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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of derivatives : JOD"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Carr, Peter"
~person:"Costabile, Massimo"
~person:"Elliott, Robert J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Yamada, Yuji"
~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
Hedging
7
Stochastic process
7
Stochastischer Prozess
7
Option trading
6
Optionsgeschäft
6
Volatility
6
Volatilität
6
Derivat
5
Derivative
5
Theorie
5
Theory
5
Black-Scholes model
4
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CAPM
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3
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Portfolio-Management
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options
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2
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Risk
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Risk management
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statistical methods
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ARCH model
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Additive models
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Aktienmarkt
1
Asset pricing
1
Barrier options
1
Basket barrier options
1
Bivariate diffusion limit
1
Börsenkurs
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Capital income
1
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14
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Carr, Peter
Costabile, Massimo
Elliott, Robert J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Yamada, Yuji
Takahashi, Akihiko
9
Fabozzi, Frank J.
7
Chen, Son-nan
6
Wu, Ting-pin
6
Broadie, Mark
5
Cui, Zhenyu
5
Dai, Min
5
Glasserman, Paul
5
Taylor, Stephen
5
Duan, Jin-Chuan
4
Leisen, Dietmar
4
Muroi, Yoshifumi
4
Newton, David P.
4
Ritchken, Peter H.
4
Branger, Nicole
3
Breton, Michèle
3
Chang, Chien-hung
3
Das, Sanjiv R.
3
Fujii, Masaaki
3
Kort, Peter M.
3
Kwok, Yue-Kuen
3
Lin, Yueh-neng
3
Orosi, Greg
3
Quittard-Pinon, François
3
Račev, Svetlozar T.
3
Rosenberg, Joshua V.
3
Russo, Emilio
3
Schoutens, Wim
3
Shirakawa, Hiroshi
3
Siu, Tak Kuen
3
Tian, Yisong Sam
3
Wei, Jason
3
Xu, Wei
3
Zenios, Stauros Andrea
3
Zhang, Jin E.
3
Badescu, Alexandru
2
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Asia-Pacific financial markets
Journal of economic dynamics & control
The journal of derivatives : JOD
The journal of derivatives : the official publication of the International Association of Financial Engineers
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
International journal of theoretical and applied finance
12
Applied mathematical finance
9
Finance and stochastics
7
The journal of computational finance
7
Annals of finance
6
Finance research letters
4
Insurance / Mathematics & economics
4
Journal of financial economics
4
Quantitative finance
4
Review of derivatives research
4
The journal of finance : the journal of the American Finance Association
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
European finance review : the official journal of the European Finance Association
3
Journal of risk
3
The European journal of finance
3
The journal of futures markets
3
Computational economics
2
International journal of financial engineering
2
Journal of banking & finance
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 and financial management : JRFM
2
Review of quantitative finance and accounting
2
The journal of business : B
2
The journal of fixed income
2
Digital finance : smart data analytics, investment innovation, and financial technology
1
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
IMA journal of management mathematics
1
International Journal of Portfolio Analysis and Management
1
International journal of financial markets and derivatives
1
International journal of industrial organization
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ECONIS (ZBW)
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1
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:
2
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:
3
A bivariate lattice model to compute risk measures in life insurance policies
Costabile, Massimo
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 123-139
Persistent link: https://www.econbiz.de/10012486033
Saved in:
4
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:
5
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:
6
Conic option
pricing
Madan, Dilip B.
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 10-36
Persistent link: https://www.econbiz.de/10011931506
Saved in:
7
Factor models for option
pricing
Carr, Peter
;
Madan, Dilip B.
- In:
Asia-Pacific financial markets
19
(
2012
)
4
,
pp. 319-329
Persistent link: https://www.econbiz.de/10009705364
Saved in:
8
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
9
Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
Saved in:
10
Application of homotopy analysis method to option
pricing
under Lévy processes
Sakuma, Takayuki
;
Yamada, Yuji
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010358467
Saved in:
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