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~isPartOf:"Finance and stochastics"
~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:"Martingal"
~subject:"Option pricing theory"
~subject:"Telekommunikation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Martingal
Option pricing theory
Telekommunikation
Optionspreistheorie
7
Theorie
5
Theory
5
Hedging
4
Stochastic process
4
Stochastischer Prozess
4
CAPM
2
Derivat
2
Derivative
2
Martingale
2
Swap
2
Volatility
2
Volatilität
2
Additive processes
1
Bond market
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Change of numéraire
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Derivative pricing
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Exchange rate
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Financial investment
1
Foreign exchange
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Föllmer measure
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Logistics
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Logistik
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Lévy process
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Option trading
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Optionsgeschäft
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Portfolio selection
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Portfolio-Management
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Put-call parity
1
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7
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7
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Carr, Peter
Elliott, Robert J.
Haucap, Justus
Jeon, Doh-Shin
Kwok, Yue-Kuen
Madan, Dilip B.
Ndoye, Mbaye
Kabanov, Jurij M.
9
Hobson, David G.
6
Filipović, Damir
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
Glasserman, Paul
3
Keller-Ressel, Martin
3
Li, Lingfei
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Nutz, Marcel
3
Schweizer, Martin
3
Soner, Halil Mete
3
Stricker, Christophe
3
Touzi, Nizar
3
Ackerer, Damien
2
Arai, Takuji
2
Beiglböck, Mathias
2
Bender, Christian
2
Biagini, Francesca
2
Bouchard, Bruno
2
Brigo, Damiano
2
Cont, Rama
2
Dassios, Angelos
2
Denis, Emmanuel
2
Detering, Nils
2
Eberlein, Ernst
2
Figueroa-López, José E.
2
Fontana, Claudio
2
Forde, Martin
2
Fournié, Éric
2
Frittelli, Marco
2
Giles, Michael B.
2
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Finance and stochastics
International journal of theoretical and applied finance
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Applied mathematical finance
12
The journal of futures markets
8
The journal of computational finance
7
Annals of finance
6
Finance research letters
5
Review of derivatives research
5
The journal of derivatives : JOD
5
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
Digital finance : smart data analytics, investment innovation, and financial technology
1
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)
7
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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
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:
3
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:
4
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:
5
Hedging variance options on continuous semimartingales
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 179-207
Persistent link: https://www.econbiz.de/10003951494
Saved in:
6
Stochastic flows and the forward measure
Elliott, Robert J.
;
Hoek, John van der
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 511-525
Persistent link: https://www.econbiz.de/10001614608
Saved in:
7
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
Saved in:
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