//--> //--> //--> //-->
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
~type:"article"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
7,910
Option pricing theory
7,907
Volatilität
2,304
Volatility
2,303
Theorie
2,195
Theory
2,194
Stochastic process
2,032
Stochastischer Prozess
2,032
Option trading
1,788
Optionsgeschäft
1,788
Derivat
1,334
Derivative
1,333
Black-Scholes-Modell
1,032
Black-Scholes model
1,028
Hedging
734
Portfolio selection
597
Portfolio-Management
597
CAPM
531
Yield curve
526
Zinsstruktur
526
USA
522
United States
521
Estimation
497
Schätzung
491
Monte Carlo simulation
446
Monte-Carlo-Simulation
446
Risk
401
Risiko
398
Real options analysis
392
Realoptionsansatz
392
Credit risk
363
Kreditrisiko
363
Statistical distribution
361
Statistische Verteilung
361
Capital income
283
Kapitaleinkommen
283
Börsenkurs
274
Share price
274
Option pricing
272
ARCH model
268
more ...
less ...
Online availability
All
Undetermined
2,708
Free
476
Type of publication
All
Article
Book / Working Paper
7,038
Journal
20
Type of publication (narrower categories)
All
Article in journal
7,637
Aufsatz in Zeitschrift
7,637
Aufsatz im Buch
559
Book section
559
Conference paper
42
Konferenzbeitrag
42
Reprint
16
Systematic review
11
Übersichtsarbeit
11
Mehrbändiges Werk
6
Multi-volume publication
6
Rezension
6
Collection of articles of several authors
4
Sammelwerk
4
Case study
3
Fallstudie
3
Article
2
Bibliografie enthalten
2
Bibliography included
2
Festschrift
2
Bibliografie
1
Bibliography
1
Conference proceedings
1
Konferenzschrift
1
Statistics
1
Statistik
1
more ...
less ...
Language
All
English
8,067
German
172
French
26
Spanish
18
Portuguese
5
Croatian
1
Hungarian
1
Italian
1
Dutch
1
Polish
1
Russian
1
Swedish
1
more ...
less ...
Author
All
Madan, Dilip B.
54
Fabozzi, Frank J.
52
Carr, Peter
50
Elliott, Robert J.
43
Kwok, Yue-Kuen
36
Cui, Zhenyu
32
Siu, Tak Kuen
32
Takahashi, Akihiko
32
Wang, Xingchun
32
Jarrow, Robert A.
31
Schoutens, Wim
29
Benth, Fred Espen
27
Zhang, Jin E.
26
Kim, Young Shin
23
Račev, Svetlozar T.
23
Schwartz, Eduardo S.
22
Stentoft, Lars
22
Escobar, Marcos
21
Wong, Hoi Ying
21
Wu, Liuren
21
Fusai, Gianluca
20
Levendorskij, Sergej Z.
20
Zanette, Antonino
20
Chiarella, Carl
19
Glasserman, Paul
19
Härdle, Wolfgang
19
Joshi, Mark S.
19
Eberlein, Ernst
18
Jacobs, Kris
18
He, Xin-Jiang
17
Brigo, Damiano
16
Chen, Ren-Raw
16
Chen, Son-nan
16
Christoffersen, Peter F.
16
Chung, San-lin
16
Jeanblanc, Monique
16
Korn, Ralf
16
Lin, Shih-kuei
16
Linetsky, Vadim
16
Rogers, Leonard C. G.
16
more ...
less ...
Institution
All
International Centre for Trade and Sustainable Development
2
Weltwirtschaftsforum
2
EOE
1
Institut für Industrielle Informationstechnik <Karlsruhe>
1
Published in...
All
International journal of theoretical and applied finance
496
Mathematical finance : an international journal of mathematics, statistics and financial theory
280
The journal of futures markets
274
The journal of computational finance
258
Applied mathematical finance
253
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
212
Quantitative finance
198
Review of derivatives research
177
Insurance / Mathematics & economics
140
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
International journal of financial engineering
118
Finance research letters
116
Journal of mathematical finance
109
Computational economics
107
Risks : open access journal
93
Asia-Pacific financial markets
86
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of financial economics
81
The European journal of finance
81
Journal of econometrics
73
Journal of financial and quantitative analysis : JFQA
63
The journal of finance : the journal of the American Finance Association
59
The review of financial studies
59
Energy economics
57
Review of quantitative finance and accounting
56
Annals of finance
53
International review of economics & finance : IREF
51
The journal of real estate finance and economics
51
Journal of risk and financial management : JRFM
50
Decisions in economics and finance : DEF ; a journal of applied mathematics
49
Economic modelling
49
International review of financial analysis
49
Management science : journal of the Institute for Operations Research and the Management Sciences
47
Mathematics and financial economics
44
Applied financial economics
43
Applied economics
42
Journal of empirical finance
41
more ...
less ...
Source
All
ECONIS (ZBW)
8,288
USB Cologne (business full texts)
4
EconStor
2
Showing
1
-
10
of
8,294
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Why do we smile? : On the determinants of the implied volatility function
Peña Sánchez de Rivera, Juan Ignacio
;
Rubio, Gonzalo
; …
- In:
Journal of banking & finance
23
(
1999
)
8
,
pp. 1151-1179
Persistent link: https://www.econbiz.de/10001391604
Saved in:
2
Varianzminimierende Hedgingstrategien für Optionen bei möglichen Kurssprüngen
Grünewald, Barbara
- In:
Bewertung und Einsatz von Finanzderivaten
,
(pp. 43-87)
.
1997
Persistent link: https://www.econbiz.de/10001321784
Saved in:
3
Option pricing and implicit volatilities
Jarrow, Robert A.
- In:
Journal of economic surveys
3
(
1989
)
1
,
pp. 59-81
Persistent link: https://www.econbiz.de/10001072609
Saved in:
4
Optionsteori för företagsvärdering
Eneroth, Kristina
- In:
Ekonomisk debatt
15
(
1987
)
5
,
pp. 381-387
Persistent link: https://www.econbiz.de/10001040431
Saved in:
5
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
Saved in:
6
The valuation of American options with the method of lines
Meyer, Gunter H.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 265-285
Persistent link: https://www.econbiz.de/10001226748
Saved in:
7
Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
Saved in:
8
Options, sunspots, and the creation of uncertainty
Bowman, David
- In:
Journal of political economy
105
(
1997
)
5
,
pp. 957-975
Persistent link: https://www.econbiz.de/10001228775
Saved in:
9
Functional convergence of Snell envelopes : application to American options approximations
Mulinacci, Sabrina
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 311-327
Persistent link: https://www.econbiz.de/10001243268
Saved in:
10
Option pricing with transaction costs and a nonlinear Black-Scholes equation
Barles, Guy
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 369-397
Persistent link: https://www.econbiz.de/10001247135
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...
//-->