//--> //--> //--> //-->
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
~isPartOf:"Finance and stochastics"
~subject:"Optionspreistheorie"
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
Search: subject:"Theorie"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Theorie
496
Theory
496
Option pricing theory
218
Portfolio selection
196
Portfolio-Management
196
Stochastic process
190
Stochastischer Prozess
190
Martingal
89
Martingale
89
Hedging
71
Volatility
70
Volatilität
70
CAPM
69
Risiko
65
Risk
65
Transaction costs
63
Transaktionskosten
63
Mathematical programming
51
Mathematische Optimierung
51
Yield curve
47
Zinsstruktur
47
Derivat
44
Derivative
44
Option trading
43
Optionsgeschäft
43
Incomplete market
39
Unvollkommener Markt
39
Measurement
36
Messung
36
Arbitrage Pricing
33
Arbitrage pricing
33
Markov chain
31
Markov-Kette
31
Black-Scholes model
29
Black-Scholes-Modell
29
Risk measure
28
Monte Carlo simulation
27
Monte-Carlo-Simulation
27
Risikomaß
27
more ...
less ...
Online availability
All
Undetermined
65
Free
11
Type of publication
All
Article
218
Type of publication (narrower categories)
All
Article in journal
218
Aufsatz in Zeitschrift
218
Mehrbändiges Werk
2
Multi-volume publication
2
Language
All
English
218
Author
All
Carr, Peter
6
Filipović, Damir
5
Hobson, David G.
5
Kabanov, Jurij M.
5
Belomestny, Denis
4
Cox, Alexander M. G.
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Alòs, Elisa
3
Benth, Fred Espen
3
Cuchiero, Christa
3
Glasserman, Paul
3
Keller-Ressel, Martin
3
Li, Lingfei
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Nutz, Marcel
3
Soner, Halil Mete
3
Touzi, Nizar
3
Ackerer, Damien
2
Arai, Takuji
2
Beiglböck, Mathias
2
Bender, Christian
2
Biagini, Francesca
2
Bouchard, Bruno
2
Brigo, Damiano
2
Cont, Rama
2
Dassios, Angelos
2
Detering, Nils
2
Eberlein, Ernst
2
Figueroa-López, José E.
2
Fontana, Claudio
2
Forde, Martin
2
Fournié, Éric
2
Giles, Michael B.
2
Glau, Kathrin
2
Gobet, Emmanuel
2
Guyon, Julien
2
Henderson, Vicky
2
more ...
less ...
Published in...
All
Finance and stochastics
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of futures markets
253
The journal of computational finance
251
Applied mathematical finance
240
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
131
Journal of economic dynamics & control
130
International journal of financial engineering
115
Journal of mathematical finance
107
Finance research letters
104
Computational economics
102
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
80
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
57
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
53
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
47
SpringerLink / Bücher
46
more ...
less ...
Source
All
ECONIS (ZBW)
218
Showing
1
-
10
of
218
Sort
Relevance
Date (newest first)
Date (oldest first)
1
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
2
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
3
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
4
A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan
;
Wiesel, Johannes
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
Saved in:
5
Arbitrage problems with reflected geometric Brownian motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Saved in:
6
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
7
Entropy martingale optimal transport and nonlinear pricing-hedging duality
Doldi, Alessandro
;
Frittelli, Marco
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 255-304
Persistent link: https://www.econbiz.de/10014253636
Saved in:
8
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
9
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012433525
Saved in:
10
An analytical study of participating policies with minimum rate guarantee and surrender option
Chiarolla, Maria B.
;
De Angelis, Tiziano
;
Stabile, Gabriele
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 173-216
Persistent link: https://www.econbiz.de/10013197521
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...
//-->