//--> //--> //-->
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:"Zhang, Lu"
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
4
Optionspreistheorie
4
Volatility
3
Volatilität
3
Black-Scholes model
2
Black-Scholes-Modell
2
Risikomanagement
2
Risk management
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Arbeitskampf
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asia
1
Asien
1
Bounded implied volatilities
1
Börsenkurs
1
COVID-19
1
Capital income
1
China
1
Commodity derivative
1
Commodity exchange
1
Commodity futures returns
1
Commodity market
1
Commodity price
1
Commodity pricing premium
1
Compound Poisson
1
Coronavirus
1
Epidemic
1
Epidemie
1
Estimation theory
1
Gamma
1
Geometric Brownian motion
1
Industrial action
1
Kapitaleinkommen
1
Laplacian densities
1
Local volatility
1
Martingal
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Carr, Peter
Chiarella, Carl
Jeon, Doh-Shin
Madan, Dilip B.
Zhang, Lu
Zaremba, Adam
8
Wang, Xingchun
7
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
CsĂłka, PĂ©ter
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
Working paper / National Bureau of Economic Research, Inc.
18
Robert H. Smith School Research Paper
14
Fisher College of Business working paper series
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
NBER working paper series
13
NBER Working Paper
12
Annals of finance
10
Applied mathematical finance
9
Journal of financial economics
9
The journal of computational finance
9
The review of financial studies
9
Finance and stochastics
8
International journal of theoretical and applied finance
8
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
Discussion paper / Centre for Economic Policy Research
6
IDEI working papers
6
Research Paper Series / Finance Discipline Group, Business School
6
Finance
5
Fisher College of Business Working Paper
5
The Rand journal of economics
5
The journal of finance : the journal of the American Finance Association
5
Asia-Pacific financial markets
4
Journal of risk
4
NET Institute Working Paper
4
Queen's Economics Department working paper
4
Review of derivatives research
4
The journal of derivatives : JOD
4
Working Papers / Barcelona Graduate School of Economics (Barcelona GSE)
4
Working papers / TSE : WP
4
American economic journal
3
CESifo working papers
3
Charles A. Dice Center Working Paper
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
Journal of economic behavior & organization : JEBO
3
Journal of financial and quantitative analysis : JFQA
3
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
COVID-19 and commodity
pricing
premium : evidence from the Chinese market
Zhang, Lu
;
Hsieh, Pei-lin
;
Chen, Haiqiang
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014582206
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
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:
4
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:
5
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:
6
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:
7
Option prices as probabilities
Madan, Dilip B.
;
Roynette, B.
;
Yor, Marc
- In:
Finance research letters
5
(
2008
)
2
,
pp. 79-87
Persistent link: https://www.econbiz.de/10003751294
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->