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~isPartOf:"Annals of finance"
~isPartOf:"Digital finance : smart data analytics, investment innovation, and financial technology"
~isPartOf:"The journal of derivatives : JOD"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Ndoye, Mbaye"
~subject:"Option pricing theory"
~subject:"Optionspreistheorie"
~subject:"Telekommunikation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Option pricing theory
Optionspreistheorie
Telekommunikation
Theorie
10
Theory
10
CAPM
8
Stochastic process
8
Stochastischer Prozess
8
Option trading
6
Optionsgeschäft
6
Acceptable risks
5
Markov chain
5
Markov-Kette
5
Volatility
5
Volatilität
5
Derivat
4
Derivative
4
Risiko
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Risk
4
Black-Scholes model
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Erwartungsbildung
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Expectation formation
3
Financial market
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Finanzmarkt
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Measurement
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Messung
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Derivatives
2
Distorted expectation
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Distorted expectations
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Hedging
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Nonlinear expectations
2
Self decomposable law
2
Yield curve
2
Zinsstruktur
2
options
2
statistical methods
2
Aktienoption
1
Anleihe
1
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1
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Article in journal
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12
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English
12
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Carr, Peter
Elliott, Robert J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Ndoye, Mbaye
Viens, Frederi G.
4
Cui, Zhenyu
3
Schoutens, Wim
3
Siu, Tak Kuen
3
Taylor, Stephen
3
Chan, Leunglung
2
Itkin, Andrey
2
Junike, Gero
2
Nguyen, Duy
2
SenGupta, Indranil
2
Villani, Giovanni
2
Wang, King
2
Barucci, Emilio
1
Bayraktar, Erhan
1
Benth, Fred Espen
1
Bojarčenko, Svetlana I.
1
Breton, Michèle
1
Brignone, Riccardo
1
Brown, Donald J.
1
Bufalo, Michele
1
Carassus, Laurence
1
Cevik, Emrah Ismail
1
Chang, Hsuan-Ling
1
Chang, Jow-Ran
1
Chang, Jui-Jane
1
Chen, Sonnan
1
Cheng, Hung-Wen
1
Chronopoulou, Alexandra
1
Comte, Fabienne
1
Costabile, Massimo
1
Coutin, Laure
1
Cramer Pedersen, Tobias
1
Cuesdeanu, Horatio
1
D'Addona, Stefano
1
D'Amico, Guglielmo
1
Dal Moro, Eric
1
Davis, Tom P.
1
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Annals of finance
Digital finance : smart data analytics, investment innovation, and financial technology
The journal of derivatives : JOD
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
International journal of theoretical and applied finance
10
Applied mathematical finance
8
Finance and stochastics
7
The journal of computational finance
7
Finance research letters
4
Journal of financial economics
4
The journal of finance : the journal of the American Finance Association
4
European finance review : the official journal of the European Finance Association
3
Quantitative finance
3
Review of derivatives research
3
The European journal of finance
3
The journal of futures markets
3
Asia-Pacific financial markets
2
Computational economics
2
Insurance / Mathematics & economics
2
International journal of financial engineering
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk
2
Journal of risk and financial management : JRFM
2
The journal of business : B
2
The journal of fixed income
2
Effiziente Regeln für Telekommunikationsmärkte in der Zukunft : Kartellrecht, Netzneutralität und Preis-Kosten-Scheren
1
European journal of operational research : EJOR
1
Financial markets and portfolio management
1
Financial markets, institutions & instruments
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
International Journal of Portfolio Analysis and Management
1
International journal of industrial organization
1
International journal of theoretical and applied finance : IJTAF
1
Journal of financial engineering
1
Journal of industry, competition and trade
1
Journal of investment management : JOIM
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
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ECONIS (ZBW)
12
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1
The valuation of corporations : a derivative
pricing
perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
2
Analytical valuation of compound options under regime-switching dynamics
Breton, Michèle
;
Ndoye, Mbaye
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 120-148
Persistent link: https://www.econbiz.de/10012698128
Saved in:
3
American option
pricing
and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
4
Semi-analytical
pricing
of barrier options in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
Saved in:
5
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
6
Pricing
and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
7
Advanced model calibration on bitcoin options
Madan, Dilip B.
;
Reyners, Sofie
;
Schoutens, Wim
- In:
Digital finance : smart data analytics, investment …
1
(
2019
)
1/4
,
pp. 117-137
Persistent link: https://www.econbiz.de/10012223870
Saved in:
8
Pricing
of discount bonds with a Markov switching regime
Elliott, Robert J.
;
Nishide, Katsumasa
- In:
Annals of finance
10
(
2014
)
3
,
pp. 509-522
Persistent link: https://www.econbiz.de/10010399761
Saved in:
9
A simple efficient approximation to price basket stock options with volatility smile
Wu, Ping
;
Elliott, Robert J.
- In:
Annals of finance
13
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011944955
Saved in:
10
Risk premia in option markets
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
1
,
pp. 71-94
Persistent link: https://www.econbiz.de/10011555434
Saved in:
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