//--> //--> //-->
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
type_genre:"Multi-volume publication"
~person:"Becker, Sebastian"
~person:"Papapantoleon, Antonis"
~subject:"convexity adjustment"
~type_genre:"Bibliography included"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
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:"Wertpapiertermingeschäft"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
convexity adjustment
Derivat
3
Derivative
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Affine LIBOR models
1
Black-Scholes model
1
Black-Scholes-Modell
1
EU countries
1
EU-Staaten
1
European quanto derivatives
1
Experiment
1
Forward price
1
Interest rate derivative
1
LIBOR
1
LIBOR market models
1
Learning process
1
Lernprozess
1
Lévy forward price models
1
Malliavin calculus
1
Martingal
1
Martingale
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Semimartingales
1
Simulation
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
analytical approximations
1
expansion formula
1
local volatility FX-LIBOR model
1
volatility skew/smile
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Multi-volume publication
Bibliography included
Conference paper
Konferenzbeitrag
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Becker, Sebastian
Papapantoleon, Antonis
Hok, Julien
1
Ngare, Philip
1
Published in...
All
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->