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~institution:"Chambre de commerce et d'industrie de Paris"
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Search: subject:"OPTION PRICING"
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Option pricing theory
10
Optionspreistheorie
10
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Capital structure
2
Currency derivative
2
Kapitalstruktur
2
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Stochastischer Prozess
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Währungsderivat
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Börsenkurs
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Exchange rate policy
1
Government securities
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Index futures
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Index-Futures
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Interest rate derivative
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Schätzung
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Share price
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Staatspapier
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Swap
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Wechselkurspolitik
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Arbeitspapier
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10
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3
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3
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English
10
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Chesney, Marc
3
Dumas, Bernard
3
Bensoussan, Alain
2
Crouhy, Michel
2
Galai, Dan
2
Jennergren, Lars Peter
2
Näslund, Bertil
2
Collin-Dufresne, Pierre
1
Fleming, Jeff
1
Gibson, Rajna
1
Jeanblanc, Monique
1
Jondeau, Eric
1
Lefoll, Jean
1
Rockinger, Michael
1
Solnik, Bruno
1
Whaley, Robert E.
1
Yor, Marc
1
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Institution
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
59
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
33
EconWPA
29
University of Bonn, Germany
25
Centre for Analytical Finance <Århus>
24
Society for Computational Economics - SCE
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
18
International Monetary Fund (IMF)
17
HAL
15
Tilburg University, Center for Economic Research
13
Université Paris-Dauphine (Paris IX)
13
Ekonomiska forskningsinstitutet <Stockholm>
10
School of Economics and Management, University of Aarhus
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Department of Econometrics and Business Statistics, Monash Business School
8
Manchester Business School
8
C.E.P.R. Discussion Papers
7
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
7
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
6
Johannes Gutenberg-Universität Mainz
6
Nobel Prize Committee
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Banque de France
5
Bonn Graduate School of Economics
5
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
5
Deutsche Forschungsgemeinschaft
5
Econometric Society
5
Institut für Schweizerisches Bankwesen <Zürich>
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Springer Fachmedien Wiesbaden
5
Swiss Finance Institute
5
Tinbergen Instituut
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
5
Banca d'Italia
4
Centre of Financial Studies
4
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Les cahiers de recherche / HEC Paris
10
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ECONIS (ZBW)
10
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1
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996176
Saved in:
2
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
Saved in:
3
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
4
Predicting premature exercice of an American put on stocks : theory and empirical evidence
Chesney, Marc
;
Lefoll, Jean
-
1996
Persistent link: https://www.econbiz.de/10000952941
Saved in:
5
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
Saved in:
6
State space symmetry and two-factor
option
pricing
models
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000907917
Saved in:
7
Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000907918
Saved in:
8
Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909452
Saved in:
9
Realignment risk and currency
option
pricing
in target zones
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000881672
Saved in:
10
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000882093
Saved in:
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