//--> //--> //--> //-->
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:"Digital finance : smart data analytics, investment innovation, and financial technology"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of derivatives : JOD"
~isPartOf:"The journal of futures markets"
~person:"Avellaneda, Marco"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Ndoye, Mbaye"
~subject:"Option pricing theory"
~subject:"Telekommunikation"
~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
| 15 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Telekommunikation
Optionspreistheorie
23
Stochastic process
10
Stochastischer Prozess
10
Option trading
9
Optionsgeschäft
9
Volatility
9
Volatilität
9
Markov chain
8
Markov-Kette
8
Theorie
7
Theory
7
CAPM
6
Hedging
6
Black-Scholes model
5
Black-Scholes-Modell
5
Derivat
5
Derivative
5
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Statistical distribution
3
Statistische Verteilung
3
ARCH model
2
ARCH-Modell
2
Derivatives
2
Esscher transform
2
Experiment
2
Martingal
2
Martingale
2
Yield curve
2
Zinsstruktur
2
filtering
2
option pricing
2
options
2
statistical methods
2
stochastic flows
2
Aktienindex
1
American options
1
Arbeitskampf
1
Arbitrage Pricing
1
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
23
Conference paper
1
Konferenzbeitrag
1
Language
All
English
23
Author
All
Avellaneda, Marco
Carr, Peter
Elliott, Robert J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Ndoye, Mbaye
Kwok, Yue-Kuen
14
Levendorskij, Sergej Z.
10
Takahashi, Akihiko
9
Cui, Zhenyu
8
Chung, San-lin
7
Câmara, António
7
Kang, Jangkoo
7
Siu, Tak Kuen
7
Wang, Yaw-huei
7
Benth, Fred Espen
6
Fabozzi, Frank J.
6
Gapeev, Pavel V.
6
Hung, Mao-Wei
6
Jeanblanc, Monique
6
Joshi, Mark S.
6
Bojarčenko, Svetlana I.
5
Hui, Cho H.
5
Kim, Hwa-sung
5
Liao, Szu-Lang
5
Lo, C. F.
5
Oosterlee, Cornelis W.
5
Račev, Svetlozar T.
5
Taylor, Stephen
5
Zhang, Jin E.
5
Brigo, Damiano
4
Corrado, Charles Joseph
4
Ekström, Erik
4
Gauthier, Geneviève
4
Guo, Jia-hau
4
Hess, Markus
4
Liu, Qiang
4
Liu, Rui Hua
4
Lyuu, Yuh-dauh
4
Macrina, Andrea
4
Ryu, Doojin
4
Schoutens, Wim
4
more ...
less ...
Published in...
All
Digital finance : smart data analytics, investment innovation, and financial technology
International journal of theoretical and applied finance
The journal of derivatives : JOD
The journal of futures markets
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied mathematical finance
10
The journal of computational finance
8
Finance and stochastics
7
Annals of finance
6
Finance research letters
4
Journal of financial economics
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
Quantitative finance
3
Review of derivatives research
3
The European journal of finance
3
Asia-Pacific financial markets
2
Computational economics
2
Insurance / Mathematics & economics
2
International journal of financial engineering
2
Journal of banking & finance
2
Journal of economic dynamics & control
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
2
Journal of risk and financial management : JRFM
2
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
2
The journal of business : B
2
The journal of fixed income
2
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
International Journal of Portfolio Analysis and Management
1
International journal of industrial organization
1
International journal of theoretical and applied finance : IJTAF
1
Journal of financial engineering
1
Journal of industry, competition and trade
1
Journal of investment management : JOIM
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
2
Approximate
pricing
of American exchange options with jumps
Lian, Guanghua
;
Elliott, Robert J.
;
Kalev, Petko S.
; …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 983-1001
Persistent link: https://www.econbiz.de/10013287907
Saved in:
3
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:
4
Option
pricing
using a regime switching stochastic discount factor
Elliott, Robert J.
;
Hamada, Ahmed S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
Saved in:
5
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:
6
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:
7
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
8
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:
9
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:
10
A comparison of
pricing
kernels for GARCH option
pricing
with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->