//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"THEMA Working Papers"
~person:"Jeanblanc, Monique"
~person:"Madan, Dilip B."
~person:"Palma, André de"
~person:"Takahashi, Akihiko"
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
15
Optionspreistheorie
15
Stochastic process
10
Stochastischer Prozess
10
Volatility
5
Volatilität
5
Theorie
4
Theory
4
CAPM
3
Derivat
3
Derivative
3
EU countries
3
EU-Staaten
3
Statistical distribution
3
Statistische Verteilung
3
Asymptotic expansion
2
Black-Scholes model
2
Black-Scholes-Modell
2
Dividend
2
Dividende
2
Experiment
2
Portfolio selection
2
Portfolio-Management
2
Yield curve
2
Zinsstruktur
2
congestion
2
geometric Brownian motion
2
Aktienindex
1
Arbeitskampf
1
BSDE
1
Bilateral gamma
1
Black-Scholes delta hedging
1
CBOE
1
CEV model
1
CVA
1
Capital income
1
Characteristic exponent
1
Contingent claims
1
Credit risk
1
Currency
1
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
16
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
18
Author
All
Jeanblanc, Monique
Madan, Dilip B.
Palma, André de
Takahashi, Akihiko
Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
Elliott, Robert J.
7
Fabozzi, Frank J.
6
Gapeev, Pavel V.
6
Avellaneda, Marco
5
Benth, Fred Espen
5
Bojarčenko, Svetlana I.
5
Hui, Cho H.
5
Joshi, Mark S.
5
Lo, C. F.
5
Oosterlee, Cornelis W.
5
Schoutens, Wim
5
Siu, Tak Kuen
5
Arai, Takuji
4
Brigo, Damiano
4
Ekström, Erik
4
Hess, Markus
4
Korn, Ralf
4
Liu, Rui Hua
4
Macrina, Andrea
4
Račev, Svetlozar T.
4
Rutkowski, Marek
4
Wilmott, Paul
4
Wu, Lixin
4
Antonelli, Fabio
3
Aurell, Erik
3
Belomestny, Denis
3
Bernard, Carole
3
Biagini, Francesca
3
Bouchaud, Jean-Philippe
3
Boyarchenko, Mitya
3
Brody, Dorje C.
3
Chiarella, Carl
3
Cui, Zhenyu
3
Ehrhardt, Matthias
3
Forde, Martin
3
Fouque, Jean-Pierre
3
more ...
less ...
Institution
All
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
2
Published in...
All
International journal of theoretical and applied finance
THEMA Working Papers
Robert H. Smith School Research Paper
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Asia-Pacific financial markets
11
Annals of finance
9
The journal of computational finance
9
CARF working paper
8
CIRJE discussion papers / F series
8
Finance and stochastics
6
Finance research letters
5
International journal of financial engineering
5
Journal of urban economics
5
Applied mathematical finance
4
Queen's Economics Department working paper
4
CORE discussion paper : DP
3
Discussion paper series
3
Finance : revue de l'Association Française de Finance
3
Investment and the use of tax and toll revenues in the transport sector
3
Journal of financial economics
3
Journal of risk
3
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
3
The journal of business : B
3
Transport policy : a journal of the World Conference on Transport Research Society
3
Asia-Pacific Financial Markets
2
Discussion paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Institute for Economic Research, Queen's University
2
Discussion paper / Tinbergen Institute
2
European finance review : the official journal of the European Finance Association
2
Finance and Stochastics
2
Journal of economics & management strategy : JEMS
2
Journal of financial and quantitative analysis : JFQA
2
Journal of regional science
2
Journal of risk and financial management : JRFM
2
Mathematics of operations research
2
Networks and spatial economics : a journal of infrastructure modeling and computation
2
Quantitative finance
2
Regional science & urban economics
2
Review of derivatives research
2
Springer finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
16
RePEc
2
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
2
Role of information in
pricing
default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Saved in:
3
First-to-default and second-to-default options in models with various information flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012652666
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
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
6
Pricing
of contingent claims in a two-dimensional model with random dividends
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1091-1104
Persistent link: https://www.econbiz.de/10003946574
Saved in:
7
Note on an extension of an asymptotic expansion scheme
Takahashi, Akihiko
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009783991
Saved in:
8
Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
9
Utility maximization with random horizon : a BSDE approach
Jeanblanc, Monique
;
Mastrolia, Thibaut
;
Possamai͏̈, Dylan
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011404177
Saved in:
10
Put option prices as joint distribution functions in strike and maturity : the black-scholes case
Madan, Dilip B.
;
Roynette, Bernard
;
Yor, Marc
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1075-1090
Persistent link: https://www.econbiz.de/10003946566
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->