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~isPartOf:"Discussion paper series"
~isPartOf:"Finance research letters"
~isPartOf:"The European journal of finance"
~person:"Borovkova, Svetlana"
~person:"Carr, Peter"
~person:"Wang, Guanying"
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Search: subject:"PRICING"
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Option pricing theory
8
Optionspreistheorie
8
Black-Scholes model
4
Black-Scholes-Modell
4
Volatility
4
Volatilität
4
Credit risk
3
Kreditrisiko
3
Option trading
3
Optionsgeschäft
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Risikomanagement
3
Risk management
3
Asia
2
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2
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2
Statistical distribution
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Statistische Verteilung
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2
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2
Theory
2
Arbitrage Pricing
1
Arbitrage pricing
1
Capital structure
1
Catastrophe equity put options
1
China
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Collateral
1
Commodity derivative
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Corporate bond
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Default risk
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European options
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Borovkova, Svetlana
Carr, Peter
Wang, Guanying
Proost, Stef
21
Wang, Xingchun
9
De Borger, Bruno L.
7
Zaremba, Adam
6
Chan, Kam C.
5
Madan, Dilip B.
5
Berardi, Michele
4
Chen, Son-nan
4
Dunis, Christian
4
Hodoshima, Jiro
4
Jarrow, Robert A.
4
Lee, Hangsuck
4
Paxson, Dean A.
4
Satchell, Stephen
4
Ziemba, William T.
4
Buchner, Axel
3
Chen, Jun-Home
3
Coën, Alain
3
Fabozzi, Frank J.
3
Galvani, Valentina
3
Glazer, Amihai
3
Lee, Minha
3
Li, Youwei
3
Lian, Yu-Min
3
Lindset, Snorre
3
Long, Huaigang
3
Palma, André de
3
Ryu, Doojin
3
Sercu, Piet
3
Shao, Xinjian
3
Taussig, Roi D.
3
Van der Loo, Saskia
3
Verboven, Frank
3
Wang, King
3
Wong, Hoi Ying
3
Zhao, Yonggan
3
Adachi, Takanori
2
Aharon, David Y.
2
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Discussion paper series
Finance research letters
The European journal of finance
Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance
5
Journal of financial economics
4
The journal of computational finance
4
The journal of finance : the journal of the American Finance Association
4
Applied mathematical finance
3
International journal of theoretical and applied finance
3
The journal of derivatives : JOD
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Computational economics
2
European finance review : the official journal of the European Finance Association
2
Finance and Stochastics
2
Journal of risk
2
Review of Derivatives Research
2
Review of derivatives research
2
The European Journal of Finance
2
The journal of fixed income
2
The review of financial studies
2
Applied economics letters
1
Asia-Pacific financial markets
1
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
Bloomberg Portfolio Research Paper
1
Economic modelling
1
Economics Papers from University Paris Dauphine
1
Energy economics
1
European journal of operational research : EJOR
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of investment management : JOIM
1
NYU Tandon Research Paper
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative Finance
1
Review of finance : journal of the European Finance Association
1
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ECONIS (ZBW)
11
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1
Shadow leverage risk and corporate bond
pricing
: evidence from China
Feng, Xu
;
Huang, Lin
;
Wang, Guanying
- In:
The European journal of finance
27
(
2021
)
18
,
pp. 1834-1854
Persistent link: https://www.econbiz.de/10013373207
Saved in:
2
Pricing
European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
3
The valuation of vulnerable European options with risky collateral
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The European journal of finance
26
(
2020
)
13
,
pp. 1315-1331
Persistent link: https://www.econbiz.de/10012264969
Saved in:
4
A note on sufficient conditions for no arbitrage
Carr, Peter
;
Madan, Dilip B.
- In:
Finance research letters
2
(
2005
)
3
,
pp. 125-130
Persistent link: https://www.econbiz.de/10003099264
Saved in:
5
Valuation of catastrophe equity put options with correlated default risk and jump risk
Bi, Hongwei
;
Wang, Guanying
;
Wang, Xingchun
- In:
Finance research letters
29
(
2019
),
pp. 323-329
Persistent link: https://www.econbiz.de/10012419135
Saved in:
6
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
7
Detecting market transitions and energy futures risk management using principal components
Borovkova, Svetlana
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 495-512
Persistent link: https://www.econbiz.de/10003382814
Saved in:
8
Quadratic hedging strategies for volatility swaps
Wang, Xingchun
;
Fu, Jianping
;
Wang, Guanying
;
Wang, Yongjin
- In:
Finance research letters
15
(
2015
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
Saved in:
9
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
10
Commodity volatility modelling and option
pricing
with a potential function approach
Anderluh, J. H. M.
;
Borovkova, Svetlana
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 91-113
Persistent link: https://www.econbiz.de/10003744733
Saved in:
1
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