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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of derivatives : JOD"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Carr, Peter"
~person:"Costabile, Massimo"
~person:"Elliott, Robert J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~subject:"Lebensversicherung"
~subject:"Option pricing theory"
~subject:"Telekommunikation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Lebensversicherung
Option pricing theory
Telekommunikation
Optionspreistheorie
19
Hedging
9
Stochastic process
9
Stochastischer Prozess
9
Volatility
9
Volatilität
9
Option trading
8
Optionsgeschäft
8
Derivat
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Derivative
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options
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statistical methods
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Carr, Peter
Costabile, Massimo
Elliott, Robert J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Fabozzi, Frank J.
12
Kwok, Yue-Kuen
12
Levendorskij, Sergej Z.
10
Cui, Zhenyu
8
Chen, Son-nan
7
Joshi, Mark S.
7
Račev, Svetlozar T.
7
Siu, Tak Kuen
7
Takahashi, Akihiko
7
Gapeev, Pavel V.
6
Glasserman, Paul
6
Jeanblanc, Monique
6
Schoutens, Wim
6
Taylor, Stephen
6
Wu, Ting-pin
6
Benth, Fred Espen
5
Bernard, Carole
5
Bojarčenko, Svetlana I.
5
Broadie, Mark
5
Chiarella, Carl
5
Dai, Min
5
Duan, Jin-Chuan
5
Oosterlee, Cornelis W.
5
Wu, Lixin
5
Avellaneda, Marco
4
Branger, Nicole
4
Brigo, Damiano
4
Ekström, Erik
4
Hess, Markus
4
Hui, Cho H.
4
Leisen, Dietmar
4
Liu, Rui Hua
4
Lo, C. F.
4
Macrina, Andrea
4
Newton, David P.
4
Ritchken, Peter H.
4
Russo, Emilio
4
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International journal of theoretical and applied finance
Journal of economic dynamics & control
The journal of derivatives : JOD
The journal of derivatives : the official publication of the International Association of Financial Engineers
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied mathematical finance
9
Finance and stochastics
7
The journal of computational finance
7
Annals of finance
6
Finance research letters
4
Insurance / Mathematics & economics
4
Journal of financial economics
4
Review of derivatives research
4
The journal of finance : the journal of the American Finance Association
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
European finance review : the official journal of the European Finance Association
3
Quantitative finance
3
The European journal of finance
3
The journal of futures markets
3
Asia-Pacific financial markets
2
Computational economics
2
International journal of financial engineering
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
Review of quantitative finance and accounting
2
The journal of business : B
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
European journal of operational research : EJOR
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
IMA journal of management mathematics
1
International Journal of Portfolio Analysis and Management
1
International journal of financial markets and derivatives
1
International journal of industrial organization
1
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ECONIS (ZBW)
19
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1
Option
pricing
using a regime switching stochastic discount factor
Elliott, Robert J.
;
Hamada, Ahmed S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
Saved in:
2
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:
3
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:
4
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
5
A bivariate lattice model to compute risk measures in life insurance policies
Costabile, Massimo
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 123-139
Persistent link: https://www.econbiz.de/10012486033
Saved in:
6
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:
7
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:
8
A comparison of
pricing
kernels for GARCH option
pricing
with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
9
Conic option
pricing
Madan, Dilip B.
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 10-36
Persistent link: https://www.econbiz.de/10011931506
Saved in:
10
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
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