//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Optionsgeschäft"
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
CREDIT SPREADS, OPTIMAL CAPITA...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionsgeschäft
Theorie
48
Theory
48
Option pricing theory
23
Optionspreistheorie
23
Stochastic process
18
Stochastischer Prozess
18
Consumer behaviour
16
Konsumentenverhalten
16
Option trading
12
Portfolio selection
9
Portfolio-Management
9
China
8
Holiday behaviour
8
Urlaubsverhalten
8
Volatility
8
Volatilität
8
CAPM
7
Emotion
7
Risiko
7
Risikomanagement
7
Risk
7
Risk management
7
Tourism
7
Tourismus
7
Dynamic programming
6
Dynamische Optimierung
6
Game theory
6
Spieltheorie
6
Algorithm
5
Algorithmus
5
Capital structure
5
Convertible bond
5
Credit risk
5
Financial crisis
5
Finanzkrise
5
Kapitalstruktur
5
Kreditrisiko
5
Markov chain
5
Markov-Kette
5
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
11
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
12
Author
All
Cai, Ning
6
Kou, Steven
6
Chen, Nan
5
Song, Yingda
3
Liu, Yanchu
2
Petrella, Giovanni
2
Broadie, Mark
1
Glasserman, Paul
1
Kou, S. G.
1
Kwok, Yue-Kuen
1
Leung, Chi Man
1
Wan, Xiangwei
1
Wang, Hui
1
more ...
less ...
Published in...
All
Operations research
4
Applied mathematical finance
1
Finance and stochastics
1
INFORMS journal on computing : JOC
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research letters
1
The Kyoto economic review
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing double-barrier options under a flexible jump diffusion model
Cai, Ning
;
Chen, Nan
;
Wan, Xiangwei
- In:
Operations research letters
37
(
2009
)
3
,
pp. 163-167
Persistent link: https://www.econbiz.de/10003903887
Saved in:
2
American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach
Chen, Nan
;
Liu, Yanchu
- In:
Operations research
62
(
2014
)
3
,
pp. 616-632
Persistent link: https://www.econbiz.de/10010381847
Saved in:
3
Game options analysis of the information role of call policies in convertible bonds
Leung, Chi Man
;
Chen, Nan
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 297-335
Persistent link: https://www.econbiz.de/10011436213
Saved in:
4
Exact simulation of the SABR model
Cai, Ning
;
Song, Yingda
;
Chen, Nan
- In:
Operations research
65
(
2017
)
4
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011739058
Saved in:
5
Connecting discrete and continuous path-dependent options
Broadie, Mark
;
Glasserman, Paul
;
Kou, S. G.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 55-82
Persistent link: https://www.econbiz.de/10001367460
Saved in:
6
Numerical pricing of discrete barrier and lookback options via Laplace transforms
Petrella, Giovanni
;
Kou, Steven
- In:
The journal of computational finance
8
(
2004
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10002390569
Saved in:
7
Option pricing under a mixed-exponential jump diffusion model
Cai, Ning
;
Kou, Steven
- In:
Management science : journal of the Institute for …
57
(
2011
)
11
,
pp. 2067-2081
Persistent link: https://www.econbiz.de/10009406274
Saved in:
8
Pricing Asian options under a hyper-exponential jump diffusion model
Cai, Ning
;
Kou, Steven
- In:
Operations research
60
(
2012
)
1
,
pp. 64-77
Persistent link: https://www.econbiz.de/10009532669
Saved in:
9
Pricing path-dependent options with jump risk via Laplace transforms
Kou, Steven
;
Petrella, Giovanni
;
Wang, Hui
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003379381
Saved in:
10
Computable error bounds of Laplace inversion for pricing asian options
Song, Yingda
;
Cai, Ning
;
Kou, Steven
- In:
INFORMS journal on computing : JOC
30
(
2018
)
4
,
pp. 634-645
Persistent link: https://www.econbiz.de/10011966537
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->