//--> //--> //-->
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
~accessRights:"restricted"
~person:"Tang, Dan"
~subject:"Risiko"
~subject:"Risk premium"
~type:"article"
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:"Derivatives Finanzinstrument"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risiko
Risk premium
Credit risk
3
Derivat
3
Derivative
3
Kreditrisiko
3
Option pricing theory
3
Option trading
3
Optionsgeschäft
3
Optionspreistheorie
3
Default risk
2
Risikoprämie
2
Stochastic process
2
Stochastischer Prozess
2
ARCH model
1
ARCH-Modell
1
Basket-spread options
1
GARCH
1
Hawkes process
1
Risk
1
Spread options
1
Stochastic liquidity risk
1
Vulnerable basket options
1
Vulnerable basket spread options
1
default risk
1
jump clustering
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Tang, Dan
Wang, Xingchun
6
Benth, Fred Espen
4
Bunn, Derek W.
3
Adland, Roar
2
Arakelyan, Armen
2
Chen, Son-nan
2
Doshi, Hitesh
2
Falbo, Paolo
2
Fan, Ying
2
Geng, Peixuan
2
Gomes, Leonardo Lima
2
Gouriéroux, Christian
2
Hassan, M. Kabir
2
Kit, Pong Wong
2
Leccadito, Arturo
2
Matsumoto, Koichi
2
McAleer, Michael
2
Peña Sánchez de Rivera, Juan Ignacio
2
Procasky, William J.
2
Rodríguez, Rosa
2
Romagnoli, Silvia
2
Ruan, Xinfeng
2
Ruiz, Carlos
2
Schertler, Andrea
2
Sebastião, Helder Miguel Correia Virtuoso
2
Serrano, Pedro
2
Stoerch, Saskia
2
Tunaru, Radu
2
Van Koten, Silvester
2
Wahab, M. I. M.
2
Weiß, Gregor
2
Westgaard, Sjur
2
Xu, Guangli
2
Yang, Baochen
2
Yu, Min-Teh
2
Zhang, Jin E.
2
Zhao, Yang
2
Abakah, Emmanuel Joel Aikins
1
Abate, Guido
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
1
Review of derivatives research
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An analytical GARCH valuation model for spread options with default risk
Song, Shiyu
;
Tang, Dan
;
Xu, Guangli
;
Yin, Xunbai
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
Saved in:
2
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->