//--> //--> //-->
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 mathematical finance"
~person:"Gong, Ruoting"
~subject:"Stochastic process"
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:"Futures"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
ATM option pricing
1
Black-Scholes model
1
Black-Scholes-Modell
1
CGMY models
1
Derivat
1
Derivative
1
Experiment
1
Exponential Lévy models
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
close-to-the-money option pricing
1
implied volatility
1
short-time asymptotics
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Gong, Ruoting
Sabino, Piergiacomo
3
Eberlein, Ernst
2
Ahlip, Rehez
1
Badran, Alexander
1
Baldeaux, Jan
1
Benth, Fred Espen
1
Bouzianis, George
1
Chiu, Chun-Yuan
1
Costabile, Massimo
1
Cufaro Petroni, Nicola
1
Deelstra, Griselda
1
Elliott, Robert J.
1
Escobar, Marcos
1
Figueroa-López, José E.
1
Funahashi, Hideharu
1
Gardini, Matteo
1
Gerhart, Christoph
1
Goard, Joanna
1
Goutte, Stéphane
1
Götz, Barbara
1
Hikspoors, Samuel
1
Hoencamp, J. H.
1
Hofer, Markus
1
Houdré, Christian
1
Howison, Sam
1
Hughston, Lane P.
1
Ismail, Amine
1
Jaimungal, Sebastian
1
Jain, Shashi
1
Kandhai, B. D.
1
Karlsson, Patrik
1
Kercheval, Alec
1
Kijima, Masaaki
1
Kirkby, J. Lars
1
Kort, J. P. de
1
Lamper, David
1
Lütkebohmert-Holtz, Eva
1
Mai, Jan-Frederik
1
Massabo, Ivar
1
more ...
less ...
Published in...
All
Applied mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 547-574
Persistent link: https://www.econbiz.de/10011815299
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->