//--> //--> //-->
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
person:"Madan, Dilip B."
~isPartOf:"International journal of theoretical and applied finance"
~person:"Biagini, Francesca"
~subject:"Zinsstruktur"
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:"Optionsbewertung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zinsstruktur
Option pricing theory
4
Optionspreistheorie
4
Yield curve
3
Stochastic process
2
Stochastischer Prozess
2
Arbeitskampf
1
Black-Scholes model
1
Black-Scholes-Modell
1
CBOE
1
Characteristic exponent
1
Derivat
1
Derivative
1
Electric power industry
1
Electricity
1
Electricity futures market
1
Electricity price
1
Elektrizität
1
Elektrizitätswirtschaft
1
Fourier transform techniques
1
HJM
1
Industrial action
1
Interest rate derivative
1
Long-term yield
1
Lévy process
1
Lévy processes
1
Sato process
1
Self-decomposable law
1
Statistical distribution
1
Statistische Verteilung
1
Strompreis
1
Zinsderivat
1
bilateral gamma model
1
electricity swing options
1
interest rate modeling
1
interest rate term structure modeling
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
Madan, Dilip B.
Biagini, Francesca
Brigo, Damiano
2
Macrina, Andrea
2
Schmidt, Thorsten
2
Yasuoka, Takashi
2
Akahori, Jirô
1
Almeida, Caio
1
Andresen, Arne
1
Avellaneda, Marco
1
Banerjee, Tamal
1
Baviera, Roberto
1
Belomestny, Denis
1
Benth, Fred Espen
1
Bermin, Hans-Peter
1
Bregman, Julia
1
Brody, Dorje C.
1
Chege Maina, Samuel
1
Chen, An
1
Chiarella, Carl
1
Chu, Chi Chiu
1
Criens, David
1
Daniluk, Andrzej
1
De Marco, Stefano
1
Genaro, Alan de
1
Ghosh, Mrinal K.
1
Gnoatto, Alessandro
1
Gümbel, Sandrine
1
Han, Xixuan
1
Hanton, Pierre
1
Henrard, Marc
1
Hess, Markus
1
Horsky, Roman
1
Hughston, Lane P.
1
Härtel, Maximilian
1
Itkin, A.
1
Iyer, Srikanth K.
1
Jaimungal, Sebastian
1
Joshi, Mark S.
1
Kerkhof, Franciscus Lambertus Johannes
1
Koekebakker, Steen
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
2
Electricity futures price modeling with Lévy term structure models
Biagini, Francesca
;
Bregman, Julia
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403170
Saved in:
3
Behavior of long-term yields in a Lévy term structure
Biagini, Francesca
;
Härtel, Maximilian
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010364765
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->