//--> //--> //-->
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"
~person:"Feng, Runhuan"
~person:"Neykova, Daniela"
~subject:"Asien"
~subject:"Derivative"
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_exact:"Parisian option"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Asien
Derivative
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Asia
1
Asian option
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Correlation
1
Derivat
1
Hedging
1
Korrelation
1
Laplace transform inversion
1
Lommel functions
1
Multivariate asset price model
1
Option pricing
1
Volatility
1
Volatilität
1
asymptotic expansion
1
barrier derivatives pricing
1
conditional Asian option
1
hedging
1
integral of geometric Brownian motion
1
occupation time
1
perturbation theory
1
stochastic correlation
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Feng, Runhuan
Neykova, Daniela
Alòs, Elisa
1
Anderluh, J. H. M.
1
Antonelli, Fabio
1
Bakel, Sjoerd van
1
Benth, Fred Espen
1
Bojarčenko, Svetlana I.
1
Borovkova, Svetlana
1
Buffet, Emmanuel
1
Cui, Zhenyu
1
Daluiso, Roberto
1
Dewynne, Jeff N.
1
Di Graziano, Giuseppe
1
Dokučaev, Nikolaj G.
1
Escobar, Marcos
1
Facchinetti, Giorgio
1
Fries, Christian P.
1
Fukasawa, Masaaki
1
Fusai, G.
1
Gao, Min
1
Goard, Joanna
1
Gobet, Emmanuel
1
Grasselli, Matheus
1
Götz, Barbara
1
Han, Xixuan
1
Hassan, Nadima el
1
Heath, David C.
1
Henderson, Vicky
1
Hok, Julien
1
Hughston, Lane P.
1
Joshi, Mark S.
1
Kyrkby, J. Lars
1
Lai, Rose Neng
1
Lavagnini, Silvia
1
Levendorskij, Sergej Z.
1
Michielon, Matteo
1
Ong, Seow-eng
1
Oud, Mohammed A. Aba
1
Papin, Timothee
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
2
Conditional Asian options
Feng, Runhuan
;
Volkmer, Hans W.
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011403926
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->