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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Option trading"
~type_genre:"Arbeitspapier"
~type_genre:"Einführung"
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Option trading
Optionsgeschäft
9
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Aktienoption
1
American options
1
Arbitrage Pricing
1
Arbitrage pricing
1
Begrenzte Rationalität
1
Bounded rationality
1
Derivat
1
Derivative
1
Employee stock options
1
Exercise multiple
1
Financial reporting standards
1
Greece
1
Greeks
1
Griechenland
1
Henry P. McKean
1
Jumps
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Life and multiple decrement tables
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Mean Reversion
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Mean reversion
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Method of Images
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Method of Lines
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Monte Carlo simulation
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Numerical analysis
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Numerisches Verfahren
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Partial-time barrier options
1
Stock option
1
USA
1
United States
1
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1
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1
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Chiarella, Carl
3
Kang, Boda
2
Nikitopoulos, Christina Sklibosios
2
Ziogas, Andrew
2
Alfeus, Mesias
1
Bienek, Tobias
1
Filar, Jerzy A.
1
Glover, Kristoffer
1
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1
Konstandatos, Otto
1
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1
Overbeck, Ludger
1
Peskir, Goran
1
Platen, Eckhard
1
Samee, Farman
1
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1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
30
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27
Swiss Finance Institute Research Paper
19
Discussion paper / Tinbergen Institute
13
Discussion paper / Center for Economic Research, Tilburg University
12
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11
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4
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4
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3
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ECONIS (ZBW)
9
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1
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
2
On numerical methods for spread options
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778198
Saved in:
3
Pricing American options under regime switching using method of lines
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777915
Saved in:
4
Valuation of employee stock options using the exercise multiple approach and life tables
Konstandatos, Otto
;
Kyng, Timothy
;
Bienek, Tobias
-
2015
Persistent link: https://www.econbiz.de/10011344313
Saved in:
5
The British Asian option
Glover, Kristoffer
;
Peskir, Goran
;
Samee, Farman
-
2009
that in practice the
European
option
holder may choose to sell his option at any time during the term of the contract, and …
Persistent link: https://www.econbiz.de/10003857528
Saved in:
6
Pricing financial derivatives on weather sensitive assets
Filar, Jerzy A.
;
Kang, Boda
;
Korolkiewicz, Malgorzata
-
2008
Persistent link: https://www.econbiz.de/10003857122
Saved in:
7
Laplace transform identities for diffusions, with applications to rebates and barrier options
Hulley, Hardy
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003856697
Saved in:
8
American call options on jump-diffusion processes : a Fourier transform approach
Chiarella, Carl
;
Ziogas, Andrew
-
2006
Persistent link: https://www.econbiz.de/10003329756
Saved in:
9
McKean's method applied to American call options on jump-diffusion processes
Chiarella, Carl
;
Ziogas, Andrew
-
2004
Persistent link: https://www.econbiz.de/10002251066
Saved in:
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