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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of derivatives : JOD"
~person:"Carr, Peter"
~person:"Dal Moro, Eric"
~person:"Elliott, Robert J."
~person:"Fabozzi, Frank J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Ndoye, Mbaye"
~subject:"Option pricing theory"
~subject:"Telekommunikation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Option pricing theory
Telekommunikation
Optionspreistheorie
11
Option trading
4
Optionsgeschäft
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Black-Scholes model
3
Black-Scholes-Modell
3
Derivat
3
Derivative
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2
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2
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Derivatives
2
Portfolio selection
2
Portfolio-Management
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Theorie
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Theory
2
options
2
statistical methods
2
Adverse Selektion
1
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1
Allgemeines Gleichgewicht
1
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1
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1
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1
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1
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Devisenoption
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1
Experiment
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Factor analysis
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11
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Carr, Peter
Dal Moro, Eric
Elliott, Robert J.
Fabozzi, Frank J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Ndoye, Mbaye
Cui, Zhenyu
4
Leippold, Markus
4
Martzoukos, Spiros A.
4
Nawalkha, Sanjay K.
4
Taylor, Stephen
4
Andreou, Panayiotis C.
3
Fusai, Gianluca
3
Kim, Young Shin
3
Koussis, Nicos
3
Prokopczuk, Marcel
3
Račev, Svetlozar T.
3
Skiadopoulos, George
3
Stentoft, Lars
3
Trigeorgis, Lenos
3
Agarwal, Vineet
2
Alexander, Carol
2
Back, Janis
2
Barbachan, José Santiago Fajardo
2
Barone-Adesi, Giovanni
2
Bernales, Alejandro
2
Bianchi, Michele Leonardo
2
Breton, Michèle
2
Casassus, Jaime
2
Choy, Siu Kai
2
Chung, San-Lin
2
Chung, San-lin
2
Coleman, Thomas F.
2
Collin-Dufresne, Pierre
2
Corrado, Charles Joseph
2
Câmara, António
2
Das, Sanjiv R.
2
Dias, José Carlos
2
Ederington, Louis H.
2
Fuh, Cheng-der
2
Gkionis, Konstantinos
2
Grasselli, Martino
2
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2
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Journal of banking & finance
The journal of derivatives : JOD
International journal of theoretical and applied finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied mathematical finance
8
Finance and stochastics
7
The journal of computational finance
7
Annals of finance
6
The journal of fixed income
6
Computational economics
5
Finance research letters
5
Journal of economic dynamics & control
5
Valuation, financial modeling, and quantitative tools
5
Journal of financial economics
4
Review of derivatives research
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of finance : the journal of the American Finance Association
4
European finance review : the official journal of the European Finance Association
3
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Journal of risk and financial management : JRFM
3
Quantitative finance
3
The European journal of finance
3
The journal of futures markets
3
Asia-Pacific financial markets
2
International journal of financial engineering
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
The handbook of fixed income securities
2
The journal of business : B
2
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
1
Applied financial economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometric reviews
1
Economics letters
1
Effiziente Regeln für Telekommunikationsmärkte in der Zukunft : Kartellrecht, Netzneutralität und Preis-Kosten-Scheren
1
Financial markets and instruments
1
Financial markets and portfolio management
1
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ECONIS (ZBW)
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1
Analytical valuation of compound options under regime-switching dynamics
Breton, Michèle
;
Ndoye, Mbaye
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 120-148
Persistent link: https://www.econbiz.de/10012698128
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
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:
5
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:
6
Pricing
of adverse development covers using option
pricing
methods
Dal Moro, Eric
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 61-76
Persistent link: https://www.econbiz.de/10012698125
Saved in:
7
Option
pricing
with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
8
Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes
Lian, Guanghua
;
Zhu, Song-Ping
;
Elliott, Robert J.
; …
- In:
Journal of banking & finance
75
(
2017
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011742159
Saved in:
9
Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2096-2109
Persistent link: https://www.econbiz.de/10008732109
Saved in:
10
Financial market models with Lévy processes and time-varying volatility
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1363-1378
Persistent link: https://www.econbiz.de/10003749233
Saved in:
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