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~isPartOf:"Review of derivatives research"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Kwok, Yue-Kuen"
~person:"Madan, Dilip B."
~person:"Ndoye, Mbaye"
~subject:"Martingal"
~subject:"Option pricing theory"
~subject:"Telekommunikation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Martingal
Option pricing theory
Telekommunikation
Optionspreistheorie
5
Theorie
3
Theory
3
Option trading
2
Optionsgeschäft
2
Stochastic process
2
Stochastischer Prozess
2
Swap
2
Black-Scholes model
1
Black-Scholes-Modell
1
Capital income
1
Credit risk
1
Estimation
1
Geldmarktpapier
1
Hedging
1
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English
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Carr, Peter
Elliott, Robert J.
Haucap, Justus
Jeon, Doh-Shin
Kwok, Yue-Kuen
Madan, Dilip B.
Ndoye, Mbaye
Jarrow, Robert A.
5
Ritchken, Peter H.
4
Wang, Xingchun
4
Zhang, Jin E.
4
Escobar, Marcos
3
Guillaume, Florence
3
Schoutens, Wim
3
Bondarenko, Oleg
2
Chance, Don M.
2
Clewlow, Les
2
Cruz, Aricson
2
Das, Sanjiv R.
2
Dias, José Carlos
2
Dorfleitner, Gregor
2
Drimus, Gabriel
2
Düring, Bertram
2
Forsyth, Peter A.
2
Gerer, Johannes
2
Hieber, Peter
2
Hodges, Stewart D.
2
Hung, Mao-Wei
2
Ingersoll, Jonathan E.
2
Itkin, Andrey
2
Kim, Young Shin
2
Lando, David
2
Li, Minqiang
2
Mahayni, Antje
2
Muck, Matthias
2
Nunes, Joaõ Pedro Vidal
2
Rich, Don R.
2
Ronn, Ehud I.
2
Uhrig-Homburg, Marliese
2
Ulrich, Maxim
2
Vitiello, Luiz
2
Wang, Hsiao-Chuan
2
Wang, Jr-Yan
2
Wang, Jr-yan
2
Aguilar, Jean-Philippe
1
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Review of derivatives research
International journal of theoretical and applied finance
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Applied mathematical finance
12
The journal of futures markets
8
Finance and stochastics
7
The journal of computational finance
7
Annals of finance
6
Finance research letters
5
The journal of derivatives : JOD
5
Journal of economic dynamics & control
4
Journal of financial economics
4
Quantitative finance
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
International journal of financial engineering
3
Journal of financial engineering
3
The European journal of finance
3
Asia-Pacific financial markets
2
Computational economics
2
European journal of operational research : EJOR
2
Insurance / Mathematics & economics
2
Journal of banking & finance
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
Journal of risk and financial management : JRFM
2
The journal of business : B
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
Digital finance : smart data analytics, investment innovation, and financial technology
1
Effiziente Regeln für Telekommunikationsmärkte in der Zukunft : Kartellrecht, Netzneutralität und Preis-Kosten-Scheren
1
Financial markets and portfolio management
1
Financial markets, institutions & instruments
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
International Journal of Portfolio Analysis and Management
1
International journal of industrial organization
1
International journal of theoretical and applied finance : IJTAF
1
Journal of industry, competition and trade
1
Journal of investment management : JOIM
1
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ECONIS (ZBW)
5
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1
Pricing
swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
Saved in:
2
A new approach for option
pricing
under stochastic volatility
Carr, Peter
;
Sun, Jian
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 87-150
Persistent link: https://www.econbiz.de/10003705860
Saved in:
3
Sub-replication and replenishing premium : efficient
pricing
of multi-state lookbacks
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
Review of derivatives research
6
(
2003
)
2
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001857529
Saved in:
4
Effects of callable feature on early exercise policy
Kwok, Yue-Kuen
;
Wu, Lixin
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 189-211
Persistent link: https://www.econbiz.de/10001566802
Saved in:
5
Pricing
the risks of default
Madan, Dilip B.
;
Unal, Haluk
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
Saved in:
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