//--> //--> //--> //-->
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:"Finance and stochastics"
~isPartOf:"The journal of derivatives : JOD"
~isPartOf:"Valuation, financial modeling, and quantitative tools"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Fabozzi, Frank J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Ndoye, Mbaye"
~subject:"Finanzmathematik"
~subject:"Option pricing theory"
~subject:"Telekommunikation"
~subject:"statistical methods"
~type_genre:"Article in journal"
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
Finanzmathematik
Option pricing theory
Telekommunikation
statistical methods
Optionspreistheorie
13
Stochastic process
7
Stochastischer Prozess
7
Theorie
6
Theory
6
Derivat
5
Derivative
5
Hedging
5
Option trading
5
Optionsgeschäft
5
Volatility
5
Volatilität
5
Black-Scholes model
2
Black-Scholes-Modell
2
CAPM
2
Derivatives
2
Martingal
2
Martingale
2
Portfolio selection
2
Portfolio-Management
2
Statistical distribution
2
Statistische Verteilung
2
Swap
2
options
2
Additive processes
1
Bond market
1
Change of numéraire
1
Dagum distribution
1
Derivative pricing
1
Exchange rate
1
Experiment
1
Financial investment
1
Financial market
1
Finanzmarkt
1
Foreign exchange
1
Föllmer measure
1
Generalised z-distributions
1
Hyperinflation
1
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
13
Aufsatz im Buch
5
Book section
5
Language
All
English
13
Author
All
Carr, Peter
Elliott, Robert J.
Fabozzi, Frank J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Ndoye, Mbaye
Filipović, Damir
5
Hobson, David G.
5
Kabanov, Jurij M.
5
Belomestny, Denis
4
Cox, Alexander M. G.
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Alòs, Elisa
3
Benth, Fred Espen
3
Cuchiero, Christa
3
Cui, Zhenyu
3
Glasserman, Paul
3
Keller-Ressel, Martin
3
Li, Lingfei
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Nutz, Marcel
3
Soner, Halil Mete
3
Taylor, Stephen
3
Touzi, Nizar
3
Ackerer, Damien
2
Arai, Takuji
2
Beiglböck, Mathias
2
Bender, Christian
2
Biagini, Francesca
2
Björk, Tomas
2
Bouchard, Bruno
2
Brigo, Damiano
2
Cont, Rama
2
Dassios, Angelos
2
Detering, Nils
2
Eberlein, Ernst
2
Figueroa-López, José E.
2
Fontana, Claudio
2
Forde, Martin
2
Fournié, Éric
2
Giles, Michael B.
2
more ...
less ...
Published in...
All
Finance and stochastics
The journal of derivatives : JOD
Valuation, financial modeling, and quantitative tools
International journal of theoretical and applied finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied mathematical finance
8
The journal of computational finance
7
Annals of finance
6
The journal of fixed income
6
Computational economics
5
Finance research letters
5
Journal of economic dynamics & control
5
Journal of banking & finance
4
Journal of financial economics
4
Review of derivatives research
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
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
Insurance / Mathematics & economics
3
Journal of risk and financial management : JRFM
3
Quantitative finance
3
The European journal of finance
3
The journal of futures markets
3
Asia-Pacific financial markets
2
International journal of financial engineering
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
The journal of business : B
2
Applied economics
1
Applied financial economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometric reviews
1
Economics letters
1
Financial markets and portfolio management
1
Financial markets, institutions & instruments
1
International Journal of Portfolio Analysis and Management
1
International journal of industrial organization
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Additive logistic processes in option
pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
Saved in:
2
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:
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
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:
6
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:
7
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:
8
On the hedging of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
9
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
10
Variance swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
;
Wu, Liuren
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10009544664
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->