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~isPartOf:"Journal of mathematical finance"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
151
Theory
151
Option pricing theory
107
Portfolio selection
87
Portfolio-Management
87
Stochastic process
79
Stochastischer Prozess
79
Volatility
51
Volatilität
51
Derivat
36
Derivative
36
Risiko
29
Risk
29
CAPM
28
Option trading
26
Optionsgeschäft
26
Black-Scholes model
21
Black-Scholes-Modell
21
Statistical distribution
20
Statistische Verteilung
20
Mathematical programming
17
Mathematische Optimierung
17
Risikomaß
17
Risk measure
17
Yield curve
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Zinsstruktur
17
Börsenkurs
15
Credit risk
15
Hedging
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Kreditrisiko
15
Option Pricing
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Share price
15
Experiment
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Capital income
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Kapitaleinkommen
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107
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Ezepue, Patrick Oseloka
3
Fadugba, Sunday Emmanuel
3
Mataramvura, Sure
3
Ngare, Philip
3
Nwozo, Chuma Raphael
3
Urama, Thomas Chinwe
3
Zhang, Liangliang
3
Appadoo, Srimantoorao S.
2
Atta-Mensah, Joseph
2
Gao, Min
2
Gu, Guiding
2
Hao, Ruili
2
Hsiao, Yi-long
2
Jagannathan, Raj
2
Mukupa, George M.
2
Ochiai, Natsumi
2
Offen, Elias R.
2
Ohnishi, Masamitsu
2
Pairote Sattayatham
2
Pellegrino, Tommaso
2
Proske, Frank
2
Sviščuk, Anatolij
2
Thaaneswaran, Aerambamoorthy
2
Thavaneswaran, Aerambamoorthy
2
Zhao, Qiang
2
Abergel, Frédéric
1
Abramov, Anatoly Markovich
1
Ackora-Prah, Joseph
1
Alim, Md. Abdul
1
Andallah, Laek Sazzad
1
Andam, Perpetual Saah
1
Anwar, Md. Nurul
1
Bagheri, Neda
1
Balyeat, Brian
1
Bankole, Philip Ajibola
1
Bian, Baojun
1
Bidima, Martin Le Doux Mbele
1
Biswas, Md. Haider Ali
1
Buetow, Gerald W.
1
Bølviken, Erik
1
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Journal of mathematical finance
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
Finance and stochastics
218
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
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
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ECONIS (ZBW)
107
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1
Portfolio selection in mean-minimum return level-expected bounded first passage time framework
Kutalia, Tsotne
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 229-238
Persistent link: https://www.econbiz.de/10012210157
Saved in:
2
Optimal portfolio choice in a jump-diffusion model with self-exciting
Bian, Baojun
;
Chen, Xinfu
;
Zeng, Xudong
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012210282
Saved in:
3
Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Okonkwo, Chidi U.
;
Osu, Bright O.
;
Ihedioha, Silas A.
; …
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 613-622
Persistent link: https://www.econbiz.de/10012016220
Saved in:
4
Option portfolio management in a risk-neutral world
Golembiovsky, Dmitry Jurievich
;
Abramov, Anatoly Markovich
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 710-733
Persistent link: https://www.econbiz.de/10012016559
Saved in:
5
The call option pricing based on investment strategy with stochastic interest rate
Zhang, Xin
;
Shu, Huisheng
;
Kan, Xiu
;
Fang, Yingyi
; …
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10011846108
Saved in:
6
Credit derivative valuation and parameter estimation for multi-factor affine CIR-type hazard rate model
Maboulou, Alma P. Bimbabou
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10011438513
Saved in:
7
State price density estimation and nonparametric pricing of basket options
Kuang, Yuming
;
Lai, Tze Leung
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 448-456
Persistent link: https://www.econbiz.de/10011440200
Saved in:
8
On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
Saved in:
9
Pricing of margrabe options for large investors with application to asset-liability management in life insurance
Bølviken, Erik
;
Proske, Frank
;
Rubtsov, Mark
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 113-122
Persistent link: https://www.econbiz.de/10010380906
Saved in:
10
Optimal investment strategy for kinked utility maximization : covered call option strategy
Yamashita, Miwaka
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 55-74
Persistent link: https://www.econbiz.de/10010380912
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