//--> //--> //--> //-->
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:"Asia-Pacific financial markets"
~isPartOf:"The handbook of fixed income securities"
~isPartOf:"The journal of derivatives : JOD"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Fabozzi, Frank J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Miller, Megan"
~person:"Ndoye, Mbaye"
~person:"Wang, Tao"
~subject:"Black-Scholes-Modell"
~subject:"Option pricing theory"
~subject:"Telekommunikation"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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
| 18 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Option pricing theory
Telekommunikation
Zinsstruktur
Optionspreistheorie
13
Derivat
7
Derivative
7
Option trading
6
Optionsgeschäft
6
Theorie
5
Theory
5
CAPM
4
Portfolio selection
4
Portfolio-Management
4
Stochastic process
4
Stochastischer Prozess
4
Black-Scholes model
3
Hedging
3
Volatility
3
Volatilität
3
options
3
Derivatives
2
Markov chain
2
Markov-Kette
2
Risikomanagement
2
Risk management
2
Yield curve
2
statistical methods
2
Asset pricing
1
Börsenkurs
1
Credit risk
1
Currency
1
Currency derivative
1
Einkommensverteilung
1
Esscher transform
1
Estimation
1
Exchange rate
1
Experiment
1
Factor analysis
1
Faktorenanalyse
1
Filtering
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
13
Book section
3
Language
All
English
16
Author
All
Carr, Peter
Elliott, Robert J.
Fabozzi, Frank J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Miller, Megan
Ndoye, Mbaye
Wang, Tao
Takahashi, Akihiko
9
Fujita, Takahiko
4
Cui, Zhenyu
3
Fujii, Masaaki
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Muroi, Yoshifumi
3
Shirakawa, Hiroshi
3
Takaoka, Koichiro
3
Taylor, Stephen
3
Yamada, Yuji
3
Davis, Tom P.
2
Hishida, Yuji
2
Ishimura, Naoyuki
2
Itkin, Andrey
2
Klebaner, Fima C.
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Nakajima, Katsushi
2
Platen, Eckhard
2
Sato, Seisho
2
Siu, Tak Kuen
2
Tanokura, Yoko
2
Yamada, Toshihiro
2
Yamamura, Yoshiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Ahn, Hyungsok
1
Akahori, Jirô
1
Al-Jaaf, Aşty
1
Amaba, Takafumi
1
Asiimwe, Pious
1
Baldeaux, Jan
1
Batten, Jonathan A.
1
Ben Salah, Zied
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
The handbook of fixed income securities
The journal of derivatives : JOD
International journal of theoretical and applied finance
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied mathematical finance
8
The journal of computational finance
8
Annals of finance
7
Finance and stochastics
7
Finance research letters
6
The journal of fixed income
6
Computational economics
5
Journal of economic dynamics & control
5
Journal of financial economics
5
Review of derivatives research
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Valuation, financial modeling, and quantitative tools
5
Insurance / Mathematics & economics
4
Journal of banking & finance
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
European journal of operational research : EJOR
3
Journal of financial and quantitative analysis : JFQA
3
Journal of risk and financial management : JRFM
3
Quantitative finance
3
The European journal of finance
3
The journal of futures markets
3
International journal of financial engineering
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk
2
The journal of business : B
2
The review of financial studies
2
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
1
Applied financial economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometric reviews
1
Economics letters
1
Effiziente Regeln für Telekommunikationsmärkte in der Zukunft : Kartellrecht, Netzneutralität und Preis-Kosten-Scheren
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Vol, skew, and smile trading
Al-Jaaf, Aşty
;
Carr, Peter
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 64-95
Persistent link: https://www.econbiz.de/10014422386
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
Income enhancement with options
Miller, Megan
;
Jacobsen, Brian
;
Vree, Martijn de
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 153-167
Persistent link: https://www.econbiz.de/10014231061
Saved in:
5
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:
6
How rational are the option prices of the Hong Kong dollar exchange rate?
Drapeau, Samuel
;
Wang, Tan
;
Wang, Tao
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 140-161
Persistent link: https://www.econbiz.de/10012486035
Saved in:
7
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:
8
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:
9
Option
pricing
with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->