//--> //--> //--> //-->
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:"Volatilität"
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
Analytical pricing of American...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Optionspreistheorie
14,725
Option pricing theory
14,267
Optionsgeschäft
5,083
Option trading
4,874
Theorie
4,238
Volatility
4,224
Theory
4,091
Stochastischer Prozess
3,259
Stochastic process
3,208
Derivat
2,719
Derivative
2,714
Hedging
1,461
Portfolio-Management
1,285
Portfolio selection
1,273
Black-Scholes-Modell
1,184
Black-Scholes model
1,129
USA
1,099
United States
1,074
CAPM
1,060
Schätzung
992
Zinsstruktur
977
Estimation
976
Yield curve
967
Börsenkurs
842
Share price
828
Risiko
688
Risk
685
Kapitaleinkommen
657
Capital income
656
Realoptionsansatz
645
Real options analysis
644
Monte-Carlo-Simulation
631
Monte Carlo simulation
630
Kreditrisiko
596
Statistische Verteilung
591
Credit risk
587
Statistical distribution
581
Risikoprämie
525
Risk premium
517
more ...
less ...
Online availability
All
Free
1,512
Undetermined
1,180
Type of publication
All
Article
2,481
Book / Working Paper
1,811
Type of publication (narrower categories)
All
Article in journal
2,387
Aufsatz in Zeitschrift
2,387
Graue Literatur
499
Non-commercial literature
499
Working Paper
489
Arbeitspapier
454
Hochschulschrift
111
Aufsatz im Buch
89
Book section
89
Thesis
81
Collection of articles written by one author
18
Sammlung
18
Collection of articles of several authors
15
Conference paper
15
Konferenzbeitrag
15
Sammelwerk
15
Forschungsbericht
12
Bibliografie enthalten
9
Bibliography included
9
Lehrbuch
7
Textbook
6
Amtsdruckschrift
4
Aufsatzsammlung
4
Government document
4
Dissertation u.a. Prüfungsschriften
3
Accompanied by computer file
2
Bibliografie
2
Elektronischer Datenträger als Beilage
2
Konferenzschrift
2
Ratgeber
2
Systematic review
2
Übersichtsarbeit
2
Article
1
CD-ROM, DVD
1
Guidebook
1
Handbook
1
Handbuch
1
more ...
less ...
Language
All
English
4,214
German
74
French
3
Spanish
3
Hungarian
1
Portuguese
1
Undetermined
1
more ...
less ...
Author
All
Cui, Zhenyu
44
Carr, Peter
28
Härdle, Wolfgang
25
Jacquier, Antoine (Jack)
25
Zhang, Jin E.
25
Chiarella, Carl
24
Jacobs, Kris
24
Gatheral, Jim
22
Fengler, Matthias R.
21
Nguyen, Duy
21
Lorig, Matthew
20
Takahashi, Akihiko
20
Alòs, Elisa
19
Guyon, Julien
19
Christoffersen, Peter F.
18
Todorov, Viktor
18
Wang, Xingchun
18
Wu, Liuren
17
Benth, Fred Espen
15
Escobar, Marcos
15
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Jiang, George J.
15
Ryu, Doojin
15
Schoutens, Wim
15
Elliott, Robert J.
14
Ewald, Christian-Oliver
14
Forde, Martin
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Madan, Dilip B.
14
Oosterlee, Cornelis W.
14
Skiadopoulos, George
14
Grzelak, Lech A.
13
Schlag, Christian
13
Wong, Hoi Ying
13
Zheng, Wendong
13
Branger, Nicole
12
Fabozzi, Frank J.
12
more ...
less ...
Institution
All
National Bureau of Economic Research
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
6
Institut für Schweizerisches Bankwesen <Zürich>
6
Chambre de commerce et d'industrie de Paris
4
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Svenska Handelshögskolan <Helsinki>
4
Centre of Financial Studies
2
Christian-Albrechts-Universität zu Kiel
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Banco Central do Brasil
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Business Information Centre <Toronto>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institut für Seeverkehrswirtschaft und Logistik
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Center for Financial Asset Management and Engineering <Genève>
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Ulm
1
Universität zu Köln / Seminar für Wirtschafts- und Sozialstatistik
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
165
The journal of futures markets
113
Quantitative finance
107
Journal of banking & finance
97
Applied mathematical finance
73
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
Review of derivatives research
53
Finance research letters
50
The journal of derivatives : the official publication of the International Association of Financial Engineers
49
International journal of financial engineering
47
European journal of operational research : EJOR
42
Finance and stochastics
42
Journal of econometrics
42
The North American journal of economics and finance : a journal of financial economics studies
40
Computational economics
38
Journal of economic dynamics & control
36
Journal of mathematical finance
36
Journal of financial economics
30
Review of quantitative finance and accounting
29
Risks : open access journal
28
Research paper series / Swiss Finance Institute
27
Insurance / Mathematics & economics
26
Annals of finance
25
International review of economics & finance : IREF
25
International review of financial analysis
25
The European journal of finance
25
Applied economics
24
Journal of empirical finance
22
Journal of financial and quantitative analysis : JFQA
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
20
Energy economics
20
Journal of risk and financial management : JRFM
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
The journal of finance : the journal of the American Finance Association
20
Applied financial economics
18
Journal of financial markets
18
Discussion paper / Tinbergen Institute
17
Economic modelling
17
Asia-Pacific financial markets
16
more ...
less ...
Source
All
ECONIS (ZBW)
4,233
EconStor
36
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
8
Showing
1
-
10
of
4,292
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The volatility target effect in investment-linked products with embedded American-type derivatives
Albeverio, Sergio
;
Steblovskaya, Victoria
;
Wallbaum, Kai
- In:
Investment management and financial innovations
16
(
2019
)
3
,
pp. 18-28
Persistent link: https://www.econbiz.de/10012159339
Saved in:
2
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars
;
Nguyen, Duy
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
Saved in:
3
On American VIX options under the generalized 3/2 and 1/2 models
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 550-581
Persistent link: https://www.econbiz.de/10011969085
Saved in:
4
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
5
Pricing and static hedging of American-style options under the jump to default extended CEV model
Ruas, João Pedro
;
Dias, José Carlos
;
Nunes, Joaõ …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4059-4072
Persistent link: https://www.econbiz.de/10010244898
Saved in:
6
Spiking the volatility punch
Carr, Peter
;
Figà-Talamanca, Gianna
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 495-520
Persistent link: https://www.econbiz.de/10012516169
Saved in:
7
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
8
American option pricing under the double Heston model based on asymptotic expansion
Zhang, S. M.
;
Feng, Y.
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10012194649
Saved in:
9
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
10
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
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...
//-->