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~subject:"Optionspreistheorie"
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Optionspreistheorie
Option pricing theory
53
Theorie
33
Theory
33
Option trading
27
Optionsgeschäft
27
Stochastic process
24
Stochastischer Prozess
23
Volatility
18
Volatilität
18
Derivat
17
Derivative
17
Portfolio selection
13
Portfolio-Management
13
Capital income
12
Forecasting model
12
Kapitaleinkommen
12
Prognoseverfahren
12
Risikomanagement
9
Risk management
9
Börsenkurs
8
Credit risk
8
Estimation
8
Kreditrisiko
8
Share price
8
Schätzung
7
Black-Scholes model
6
Black-Scholes-Modell
6
Finance
6
Risiko
6
Risk
6
CAPM
5
Commodity derivative
5
Finanzmathematik
5
Option pricing
5
Rohstoffderivat
5
Shipping
5
Aktienmarkt
4
Anlageverhalten
4
Behavioural finance
4
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16
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28
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24
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24
Aufsatz im Buch
4
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4
Lehrbuch
1
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1
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English
53
Author
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Fusai, Gianluca
32
Kyriakou, Ioannis
19
Marazzina, Daniele
9
Ballotta, Laura
8
Brignone, Riccardo
7
Papapostolou, Nikos C.
7
Pouliasis, Panos K.
7
Caldana, Ruggero
6
Germano, Guido
6
Marena, Marina
4
Nomikos, Nikos K.
4
Roncoroni, Andrea
4
Sgarra, Carlo
4
Gambaro, Anna Maria
3
Casalini, Riccardo
2
Corsaro, Stefania
2
Gambaro, Anna
2
Ghilarducci, Alessandro
2
Longo, Giovanni
2
Loregian, Angela
2
Marino, Zelda
2
Phelan, Carolyn
2
Phelan, Carolyn E.
2
Recchioni, Maria Cristina
2
Tagliani, Aldo
2
Abrahams, I. David
1
Andriosopoulos, Kostas
1
Andriosopoulos, Kostas D.
1
Bernis, Guillaume
1
Frau, Carme
1
Fusai, G.
1
Gerrard, Russell
1
Gerrard, Russell J.
1
Gnoatto, Alessandro
1
Gonzato, Luca
1
Grasselli, Martino
1
Green, Ross
1
Meucci, Attilio
1
Perez, M. Fabricio
1
Perez, Marcos Fabricio
1
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European journal of operational research : EJOR
6
Journal of banking & finance
3
Insurance / Mathematics & economics
2
Transportation research / E : an international journal
2
Annals of finance
1
Application of operations research to financial markets
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
European financial management : the journal of the European Financial Management Association
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
International journal of theoretical and applied finance
1
Journal of financial and quantitative analysis : JFQA
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Mathematics of operations research
1
Quantitative finance
1
Springer Finance
1
The European journal of finance
1
The journal of computational finance
1
The journal of futures markets
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ECONIS (ZBW)
53
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1
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models
Brignone, Riccardo
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 232-247
Persistent link: https://www.econbiz.de/10012482885
Saved in:
2
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
Fusai, Gianluca
;
Kyriakou, Ioannis
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 531-559
Persistent link: https://www.econbiz.de/10011520483
Saved in:
3
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
Saved in:
4
Analytical pricing of discretely monitored Asian-style options : theory and application to commodity markets
Fusai, Gianluca
;
Marena, Marina
;
Roncoroni, Andrea
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2033-2045
Persistent link: https://www.econbiz.de/10003778579
Saved in:
5
Pricing discretely monitored Asian options under Lévy processes
Fusai, Gianluca
;
Meucci, Attilio
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2076-2088
Persistent link: https://www.econbiz.de/10003778620
Saved in:
6
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 31-57)
.
2009
Persistent link: https://www.econbiz.de/10003867857
Saved in:
7
The Wiener-Hopf technique and discretely monitored path-dependent option pricing
Green, Ross
;
Fusai, Gianluca
;
Abrahams, I. David
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 259-288
Persistent link: https://www.econbiz.de/10003955738
Saved in:
8
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
-
2012
Persistent link: https://www.econbiz.de/10009579937
Saved in:
9
Pricing exotic derivatives exploiting structure
Sesana, Debora
;
Marazzina, Daniele
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 369-381
Persistent link: https://www.econbiz.de/10010361703
Saved in:
10
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
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