//--> //--> //-->
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:"The journal of computational finance"
~isPartOf:"Journal of economic dynamics & control"
~person:"Chen, Yingshan"
~person:"Hafner, Reinhold"
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_exact:"American option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Option trading
3
Optionsgeschäft
3
Optionspreistheorie
3
Statistical distribution
2
Statistische Verteilung
2
Asian option
1
Estimation
1
European option
1
Futures
1
Ratio constraint
1
Schätzung
1
Superhedging
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Chen, Yingshan
Hafner, Reinhold
Kirkby, J. Lars
4
Cui, Zhenyu
3
Forsyth, Peter A.
3
Joshi, Mark S.
3
Vetzal, Kenneth R.
3
Zvan, R.
3
Andersen, Leif B. G.
2
Benhamou, Eric
2
Bernard, Carole
2
Chen, Wen-ting
2
Chiarella, Carl
2
Dai, Min
2
Fusai, Gianluca
2
Li, Chenxu
2
Shi, Chao
2
Tang, Robert
2
Zhu, Song-ping
2
AitSahlia, Farid
1
Andreasen, Jesper Fredborg
1
Arifovic, Jasmina
1
Bain, Alan
1
Ballestra, Luca Vincenzo
1
Barletta, Andrea
1
Becker, Martin
1
Bernales, Alejandro
1
Beveridge, Christopher
1
Bhatoo, Omishwary
1
Bhuruth, M.
1
Blomvall, Jörgen
1
Bojarčenko, Svetlana I.
1
Bourgey, Florian
1
Broadie, Mark
1
Brunner, Bernhard
1
Burkovska, Olena
1
Cai, Ning
1
Chalasani, Prasad
1
Chen, Louisa
1
Chen, Yuanyuan
1
more ...
less ...
Published in...
All
The journal of computational finance
Journal of economic dynamics & control
OR-Spektrum : quantitative approaches in management
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Superhedging under ratio constraint
Chen, Yingshan
;
Dai, Min
;
Xu, Jing
;
Xu, Mingyu
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 250-264
Persistent link: https://www.econbiz.de/10011574773
Saved in:
2
Arbitrage-free estimation of the risk-neutral density from the implied volatility smile
Brunner, Bernhard
;
Hafner, Reinhold
- In:
The journal of computational finance
7
(
2003
)
1
,
pp. 75-106
Persistent link: https://www.econbiz.de/10001805446
Saved in:
3
Pricing near the barrier : the case of discrete knock-out options
Steiner, Manfred
;
Wallmeier, Martin
;
Hafner, Reinhold
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10001517413
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->