//--> //--> //-->
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:"Discussion paper series"
~isPartOf:"The European journal of finance"
~person:"Carr, Peter"
~person:"Paxson, Dean A."
~person:"Wang, Guanying"
~subject:"Option pricing theory"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Optionspreistheorie
8
Black-Scholes model
3
Black-Scholes-Modell
3
Credit risk
2
Kreditrisiko
2
Option trading
2
Optionsgeschäft
2
Risiko
2
Risk
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Asia
1
Asien
1
CAPM
1
Capital structure
1
China
1
Collateral
1
Corporate bond
1
Debt financing
1
Decision under uncertainty
1
EU countries
1
EU-Staaten
1
Entscheidung unter Unsicherheit
1
European options
1
Forecasting model
1
Fremdkapital
1
Informal finance
1
Informeller Finanzsektor
1
Investition
1
Investitionsentscheidung
1
Investitionsrisiko
1
Investment
1
Investment decision
1
Investment risk
1
Kapitalstruktur
1
Kreditsicherung
1
OTC market
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
7
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
8
Author
All
Carr, Peter
Paxson, Dean A.
Wang, Guanying
Chen, Son-nan
3
Dunis, Christian
3
Wang, Xingchun
3
Anderluh, J. H. M.
2
Ballotta, Laura
2
Bhar, Ramaprasad
2
Brandão, Luiz Eduardo Teixeira
2
Chesney, Marc
2
Coakley, Jerry
2
Dockendorf, Jörg
2
Elliott, Robert J.
2
Hsu, Pao-Peng
2
Lindset, Snorre
2
Liu, Xiaoquan
2
Romagnoli, Silvia
2
Satchell, Stephen
2
Siu, Tak Kuen
2
Song, Shiyu
2
Abad Díaz, David
1
Adkins, Roger
1
Ahlip, Rehez
1
Allegretto, Walter
1
Areal, Nelson
1
Arratia, Argimiro
1
Avanzi, Benjamin
1
Baestaens, Dirk J. Emma
1
Bajo, Emanuele
1
Barbi, Massimiliano
1
Barone-Adesi, Giovanni
1
Bastian-Pinto, Carlos de Lamare
1
Bastin-Pinto, Carlos
1
Bergh, Willem M. van den
1
Bernard, Carole
1
Berry, R. H.
1
Bhargava, Vivek
1
Bicer, Isik
1
Bonfiglioli, Efrem
1
more ...
less ...
Published in...
All
Discussion paper series
The European journal of finance
Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of finance : the journal of the American Finance Association
4
Applied mathematical finance
3
Finance research letters
3
Journal of financial economics
3
Real R & D options
3
The journal of computational finance
3
The journal of futures markets
3
The journal of real estate finance and economics
3
Computational economics
2
European finance review : the official journal of the European Finance Association
2
International journal of theoretical and applied finance
2
Review of derivatives research
2
The journal of derivatives : JOD
2
The journal of fixed income
2
Applied economics letters
1
Asia-Pacific financial markets
1
European journal of operational research : EJOR
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 series
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Robert H. Smith School Research Paper
1
The journal of business : B
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Sequential investments with stage-specific risks and drifts
Adkins, Roger
;
Paxson, Dean A.
- In:
The European journal of finance
23
(
2017
)
10/12
,
pp. 1150-1175
Persistent link: https://www.econbiz.de/10011741473
Saved in:
5
Sequential real rainbow options
Dockendorf, Jörg
;
Paxson, Dean A.
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 867-892
Persistent link: https://www.econbiz.de/10011301977
Saved in:
6
Continuous rainbow options on commodity outputs : what is the real value of switching facilities?
Dockendorf, Jörg
;
Paxson, Dean A.
- In:
The European journal of finance
19
(
2013
)
7/8
,
pp. 645-673
Persistent link: https://www.econbiz.de/10010244745
Saved in:
7
Confined exponential approximations for the valuation of American options
Lee, Jongwoo
;
Paxson, Dean A.
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 449-474
Persistent link: https://www.econbiz.de/10001885434
Saved in:
8
On the numerical evaluation of option prices in jump diffusion processes
Carr, Peter
;
Mayo, Anita
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 353-372
Persistent link: https://www.econbiz.de/10003550397
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->