//--> //--> //-->
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
~subject:"Option pricing theory"
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
The Sensitivity of American Op...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Optionspreistheorie
9
Credit risk
6
Portfolio selection
6
Portfolio-Management
6
Kreditrisiko
5
Theorie
5
Theory
5
EU countries
4
EU-Staaten
4
Hedging
4
Option trading
4
Optionsgeschäft
4
endogenous default
4
Insolvency
3
Insolvenz
3
Risiko
3
Risk
3
Simulation
3
USA
3
United States
3
credit default swaps
3
equity puts
3
tail risk
3
Capital income
2
Commodity derivative
2
Credit derivative
2
ESG investing
2
Euro area
2
Eurozone
2
Geldpolitik
2
Incomplete market
2
Inflation
2
Inflation expectations
2
Inflationserwartung
2
Kapitaleinkommen
2
Kreditderivat
2
Monetary policy
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
9
Author
All
Ibáñez, Alfredo
9
Gimeno, Ricardo
2
Velasco, Carlos
2
Paraskevopoulos, Ioannis
1
Zapatero, Fernando
1
Published in...
All
Journal of financial and quantitative analysis : JFQA
2
Documentos de trabajo / Banco de España
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of international money and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The sensitivity of American options to suboptimal exercise strategies
Ibáñez, Alfredo
;
Paraskevopoulos, Ioannis
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1563-1590
Persistent link: https://www.econbiz.de/10008909153
Saved in:
2
The cross-section of average delta-hedge option returns under stochastic volatility
Ibáñez, Alfredo
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 205-244
Persistent link: https://www.econbiz.de/10003835031
Saved in:
3
Factorization of European and American option prices under complete and incomplete markets
Ibáñez, Alfredo
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 311-325
Persistent link: https://www.econbiz.de/10003647242
Saved in:
4
Monte Carlo valuation of American options through computation of the optimal exercise frontier
Ibáñez, Alfredo
;
Zapatero, Fernando
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 253-275
Persistent link: https://www.econbiz.de/10002103593
Saved in:
5
Valuation by simulation of contingent claims with multiple early exercise opportunities
Ibáñez, Alfredo
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 223-248
Persistent link: https://www.econbiz.de/10002032694
Saved in:
6
The eurozone (expected) inflation : an option's eyes view
Gimeno, Ricardo
;
Ibáñez, Alfredo
- In:
Journal of international money and finance
86
(
2018
),
pp. 70-92
Persistent link: https://www.econbiz.de/10012000473
Saved in:
7
The optimal method for pricing Bermudan options by simulation
Ibáñez, Alfredo
;
Velasco, Carlos
- In:
Mathematical finance : an international journal of …
28
(
2018
)
4
,
pp. 1143-1180
Persistent link: https://www.econbiz.de/10011969082
Saved in:
8
Recursive lower and dual upper bounds for Bermudan-style options
Ibáñez, Alfredo
;
Velasco, Carlos
- In:
European journal of operational research : EJOR
280
(
2020
)
2
,
pp. 730-740
Persistent link: https://www.econbiz.de/10012132467
Saved in:
9
The eurozone (expected) inflation : an option's eyes view
Gimeno, Ricardo
;
Ibáñez, Alfredo
-
2017
Persistent link: https://www.econbiz.de/10011784414
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->