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~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance and stochastics"
~isPartOf:"Working papers"
~person:"Linetsky, Vadim"
~source:"econis"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
4
Optionspreistheorie
4
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Barrier options
1
Credit risk
1
Derivat
1
Derivative
1
Diffusions
1
Eigenfunction expansions
1
First passage times
1
Kreditrisiko
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Option trading
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Optionsgeschäft
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Subordination
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Swap
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Linetsky, Vadim
Carr, Peter
8
Eberlein, Ernst
8
Benth, Fred Espen
7
Cui, Zhenyu
6
Hobson, David G.
6
Sircar, Kaushik Ronnie
6
Alòs, Elisa
5
Elliott, Robert J.
5
Filipović, Damir
5
Fusai, Gianluca
5
Glau, Kathrin
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Kabanov, Jurij M.
5
Kirkby, J. Lars
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Kwok, Yue-Kuen
5
Lee, Roger
5
Belomestny, Denis
4
Chiarella, Carl
4
Cox, Alexander M. G.
4
Escobar, Marcos
4
Howison, Sam
4
Kallsen, Jan
4
Li, Lingfei
4
Madan, Dilip B.
4
Marazzina, Daniele
4
Nguyen, Duy
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Obłój, Jan
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Pianca, Paolo
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Sabino, Piergiacomo
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Shiraya, Kenichiro
4
Siu, Tak Kuen
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Wong, Hoi Ying
4
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4
Arai, Takuji
3
Atkinson, Colin
3
Bermin, Hans-Peter
3
Brigo, Damiano
3
Chesney, Marc
3
Cohen, Samuel N.
3
Cont, Rama
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Applied mathematical finance
European journal of operational research : EJOR
Finance and stochastics
Working papers
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
1
Financial engineering
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Mathematical Finance, Forthcoming
1
Mathematics and financial economics
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ECONIS (ZBW)
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Discretely monitored first passage problems and barrier options : an eigenfunction expansion approach
Li, Lingfei
;
Linetsky, Vadim
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 941-977
Persistent link: https://www.econbiz.de/10011421097
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2
Pricing equity default swaps under the jump-to-default extended CEV model
Mendoza-Arriaga, Rafael
;
Linetsky, Vadim
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 513-540
Persistent link: https://www.econbiz.de/10009303137
Saved in:
3
Computing exponential moments of the discrete maximum of a Lévy process and lookback options
Feng, Liming
;
Linetsky, Vadim
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 501-529
Persistent link: https://www.econbiz.de/10003899518
Saved in:
4
Lookback options and diffusion hitting times : a spectral expansion approach
Linetsky, Vadim
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 373-398
Persistent link: https://www.econbiz.de/10002130320
Saved in:
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