//--> //--> //--> //-->
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
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
Efficient computation of optio...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
629,387
Theory
614,485
USA
44,343
United States
43,140
Volatility
41,136
Volatilität
40,867
Schätzung
36,221
Estimation
35,355
Welt
29,452
World
28,761
Geldpolitik
23,644
Deutschland
23,313
Monetary policy
22,873
Germany
21,877
Portfolio-Management
21,404
Portfolio selection
21,193
Risiko
20,124
Risk
19,969
Börsenkurs
18,868
Share price
18,582
Mathematische Optimierung
17,723
Mathematical programming
17,613
Stochastischer Prozess
17,318
Stochastic process
16,872
Prognoseverfahren
16,622
Forecasting model
16,324
Zeitreihenanalyse
15,040
Optionspreistheorie
14,849
Time series analysis
14,617
Wirtschaftswachstum
14,451
Option pricing theory
14,388
Kapitaleinkommen
14,266
Capital income
14,212
Economic growth
13,822
Spieltheorie
12,945
Game theory
12,215
CAPM
11,844
Experiment
11,706
Schätztheorie
11,655
Finanzmarkt
11,265
more ...
less ...
Online availability
All
Free
193,750
Undetermined
93,831
Type of publication
All
Book / Working Paper
351,904
Article
324,287
Journal
1,397
Other
154
Database
3
Type of publication (narrower categories)
All
Article in journal
266,226
Aufsatz in Zeitschrift
266,226
Working Paper
133,383
Graue Literatur
130,967
Non-commercial literature
130,967
Arbeitspapier
121,095
Aufsatz im Buch
49,225
Book section
49,225
Hochschulschrift
29,701
Thesis
25,711
Collection of articles of several authors
12,816
Sammelwerk
12,816
Bibliografie enthalten
11,069
Bibliography included
11,069
Lehrbuch
10,039
Textbook
9,023
Aufsatzsammlung
6,943
Konferenzschrift
5,363
Collection of articles written by one author
3,960
Sammlung
3,960
Conference proceedings
3,335
Systematic review
2,726
Übersichtsarbeit
2,726
Rezension
2,348
Conference paper
1,909
Konferenzbeitrag
1,909
Glossar enthalten
1,659
Glossary included
1,659
Case study
1,321
Fallstudie
1,321
Festschrift
1,209
Amtsdruckschrift
1,166
Government document
1,166
Mehrbändiges Werk
1,124
Multi-volume publication
1,124
Reprint
1,118
Handbook
1,018
Handbuch
1,018
Bibliografie
895
Forschungsbericht
866
more ...
less ...
Language
All
English
591,449
German
62,411
French
7,407
Spanish
4,293
Italian
3,925
Undetermined
3,036
Polish
1,772
Russian
1,439
Portuguese
1,048
Dutch
716
Hungarian
279
Danish
222
Czech
215
Swedish
168
Norwegian
154
Croatian
144
Bulgarian
79
Finnish
75
Slovak
67
Romanian
57
Slovenian
48
Ukrainian
48
Serbian
45
Chinese
22
Turkish
17
Macedonian
14
Japanese
12
Lithuanian
9
Modern Greek (1453-)
8
Afrikaans
7
Valencian
7
Estonian
7
Galician
7
Arabic
5
Korean
4
Latin
4
Albanian
3
Georgian
2
Kazakh
2
Belarusian
1
more ...
less ...
Author
All
McAleer, Michael
570
Acemoglu, Daron
548
Nijkamp, Peter
529
Güth, Werner
500
Stiglitz, Joseph E.
457
Aizenman, Joshua
455
Gersbach, Hans
445
Snower, Dennis J.
445
Pestieau, Pierre
443
Pesaran, M. Hashem
430
Stark, Oded
411
Creedy, John
402
Caporale, Guglielmo Maria
401
Koskela, Erkki
394
Härdle, Wolfgang
373
Phillips, Peter C. B.
369
Heckman, James J.
367
Gupta, Rangan
360
Helpman, Elhanan
357
Zenou, Yves
354
Broll, Udo
341
Cremer, Helmuth
337
Fabozzi, Frank J.
336
Frey, Bruno S.
332
Svensson, Lars E. O.
332
Woodford, Michael
329
Kaplow, Louis
322
Thisse, Jacques-François
319
Konrad, Kai A.
317
Batabyal, Amitrajeet A.
316
Franses, Philip Hans
309
Shavell, Steven
308
Tirole, Jean
306
Chiarella, Carl
301
Diebold, Francis X.
301
Aghion, Philippe
300
Artus, Patrick
297
Lambertini, Luca
297
Caballero, Ricardo J.
