//--> //--> //--> //-->
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
~source:"econis"
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
Pricing exotic options with L-...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
14,413
Option pricing theory
14,348
Volatilität
3,960
Volatility
3,951
Theorie
3,790
Theory
3,789
Stochastischer Prozess
3,257
Stochastic process
3,253
Optionsgeschäft
2,965
Option trading
2,956
Derivat
2,452
Derivative
2,452
Black-Scholes-Modell
1,651
Black-Scholes model
1,634
Hedging
1,299
Portfolio selection
1,168
Portfolio-Management
1,168
CAPM
1,063
Zinsstruktur
951
Yield curve
949
Estimation
899
Schätzung
893
USA
771
United States
765
Risk
652
Real options analysis
651
Realoptionsansatz
651
Risiko
651
Monte-Carlo-Simulation
620
Monte Carlo simulation
613
Kreditrisiko
594
Credit risk
588
Börsenkurs
581
Share price
579
Statistical distribution
577
Statistische Verteilung
577
Capital income
538
Kapitaleinkommen
538
Interest rate derivative
461
Zinsderivat
461
more ...
less ...
Online availability
All
Free
4,571
Undetermined
3,012
Type of publication
All
Article
8,361
Book / Working Paper
6,621
Journal
14
Type of publication (narrower categories)
All
Article in journal
7,723
Aufsatz in Zeitschrift
7,723
Graue Literatur
1,872
Non-commercial literature
1,872
Arbeitspapier
1,688
Working Paper
1,688
Hochschulschrift
590
Aufsatz im Buch
575
Book section
575
Thesis
465
Lehrbuch
192
Textbook
180
Collection of articles of several authors
123
Sammelwerk
123
Collection of articles written by one author
83
Sammlung
83
Bibliografie enthalten
78
Bibliography included
78
Aufsatzsammlung
74
Conference paper
45
Konferenzbeitrag
45
Forschungsbericht
41
Glossar enthalten
31
Glossary included
31
Konferenzschrift
29
Handbook
27
Handbuch
27
Reprint
23
Systematic review
22
Übersichtsarbeit
22
Amtsdruckschrift
18
Government document
18
Conference proceedings
16
Bibliografie
15
Case study
13
Fallstudie
13
Einführung
12
Mehrbändiges Werk
12
Multi-volume publication
12
Accompanied by computer file
11
more ...
less ...
Language
All
English
14,341
German
575
French
42
Spanish
23
Italian
15
Portuguese
6
Polish
2
Croatian
1
Hungarian
1
Dutch
1
Russian
1
Swedish
1
more ...
less ...
Author
All
Madan, Dilip B.
93
Cui, Zhenyu
73
Fabozzi, Frank J.
68
Joshi, Mark S.
67
Härdle, Wolfgang
66
Carr, Peter
64
Schoutens, Wim
61
Takahashi, Akihiko
59
Chiarella, Carl
53
Elliott, Robert J.
52
Stentoft, Lars
52
Jacobs, Kris
47
Hull, John
41
Benth, Fred Espen
39
Jarrow, Robert A.
39
Kwok, Yue-Kuen
39
Lee, Cheng F.
36
Oosterlee, Cornelis W.
36
Korn, Ralf
35
Schlögl, Erik
35
Fusai, Gianluca
34
Platen, Eckhard
34
Chesney, Marc
33
Kim, Young Shin
33
Siu, Tak Kuen
33
Christoffersen, Peter F.
32
Schoenmakers, John
32
Wang, Xingchun
32
Wystup, Uwe
32
Račev, Svetlozar T.
31
Zhang, Jin E.
31
Barone-Adesi, Giovanni
30
Ewald, Christian-Oliver
30
Perrakis, Stylianos
30
Schwartz, Eduardo S.
30
Alghalith, Moawia
28
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Wilmott, Paul
28
Wong, Hoi Ying
28
more ...
less ...
Institution
All
National Bureau of Economic Research
60
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Johannes Gutenberg-Universität Mainz
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Springer Fachmedien Wiesbaden
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Centre of Financial Studies
4
Institut for Finansiering <Frederiksberg>
4
Centre for Economic Policy Research
3
Erasmus Research Institute of Management
3
Institute of Finance and Accounting <London>
3
Institutt for Foretaksøkonomi <Bergen, Norwegen>
3
International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
World Bank
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Cambridge University Press
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Eberhard Karls Universität Tübingen
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of Chicago
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
Hochschule für Bankwirtschaft
2
Indien / Central Board of Irrigation and Power
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
497
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
263
Applied mathematical finance
257
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
213
Quantitative finance
201
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
135
European journal of operational research : EJOR
133
Finance research letters
121
International journal of financial engineering
118
Journal of mathematical finance
109
Computational economics
108
Risks : open access journal
99
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of financial economics
81
Journal of econometrics
73
Journal of financial and quantitative analysis : JFQA
63
The journal of finance : the journal of the American Finance Association
61
Energy economics
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
NBER working paper series
58
Review of quantitative finance and accounting
56
SFB 649 discussion paper
55
Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
51
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
International review of financial analysis
49
more ...
less ...
Source
All
ECONIS (ZBW)
USB Cologne (EcoSocSci)
183
EconStor
175
USB Cologne (business full texts)
75
RePEc
60
BASE
9
OLC EcoSci
6
more ...
less ...
Showing
1
-
10
of
14,996
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model
Milanesi, Gastón
;
Pesce, Gabriela
;
El Alabi, Emilio
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 95-106
Persistent link: https://www.econbiz.de/10011392906
Saved in:
2
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
3
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
Saved in:
4
Too much of a good thing? : a review of volatility extensions in Black-Scholes
Kermiche, Lamya
- In:
The journal of applied business research
30
(
2014
)
4
,
pp. 1171-1182
Persistent link: https://www.econbiz.de/10010400603
Saved in:
5
The pricing models of covered warrants and empirical study in Thin markets and developed markets
Phan Thi Kieu Hoa
;
Dinh Thi Tham
;
Nguyen Quy Thai Duong
; …
- In:
Vietnam's socio-economic development : a social science …
23
(
2018
)
95
,
pp. 41-64
Persistent link: https://www.econbiz.de/10011963080
Saved in:
6
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
7
A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul
;
Andallah, Laek Sazzad
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
Saved in:
8
Price jump diffusion in Iranian housing market (Merton model and NGARCH approach)
Dinarzehi, Khadijeh
;
Shahiki Tash, Mohammad Nabi
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
2
,
pp. 369-388
Persistent link: https://www.econbiz.de/10013365654
Saved in:
9
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
10
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
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...
//-->