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~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"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Kwok, Yue-Kuen"
~person:"Madan, Dilip B."
~person:"Ndoye, Mbaye"
~subject:"Option pricing theory"
~subject:"Telekommunikation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Option pricing theory
Telekommunikation
Optionspreistheorie
25
Option trading
10
Optionsgeschäft
10
Stochastic process
9
Stochastischer Prozess
9
Volatility
8
Volatilität
8
Theorie
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Theory
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options
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statistical methods
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Aktienindex
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Arbeitskampf
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Asymmetric information
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Asymmetrische Information
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Article in journal
Aufsatz im Buch
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25
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25
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Carr, Peter
Elliott, Robert J.
Haucap, Justus
Jeon, Doh-Shin
Kwok, Yue-Kuen
Madan, Dilip B.
Ndoye, Mbaye
Levendorskij, Sergej Z.
10
Takahashi, Akihiko
7
Benth, Fred Espen
6
Cui, Zhenyu
6
Fabozzi, Frank J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Siu, Tak Kuen
6
Bojarčenko, Svetlana I.
5
Joshi, Mark S.
5
Oosterlee, Cornelis W.
5
Račev, Svetlozar T.
5
Avellaneda, Marco
4
Brigo, Damiano
4
Ekström, Erik
4
Hess, Markus
4
Hui, Cho H.
4
Liu, Rui Hua
4
Lo, C. F.
4
Macrina, Andrea
4
Schoutens, Wim
4
Taylor, Stephen
4
Wu, Lixin
4
Arai, Takuji
3
Bernard, Carole
3
Boyarchenko, Mitya
3
Chiarella, Carl
3
Ehrhardt, Matthias
3
Forde, Martin
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Hoogland, J. K.
3
Hubalek, Friedrich
3
Hughston, Lane P.
3
Itkin, Andrey
3
Neumann, C. D. D.
3
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Digital finance : smart data analytics, investment innovation, and financial technology
International journal of theoretical and applied finance
The journal of derivatives : JOD
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Applied mathematical finance
12
The journal of futures markets
8
Finance and stochastics
7
The journal of computational finance
7
Annals of finance
6
Review of derivatives research
5
Finance research letters
4
Journal of economic dynamics & control
4
Journal of financial economics
4
Quantitative 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
International journal of financial engineering
3
Journal of financial engineering
3
The European journal of finance
3
Asia-Pacific financial markets
2
Computational economics
2
European journal of operational research : EJOR
2
Insurance / Mathematics & economics
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
2
Journal of risk and financial management : JRFM
2
The journal of business : B
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
Effiziente Regeln für Telekommunikationsmärkte in der Zukunft : Kartellrecht, Netzneutralität und Preis-Kosten-Scheren
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 industry, competition and trade
1
Journal of investment management : JOIM
1
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ECONIS (ZBW)
25
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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
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:
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
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:
5
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:
6
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:
7
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:
8
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:
9
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
10
Real option signaling games of debt financing using equity guarantee swaps under asymmetric information
Wang, Qiuqi
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012496687
Saved in:
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