//--> //--> //-->
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 : an international journal of mathematics, statistics and financial theory"
~person:"Brigo, Damiano"
~person:"Gombani, Andrea"
~person:"Pu, Jiang"
~person:"Yang, Bo"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
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:"Wertpapiertermingeschäft"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Derivat
5
Derivative
5
Option pricing theory
4
Credit
2
Kredit
2
Stochastic process
2
Stochastischer Prozess
2
Swap
2
Theorie
2
Theory
2
2007
1
Aktienoption
1
CAPM
1
CVA
1
Collateral
1
Control theory
1
Credit derivative
1
Credit risk
1
Financial services
1
Finanzdienstleistung
1
Hedging
1
Insolvency
1
Insolvenz
1
Kontrolltheorie
1
Kreditderivat
1
Kreditrisiko
1
Kreditsicherung
1
Option trading
1
Optionsgeschäft
1
Portfolio selection
1
Portfolio-Management
1
Stock option
1
Transaction costs
1
Transaktionskosten
1
USA
1
United States
1
Yield curve
1
Zinsstruktur
1
arbitrage-free credit valuation adjustment
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
4
Language
All
English
4
Author
All
Brigo, Damiano
Gombani, Andrea
Pu, Jiang
Yang, Bo
Linetsky, Vadim
2
Ankirchner, Stefan
1
Arai, Takuji
1
Aïd, René
1
Bayraktar, Erhan
1
Biagini, Francesca
1
Björk, Tomas
1
Campi, Luciano
1
Carr, Peter
1
Cont, Rama
1
El Karoui, Nicole
1
El-Bachir, Naoufel
1
Emmerling, Thomas J.
1
Figueroa-López, José E.
1
Fischer, Tom
1
Fukasawa, Masaaki
1
Gong, Ruoting
1
Guéant, Olivier
1
Houdré, Christian
1
Imkeller, Peter
1
Kallsen, Jan
1
Kokholm, Thomas
1
Langrené, Nicolas
1
Levendorskij, Sergej Z.
1
Li, Chenxu
1
Li, Lingfei
1
Lorig, Matthew
1
Mendoza-Arriaga, Rafael
1
Muhle-Karbe, Johannes
1
Ravanelli, Claudia
1
Reis, Gonçalo dos
1
Runggaldier, Wolfgang J.
1
Staum, Jeremy
1
Večeř, Jan
1
Voß, Moritz
1
Yam, Sheung Chi Phillip
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
2
Finance and stochastics
1
Operations research letters
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
2
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
3
A unified framework for pricing credit and equity derivatives
Bayraktar, Erhan
;
Yang, Bo
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 493-517
Persistent link: https://www.econbiz.de/10009156018
Saved in:
4
An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model
Brigo, Damiano
;
El-Bachir, Naoufel
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10008665084
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->