294
Buiter, Willem H.
286
more ...
less ...
Institution
All
National Bureau of Economic Research
7,499
Edward Elgar Publishing
412
OECD
344
Ekonomiska forskningsinstitutet <Stockholm>
289
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
288
Center for Economic Research <Tilburg>
287
Springer Fachmedien Wiesbaden
262
European University Institute / Department of Economics
253
International Monetary Fund
249
IGI Global
213
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
187
World Bank
175
Forschungsinstitut zur Zukunft der Arbeit
166
Institut für Weltwirtschaft
147
Internationaler Währungsfonds / Research Department
141
Centre for Economic Policy Research
137
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
112
University of Exeter / Department of Economics
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Social Systems Research Institute
102
Centre for Analytical Finance <Århus>
92
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
86
Deutsche Forschungsgemeinschaft
85
Massachusetts Institute of Technology / Department of Economics
82
Federal Reserve System / Board of Governors
80
Universitetet i Oslo / Økonomisk institutt
79
Columbia University / Department of Economics
77
European University Institute / Department of Law
75
Robert Schuman Centre for Advanced Studies
75
De Gruyter Oldenbourg
74
Erasmus Research Institute of Management
74
Instituto Valenciano de Investigaciones Económicas
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
University of Warwick / Department of Economics
73
Deutschland / Bundeswehr / Universität Hamburg
69
Econometrisch Instituut <Rotterdam>
69
Federal Reserve Bank of St. Louis
69
more ...
less ...
Published in...
All
NBER working paper series
7,271
Working paper / National Bureau of Economic Research, Inc.
6,834
NBER Working Paper
6,572
Economics letters
5,587
European journal of operational research : EJOR
5,364
Discussion paper / Centre for Economic Policy Research
4,654
CESifo working papers
3,782
Working paper
3,010
Journal of economic theory
2,930
Journal of economic dynamics & control
2,601
Discussion paper / Tinbergen Institute
2,521
The American economic review
2,403
Computers & operations research : and their applications to problems of world concern ; an international journal
2,373
Discussion paper series / IZA
2,265
Journal of economic behavior & organization : JEBO
2,251
Europäische Hochschulschriften / 5
2,167
International journal of production research
2,036
European economic review : EER
1,999
Economic modelling
1,991
CESifo Working Paper
1,938
Journal of econometrics
1,926
Applied economics
1,906
Games and economic behavior
1,880
Discussion paper
1,860
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,829
SpringerLink / Bücher
1,816
The economic journal : the journal of the Royal Economic Society
1,804
Journal of public economics
1,782
Journal of banking & finance
1,763
Discussion paper / Center for Economic Research, Tilburg University
1,682
CESifo Working Paper Series
1,656
Energy economics
1,651
Management science : journal of the Institute for Operations Research and the Management Sciences
1,599
IMF working papers
1,552
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,533
IZA Discussion Paper
1,512
Journal of monetary economics
1,471
Public choice
1,397
Discussion papers / CEPR
1,394
Finance research letters
1,388
more ...
less ...
Source
All
ECONIS (ZBW)
658,150
EconStor
13,165
RePEc
2,912
USB Cologne (EcoSocSci)
2,190
OLC EcoSci
400
BASE
348
Other ZBW resources
297
USB Cologne (business full texts)
233
ArchiDok
50
more ...
less ...
Showing
1
-
10
of
677,745
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
2
Optionsbewertung unter Berücksichtigung stochastischer Volatilität
Tallau, Christian
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
38
(
2009
)
1
,
pp. 14-19
Persistent link: https://www.econbiz.de/10003798963
Saved in:
3
Canonical valuation of options in the presence of stochastic
volatility
Gray, Philip K.
;
Newman, Scott
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10002528167
Saved in:
4
Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer
-
2000
Persistent link: https://www.econbiz.de/10001498200
Saved in:
5
Renormalization of Black-Scholes equation for stochastically fluctuating interest rate
Muslimov, Alexander G.
;
Silantʹev, Nikolai A.
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 621-634
Persistent link: https://www.econbiz.de/10001600364
Saved in:
6
Modellierung von Finanzmärkten durch Sprung-Diffusions-Prozesse
Volz, Thilo
-
2002
Persistent link: https://www.econbiz.de/10001643626
Saved in:
7
Uncertain
volatility
models :
theory
and application
Buff, Robert
-
2002
Persistent link: https://www.econbiz.de/10001647305
Saved in:
8
Superreplication in stochastic
volatility
models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
Saved in:
9
Uncertain parameters, an empirical stochastic
volatility
model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Saved in:
10
Superreplication in stochastic
volatility
models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
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...
//-->