//--> //--> //-->
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:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Broadie, Mark"
~person:"Sayer, Tilman"
~subject:"Stochastic process"
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:"Option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Option pricing theory
3
Optionspreistheorie
3
Theorie
3
Theory
3
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Aktienoption
1
Correlation
1
Derivat
1
Derivative
1
Hedging
1
Korrelation
1
Simulation
1
Stock option
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Broadie, Mark
Sayer, Tilman
Beliaeva, Natalia A.
2
Nawalkha, Sanjay K.
2
Russo, Emilio
2
Atiya, Amir F.
1
Bianchi, Michele Leonardo
1
Buraschi, Andrea
1
Chen, Ding
1
Costabile, Massimo
1
Câmara, António
1
Dumas, Bernard
1
Dutt, Samir K.
1
Fabozzi, Frank J.
1
Godin, Frédéric
1
Jackwerth, Jens Carsten
1
Jain, Ashish
1
Kodera, Eiji
1
Krehbiehl, Tim
1
Leisen, Dietmar
1
Li, Weiping
1
Massabo, Ivar
1
Metwally, Steve A. K.
1
Nalholm, Morten
1
Navas, Javier F.
1
Newton, David P.
1
Ng, Chu Ming
1
Poulsen, Rolf
1
Rebonato, Riccardo
1
Rubinstein, Mark
1
Ruckdeschel, Peter
1
Soto, Gloria M.
1
Staino, Alessandro
1
Su, Haozhe
1
Szimayer, Alexander
1
Welke, Gerd M.
1
Xia, Weixuan
1
Yang, Yifan
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
Berichte des Fraunhofer ITWM
1
Computational Management Science : CMS
1
International journal of theoretical and applied finance
1
Mathematik
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing American options in the Heston model : a close look at incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 9-29
Persistent link: https://www.econbiz.de/10009725351
Saved in:
2
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->