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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
132
Theory
132
Portfolio selection
71
Portfolio-Management
71
Option pricing theory
57
Stochastic process
50
Stochastischer Prozess
50
Volatility
34
Volatilität
34
CAPM
30
Derivat
20
Derivative
20
Anlageverhalten
19
Behavioural finance
19
Monte Carlo simulation
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Monte-Carlo-Simulation
19
Hedging
18
Begrenzte Rationalität
17
Bounded rationality
17
Börsenkurs
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Share price
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Martingal
16
Martingale
16
Capital income
15
Kapitaleinkommen
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Yield curve
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Zinsstruktur
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Analysis
13
Mathematical analysis
13
Arbitrage Pricing
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Arbitrage pricing
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Estimation
12
Schätzung
12
Bewertung
11
Evaluation
11
Benchmarking
10
Agent-based modeling
9
Agentenbasierte Modellierung
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Option trading
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Arbeitspapier
57
Working Paper
57
Graue Literatur
55
Non-commercial literature
55
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English
57
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Chiarella, Carl
20
Schlögl, Erik
10
Platen, Eckhard
9
Nikitopoulos, Christina Sklibosios
7
Kang, Boda
6
Ziogas, Andrew
6
Cheng, Benjamin
4
Cheang, Gerald H. L.
3
Heath, David C.
3
Meyer, Gunter H.
3
Alfeus, Mesias
2
Assefa, Samson
2
Fanelli, Viviana
2
Glover, Kristoffer
2
Hulley, Hardy
2
Kienitz, Jörg
2
McWalter, Thomas A.
2
Musti, Silvana
2
Novikov, Alexander
2
Overbeck, Ludger
2
Peskir, Goran
2
Pilz, Kay Frederik
2
Samee, Farman
2
Ziveyi, Jonathan
2
Aase Nielsen, Jørgen
1
Adolfsson, Thomas
1
Baldeaux, Jan
1
Barkhagen, Mathias
1
Beyna, Ingo
1
Bienek, Tobias
1
Blomvall, Jörgen
1
Byström, Hans N. E.
1
Chauveau, Thierry
1
Cheang, Gerald
1
Choy, Bruce
1
Craddock, Mark
1
Dun, Tim
1
Fergusson, Kevin
1
Fung, Man Chung
1
Gatfaoui, Hayette
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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
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
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)
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Less expensive pricing and hedging of long-dated equity index options when interest rates are stochastic
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344299
Saved in:
2
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
3
Pricing American options under regime switching using method of lines
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777915
Saved in:
4
A PDE view of game options
Meyer, Gunter H.
-
2016
Persistent link: https://www.econbiz.de/10011777979
Saved in:
5
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
6
Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778197
Saved in:
7
On numerical methods for spread options
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778198
Saved in:
8
Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen
;
Sandmann, Klaus
;
Schlögl, Erik
-
2010
Persistent link: https://www.econbiz.de/10008662192
Saved in:
9
The British Russian option
Glover, Kristoffer
;
Peskir, Goran
;
Samee, Farman
-
2010
Persistent link: https://www.econbiz.de/10008662195
Saved in:
10
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
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