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~language:"bul"
~language:"eng"
~language:"frm"
~language:"ind"
~language:"jpn"
~language:"kaz"
~language:"nor"
~person:"Chiarella, Carl"
~person:"Linders, Daniël"
~subject:"Option pricing theory"
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Option pricing theory
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Chiarella, Carl
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Alòs, Elisa
10
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7
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5
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5
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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8
AFI
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ECONIS (ZBW)
14
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1
Pricing index options in a multivariate black & scholes model
Linders, Daniël
-
2013
Persistent link: https://www.econbiz.de/10010204094
Saved in:
2
Index options : a model-free approach
Linders, Daniël
;
Dhaene, Jan
;
Hounnon, Hippolyte
; …
-
2012
Persistent link: https://www.econbiz.de/10009540840
Saved in:
3
Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël
;
Dhaene, Jan
;
Schoutens, Wim
-
2015
-
Version: December 19, 2014
Persistent link: https://www.econbiz.de/10011418887
Saved in:
4
The multivariate variance gamma model : basket option pricing and calibration
Linders, Daniël
;
Stassen, Ben
-
2014
Persistent link: https://www.econbiz.de/10010422200
Saved in:
5
Basket option pricing and implied correlation in a Lévy copula model
Linders, Daniël
;
Schoutens, Wim
-
2014
Persistent link: https://www.econbiz.de/10010422208
Saved in:
6
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
7
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
8
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
9
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
10
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
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