//--> //--> //--> //-->
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 research letters"
~person:"Carr, Peter"
~person:"Chiarella, Carl"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Wang, Xingchun"
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
11
Optionspreistheorie
11
Option trading
6
Optionsgeschäft
6
Stochastic process
6
Stochastischer Prozess
6
Volatility
6
Volatilität
6
Credit risk
3
Kreditrisiko
3
Risikomanagement
3
Risk management
3
Black-Scholes model
2
Black-Scholes-Modell
2
Default risk
2
Derivat
2
Derivative
2
Hedging
2
Jump-diffusion processes
2
Risikoprämie
2
Risk premium
2
Statistical distribution
2
Statistische Verteilung
2
ARCH model
1
ARCH-Modell
1
Aktienoption
1
Analysis of variance
1
Arbeitskampf
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asia
1
Asien
1
Bounded implied volatilities
1
Börsenkurs
1
Capital income
1
Catastrophe equity put options
1
Common factors
1
Compound Poisson
1
Correlated jump risk
1
Correlation
1
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Carr, Peter
Chiarella, Carl
Jeon, Doh-Shin
Madan, Dilip B.
Wang, Xingchun
Zaremba, Adam
8
Chan, Kam C.
5
Hodoshima, Jiro
4
Jarrow, Robert A.
4
Lee, Hangsuck
4
Long, Huaigang
4
Ziemba, William T.
4
Bank, Matthias
3
Buchner, Axel
3
Chen, Jun-Home
3
Coën, Alain
3
Fabozzi, Frank J.
3
Galvani, Valentina
3
Lee, Minha
3
Lian, Yu-Min
3
Taussig, Roi D.
3
Wang, King
3
Wong, Hoi Ying
3
Zhao, Yonggan
3
Aharon, David Y.
2
Altay-Salih, Aslihan
2
Aslanidis, Nektarios
2
Bossaerts, Peter L.
2
Bouri, Elie
2
Božović, Miloš
2
Brennan, Michael J.
2
Będowska-Sójka, Barbara
2
Cao, Jiling
2
Carmichael, Benoît
2
Christiansen, Charlotte
2
Chung, Y. Peter
2
Csóka, Péter
2
Cui, Zhenyu
2
Demir, Ender
2
Demirer, Rıza
2
Dimic, Nebojsa
2
Fang, Libing
2
more ...
less ...
Published in...
All
Finance research letters
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
31
Robert H. Smith School Research Paper
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Annals of finance
10
Applied mathematical finance
10
The journal of computational finance
9
Finance and stochastics
8
International journal of theoretical and applied finance
8
Review of derivatives research
8
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
IDEI working papers
6
Journal of financial economics
6
Research Paper Series / Finance Discipline Group, Business School
6
The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
Finance
5
The Rand journal of economics
5
Asia-Pacific financial markets
4
Discussion paper / Centre for Economic Policy Research
4
Journal of risk
4
NET Institute Working Paper
4
Queen's Economics Department working paper
4
The journal of derivatives : JOD
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Working Papers / Barcelona Graduate School of Economics (Barcelona GSE)
4
Working papers / TSE : WP
4
American economic journal
3
CESifo working papers
3
Computational economics
3
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
3
European finance review : the official journal of the European Finance Association
3
Finance and Stochastics
3
Insurance / Mathematics & economics
3
Journal of economic behavior & organization : JEBO
3
Journal of financial and quantitative analysis : JFQA
3
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
The journal of business : B
3
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing
volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
2
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:
3
Analytical valuation of power exchange options with default risk
Xu, Guangli
;
Shao, Xinjian
;
Wang, Xingchun
- In:
Finance research letters
28
(
2019
),
pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
Saved in:
4
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:
5
Strike asymptotics for Laplace implied volatilities
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
25
(
2018
),
pp. 183-189
Persistent link: https://www.econbiz.de/10012003516
Saved in:
6
Valuing executive stock options under correlated employment shocks
Wang, Xingchun
- In:
Finance research letters
27
(
2018
),
pp. 38-45
Persistent link: https://www.econbiz.de/10012006731
Saved in:
7
Laplacian risk management
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
22
(
2017
),
pp. 202-210
Persistent link: https://www.econbiz.de/10011808157
Saved in:
8
Pricing
power exchange options with correlated jump risk
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 90-97
Persistent link: https://www.econbiz.de/10011657466
Saved in:
9
Pricing
vulnerable options with stochastic default barriers
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 305-313
Persistent link: https://www.econbiz.de/10011657733
Saved in:
10
Nonrandom price movements
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
17
(
2016
),
pp. 103-109
Persistent link: https://www.econbiz.de/10011596246
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->