//--> //--> //--> //-->
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_genre:"Conference paper"
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
The Valuation of Caps, Floors...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
44
Optionspreistheorie
44
Stochastic process
22
Stochastischer Prozess
22
Volatility
15
Volatilität
15
Derivat
11
Derivative
11
Yield curve
9
Zinsstruktur
9
Hedging
8
Option trading
7
Optionsgeschäft
7
Portfolio selection
6
Portfolio-Management
6
Experiment
5
Lévy processes
5
CAPM
4
Entropie
4
Entropy
4
Incomplete market
4
Interest rate derivative
4
Martingal
4
Martingale
4
Option pricing
4
Unvollkommener Markt
4
Zinsderivat
4
Black-Scholes model
3
Black-Scholes-Modell
3
Interest rate
3
Zins
3
American options
2
Capital income
2
Capital market returns
2
Credit derivative
2
Delta hedging
2
Dynamic programming
2
EU countries
2
EU-Staaten
2
Financial crisis
2
more ...
less ...
Online availability
All
Undetermined
33
Free
6
Type of publication
All
Article
42
Book / Working Paper
3
Type of publication (narrower categories)
All
Conference paper
Article in journal
8,341
Aufsatz in Zeitschrift
8,341
Graue Literatur
2,090
Non-commercial literature
2,090
Working Paper
2,039
Arbeitspapier
1,887
Hochschulschrift
647
Aufsatz im Buch
590
Book section
590
Thesis
513
Lehrbuch
230
Textbook
218
Collection of articles of several authors
130
Sammelwerk
130
Bibliografie enthalten
92
Bibliography included
92
Collection of articles written by one author
90
Sammlung
90
Dissertation u.a. Prüfungsschriften
88
Aufsatzsammlung
72
Glossar enthalten
53
Glossary included
53
Konferenzbeitrag
45
Forschungsbericht
44
Handbook
39
Handbuch
39
Konferenzschrift
33
Ratgeber
32
Amtsdruckschrift
25
Government document
25
Guidebook
22
Systematic review
22
Übersichtsarbeit
22
Bibliografie
17
Conference proceedings
16
Einführung
16
Reprint
16
CD-ROM, DVD
15
Mehrbändiges Werk
14
more ...
less ...
Language
All
English
45
Author
All
Grbac, Zorana
3
Mordecki, Ernesto
3
Marzban, Saeed
2
Olivera, Federico de
2
Papapantoleon, Antonis
2
Sheraz, Muhammad
2
Ajibulu, Ade
1
Aktug, Rahmi Erdem
1
Angelelli, Enrico
1
Armstrong, John
1
Arratia, Argimiro
1
Avellaneda, Marco
1
Barbachan, José Santiago Fajardo
1
Barndorff-Nielsen, Ole E.
1
Bayer, Christian
1
Becker, Sebastian
1
Ben-Ameur, Hatem
1
Benth, Fred Espen
1
Bradford, Julie
1
Breda, Vasile
1
Brody, Dorje C.
1
Cabaña, Alejandra
1
Canto, Rafael
1
Cavailhès, Jean
1
Collan, Mikael
1
De Neufville, Richard
1
Dedu, Silvia
1
Delage, Erick
1
Diaby, Vacaba
1
Droste, Heinz
1
Fakhfakh, Tarek
1
Fontana, Claudio
1
Frutos, Javier de
1
Fry-McKibbin, Renée
1
Gang, Jianhua
1
Genaro, Alan de
1
Glau, Kathrin
1
Goudenege, Ludovic
1
Guillaume, Florence
1
Guo, Biao
1
more ...
less ...
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
9
International journal of theoretical and applied finance
8
Computational Management Science : CMS
7
Quantitative finance
4
Trends in mathematical economics : dialogues between Southern Europe and Latin America
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Agricultural finance review
1
Economic dynamics and sustainable development ; Part 1
1
Economic dynamics and sustainable development ; Part 2
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of production economics
1
Journal of banking & finance
1
Mathematics in business management : [International Conference on Mathematics in Engineering and Business Management during 9 - 10 March 2012, Chennai, India]
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
2
Option pricing in affine generalized Merton models
Bayer, Christian
;
Schoenmakers, John
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 219-239)
.
2016
Persistent link: https://www.econbiz.de/10011800363
Saved in:
3
Discrete-time quadratic hedging of barrier options in exponential Lévy model
Černý, Aleš
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 257-275)
.
2016
Persistent link: https://www.econbiz.de/10011800380
Saved in:
4
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
5
Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
Saved in:
6
American and exotic options in a market with frictions
Junike, Gero
;
Arratia, Argimiro
;
Cabaña, Alejandra
; …
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 179-199
Persistent link: https://www.econbiz.de/10012207193
Saved in:
7
Financial contagion and asset pricing
Fry-McKibbin, Renée
;
Martin, Vance
;
Tang, Chrismin
- In:
Journal of banking & finance
47
(
2014
),
pp. 296-308
Persistent link: https://www.econbiz.de/10010506952
Saved in:
8
Developing a multi-period robust optimization model considering American style options
Marzban, Saeed
;
Mahootchi, Masoud
;
Khamseh, Alireza Arshadi
- In:
Mathematics in business management : [International …
,
(pp. 305-320)
.
2015
Persistent link: https://www.econbiz.de/10011488513
Saved in:
9
Optimal strategies with option compensation under mean reverting returns or volatilities
Herzel, Stefano
;
Nicolosi, Marco
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 47-69
Persistent link: https://www.econbiz.de/10011993415
Saved in:
10
Timing portfolio strategies with exponential Lévy processes
Lozza, Sergio Ortobelli
;
Angelelli, Enrico
;
Ndoci, Alda
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 97-127
Persistent link: https://www.econbiz.de/10011993426
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->