//--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~person:"Zhu, Song-Ping"
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:"PRICING"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Optionspreistheorie
3
Option pricing
2
Volatility
2
Volatilität
2
American put options
1
Black-Scholes model
1
Black-Scholes-Modell
1
Closed-form
1
Computational accuracy and efficiency
1
Correlated asset
1
Derivat
1
Derivative
1
Dilution
1
Integral equation
1
Leerverkauf
1
Option trading
1
Optionsgeschäft
1
Short selling
1
Short-selling ban
1
Stochastic process
1
Stochastischer Prozess
1
non-normal distribution
1
skew Brownian motion
1
more ...
less ...
Online availability
All
Undetermined
3
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
Zhu, Song-Ping
Bayer, Christian
7
Grobys, Klaus
5
Satchell, Stephen
5
Zaremba, Adam
5
Dunis, Christian
4
Fabozzi, Frank J.
4
Gatheral, Jim
4
Paxson, Dean A.
4
Radoičić, Radoš
4
Tempone, Raúl
4
Caudill, Steven B.
3
Chan, Tat Lung
3
Chen, Son-nan
3
Chesney, Marc
3
Dempsey, Michael
3
Elliott, Robert J.
3
Felpel, Mike
3
Hainaut, Donatien
3
He, Xin-Jiang
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
Li, Lingfei
3
Li, Yuming
3
Lindset, Snorre
3
Madden, Gary
3
McWalter, Thomas A.
3
Muzzioli, Silvia
3
Pirjol, Dan
3
Realdon, Marco
3
Romagnoli, Silvia
3
Rubio, Gonzalo
3
Schoutens, Wim
3
Wang, Guanying
3
Wang, Xingchun
3
Wong, Hoi Ying
3
Yang, Jinqiang
3
Ziveyi, Jonathan
3
more ...
less ...
Published in...
All
Applied economics
Quantitative finance
The European journal of finance
IMA journal of management mathematics
2
International journal of theoretical and applied finance : IJTAF
2
Journal of economic dynamics & control
2
Journal of risk and financial management : JRFM
2
Financial innovation : FIN
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Journal of Risk and Financial Management
1
Journal of banking & finance
1
Mathematics and financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A revised option
pricing
formula with the underlying being banned from short selling
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 935-948
Persistent link: https://www.econbiz.de/10012262638
Saved in:
2
A new closed-form formula for
pricing
European options under a skew Brownian motion
Zhu, Song-Ping
;
He, Xin-Jiang
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 1063-1074
Persistent link: https://www.econbiz.de/10012244440
Saved in:
3
A new integral equation formulation for American put options
Zhu, Song-Ping
;
He, Xin-Jiang
;
Lu, Xiaoping
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 483-490
Persistent link: https://www.econbiz.de/10011906400
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->