verteilung
13
Interest rate derivative
12
Zinsderivat
12
Aktienoption
9
Black-Scholes model
9
Black-Scholes-Modell
9
Stock option
9
Index futures
8
Index-Futures
8
Swap
8
ARCH model
7
ARCH-Modell
7
CAPM
7
Currency option
6
Deutschland
6
Devisenoption
6
Germany
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Simulation
6
more ...
less ...
Type of publication
All
Article
205
Type of publication (narrower categories)
All
Article in journal
205
Aufsatz in Zeitschrift
205
Bibliografie
1
Bibliography
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
205
Author
All
Chen, Son-nan
6
Wu, Ting-pin
6
Ritchken, Peter H.
4
Fabozzi, Frank J.
3
Newton, David P.
3
Orosi, Greg
3
Rosenberg, Joshua V.
3
Russo, Emilio
3
Schoutens, Wim
3
Tian, Yisong Sam
3
Wei, Jason
3
Beliaeva, Natalia A.
2
Bennett, Michael N.
2
Broadie, Mark
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
Nawalkha, Sanjay K.
2
Nunes, Joaõ Pedro Vidal
2
Quittard-Pinon, François
2
Rendleman, Richard J.
2
Rich, Don R.
2
Rubinstein, Mark
2
Staino, Alessandro
2
Taylor, Stephen
2
Uhrig-Homburg, Marliese
2
Weide, Hans van der
2
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
468
The journal of futures markets
262
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
217
Quantitative finance
202
Journal of econometrics
188
Review of derivatives research
170
European journal of operational research : EJOR
142
Insurance / Mathematics & economics
142
Journal of economic dynamics & control
139
Finance research letters
122
NBER working paper series
120
Computational economics
117
International journal of financial engineering
116
Working paper / National Bureau of Economic Research, Inc.
112
Journal of mathematical finance
108
Economics letters
105
Risks : open access journal
103
NBER Working Paper
92
Research paper series / Swiss Finance Institute
90
The North American journal of economics and finance : a journal of financial economics studies
90
Discussion paper series / IZA
87
Journal of financial economics
86
The European journal of finance
81
Asia-Pacific financial markets
78
Applied economics
68
Energy economics
68
Discussion paper / Tinbergen Institute
67
Economic modelling
67
The journal of real estate finance and economics
67
Regional science & urban economics
65
Working paper
62
SFB 649 discussion paper
61
The review of financial studies
60
Journal of financial and quantitative analysis : JFQA
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
58
more ...
less ...
Source
All
ECONIS (ZBW)
205
Showing
1
-
10
of
205
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
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
Valuing multiple employee stock options issued by the same company
Dennis, Patrick
;
Rendleman, Richard J.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 44-69
Persistent link: https://www.econbiz.de/10003771453
Saved in:
5
Derivative pricing models with regime switching : a general approach
Edwards, Craig Steven
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 41-47
Persistent link: https://www.econbiz.de/10003159539
Saved in:
6
Curtailing the range for lattice and grid methods
Andricopoulos, Ari D.
;
Widdick, Martin
;
Duck, Peter W.
; …
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 55-61
Persistent link: https://www.econbiz.de/10002108943
Saved in:
7
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:
8
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:
9
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:
10
Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
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...
//-->