//--> //--> //--> //-->
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:"Stochastic process"
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
Bund options
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Optionsgeschäft
5,121
Option trading
4,912
Optionspreistheorie
2,887
Option pricing theory
2,872
Volatilität
1,294
Volatility
1,285
Theorie
1,048
Theory
1,030
Derivat
1,019
Derivative
1,017
Hedging
542
USA
481
Stochastischer Prozess
472
United States
469
Börsenkurs
414
Share price
412
Black-Scholes-Modell
405
Portfolio selection
404
Portfolio-Management
404
Black-Scholes model
398
Schätzung
292
Estimation
291
Capital income
289
Kapitaleinkommen
289
Anlageverhalten
252
Behavioural finance
251
Aktienoption
233
Stock option
226
Index-Futures
217
Index futures
215
Risikoprämie
205
Risk premium
205
Forecasting model
202
Prognoseverfahren
202
CAPM
177
Risiko
170
Risk
170
Experiment
157
Deutschland
149
more ...
less ...
Online availability
All
Undetermined
230
Free
108
Type of publication
All
Article
365
Book / Working Paper
105
Type of publication (narrower categories)
All
Article in journal
355
Aufsatz in Zeitschrift
355
Graue Literatur
34
Non-commercial literature
34
Arbeitspapier
30
Working Paper
30
Aufsatz im Buch
12
Book section
12
Hochschulschrift
7
Thesis
4
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
2
Sammelwerk
2
Amtsdruckschrift
1
Forschungsbericht
1
Government document
1
more ...
less ...
Language
All
English
468
German
2
Author
All
Todorov, Viktor
8
Wang, Xingchun
8
Carr, Peter
7
Cui, Zhenyu
7
Fusari, Nicola
7
Kirkby, J. Lars
7
McAleer, Michael
7
Nguyen, Duy
7
Elliott, Robert J.
6
Escobar, Marcos
6
Lee, Hangsuck
6
Alòs, Elisa
5
Andersen, Torben
5
Benth, Fred Espen
5
Brignone, Riccardo
5
Chang, Chia-Lin
5
He, Xin-Jiang
5
Kyriakou, Ioannis
5
Levendorskij, Sergej Z.
5
Shiraya, Kenichiro
5
Zagst, Rudi
5
Farkas, Walter
4
Fusai, Gianluca
4
Li, Chenxu
4
Lieberman, Offer
4
Ma, Yong
4
Phillips, Peter C. B.
4
Sgarra, Carlo
4
Siu, Tak Kuen
4
Antonelli, Fabio
3
Bojarčenko, Svetlana I.
3
Boyarchenko, Mitya
3
Boyarchenko, Svetlana
3
Cai, Ning
3
Chan, Leunglung
3
Chan, Tat Lung
3
Drimus, Gabriel
3
Figueroa-López, José E.
3
Forde, Martin
3
Ha, Hongjun
3
more ...
less ...
Institution
All
Australian National University / Faculty of Economics and Commerce
1
Christian-Albrechts-Universität zu Kiel
1
Eberhard Karls Universität Tübingen
1
National Bureau of Economic Research
1
Published in...
All
International journal of theoretical and applied finance
28
Quantitative finance
23
The journal of computational finance
17
Applied mathematical finance
15
The journal of futures markets
14
Journal of economic dynamics & control
11
Finance and stochastics
10
Review of derivatives research
10
Computational economics
9
European journal of operational research : EJOR
9
Finance research letters
9
International journal of financial engineering
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of banking & finance
8
Journal of econometrics
8
Journal of mathematical finance
8
Annals of finance
7
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research
5
Operations research letters
5
Research paper series / Swiss Finance Institute
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Asia-Pacific financial markets
4
Economic modelling
4
Risks : open access journal
4
The journal of derivatives : JOD
4
Advanced series on statistical science & applied probability
3
Applied economics
3
Applied financial economics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International review of economics & finance : IREF
3
Journal of financial economics
3
Journal of risk and financial management : JRFM
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical methods of operations research
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Swiss Finance Institute Research Paper
3
The European journal of finance
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
more ...
less ...
Source
All
ECONIS (ZBW)
470
Showing
1
-
10
of
470
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
2
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
3
Optionsbewertung mit stochastischer Volatilität : Implementation des Heston-Modells
Muck, Matthias
;
Rudolf, Markus
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
35
(
2006
)
6
,
pp. 325-330
Persistent link: https://www.econbiz.de/10003324884
Saved in:
4
American call options on jump-diffusion processes : a Fourier transform approach
Chiarella, Carl
;
Ziogas, Andrew
-
2006
Persistent link: https://www.econbiz.de/10003329756
Saved in:
5
Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger
;
Steffensen, Mogens
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
Saved in:
6
Static hedging of barrier options under general asset dynamics : unification and application
Nalholm, Morten
;
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 46-60
Persistent link: https://www.econbiz.de/10003346503
Saved in:
7
Exotic option pricing in Heston's stochastic volatility model
Griebsch, Susanne A.
-
2008
Persistent link: https://www.econbiz.de/10003881039
Saved in:
8
Pricing turbo certificates in the presence of stochastic jumps, interest rates, and volatility
Muck, Matthias
- In:
Die Betriebswirtschaft : DBW
67
(
2007
)
2
,
pp. 224-240
Persistent link: https://www.econbiz.de/10003436645
Saved in:
9
Robust static hedging of barrier options in stochastic volatility models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
Saved in:
10
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
Bayraktar, Erhan
;
Xing, Hao
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 505-525
Persistent link: https://www.econbiz.de/10003909291
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...
//-->