//--> //--> //-->
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:"Mathematical finance"
~person:"Howison, Sam"
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:"Terminkontrakt"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Derivat
7
Derivative
7
Option pricing theory
7
Optionspreistheorie
7
Volatility
4
Volatilität
4
Stochastic process
3
Stochastischer Prozess
3
option pricing
3
Hedging
2
Liquidity
2
Liquidität
2
Bank liquidity
1
Bankenliquidität
1
Damped Levy-Stable
1
Greece
1
Greeks
1
Griechenland
1
Handelsvolumen der Börse
1
Levy-Stable processes
1
Liquidity options
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Portfolio selection
1
Portfolio-Management
1
Stable Paretian hypothesis
1
Trading volume
1
Transaction costs
1
Transaktionskosten
1
financial derivatives
1
liquidity
1
liquidity derivatives
1
matched asymptotic expansions
1
portfolio trading
1
stochastic volatility
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
7
Author
All
Howison, Sam
Bakstein, David
2
Barndorff-Nielsen, Ole E.
1
Cartea, Álvaro
1
Chapman, S. Jonathan
1
Dewynne, Jeff N.
1
Firth, N. P.
1
Lamper, David
1
Oztukel, Asli
1
Rafailidis, A.
1
Rafailidis, Avraam
1
Rasmussen, H. O.
1
Rasmussen, Henrik
1
Shephard, Neil G.
1
Wilmott, Paul
1
more ...
less ...
Published in...
All
Mathematical finance
Applied mathematical finance
2
CFS Working Paper, WP
1
CFS working paper series
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Matched asymptotic expansions in financial engineering
Howison, Sam
-
2005
Persistent link: https://www.econbiz.de/10009581648
Saved in:
2
On the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
-
2003
Persistent link: https://www.econbiz.de/10009581653
Saved in:
3
Using options on Greeks as liquidity protection
Bakstein, David
;
Howison, Sam
-
2003
Persistent link: https://www.econbiz.de/10009581656
Saved in:
4
Distinguished limits of Lévy-Stable processes, and applications to option pricing
Cartea, Álvaro
;
Howison, Sam
-
2002
Persistent link: https://www.econbiz.de/10009581660
Saved in:
5
A risk-neutral parametric liquidity model for derivatives
Bakstein, David
;
Howison, Sam
-
2002
Persistent link: https://www.econbiz.de/10009581662
Saved in:
6
A note on the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, A.
;
Rasmussen, H. O.
-
2001
Persistent link: https://www.econbiz.de/10009581664
Saved in:
7
Trading volume in models of financial derivatives
Howison, Sam
;
Lamper, David
-
2000
Persistent link: https://www.econbiz.de/10009581670
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->