//--> //--> //-->
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:"Carr, Peter"
~person:"Dai, Min"
~subject:"Decomposition method"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Decomposition method
Option pricing theory
9
Optionspreistheorie
9
Theorie
9
Theory
9
Stochastic process
5
Stochastischer Prozess
5
Option trading
3
Optionsgeschäft
3
Volatility
3
Volatilität
3
2000
1
Anleihe
1
Bond
1
CAPM
1
Capital structure
1
Control theory
1
Dekompositionsverfahren
1
Derivat
1
Derivative
1
Kapitalstruktur
1
Kontrolltheorie
1
Markov chain
1
Markov-Kette
1
Search theory
1
Suchtheorie
1
USA
1
United States
1
exact calibration
1
implied smile
1
local variance gamma
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Carr, Peter
Dai, Min
Bielecki, Tomasz R.
1
Cassese, Gianluca
1
Geman, Hélyette
1
Jin, Hanqing
1
Madan, Dilip B.
1
Pliska, Stanley R.
1
Yor, Marc
1
Zhou, Xun Yu
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Review of finance : journal of the European Finance Association
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Self-decomposability and option
pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->