//--> //--> //-->
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
~person:"Andres, Peter"
~person:"Elliott, Robert J."
~person:"Fouque, Jean-Pierre"
~type_genre:"Bibliography included"
~type_genre:"Book section"
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_exact:"Option pricing theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
9
Optionspreistheorie
9
Theorie
6
Theory
6
Black-Scholes model
4
Black-Scholes-Modell
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
3
Volatilität
3
Hedging
2
Yield curve
2
Zinsstruktur
2
Aktienoption
1
Asset-liability management
1
Bewertung
1
Bilanzstrukturmanagement
1
Börsenkurs
1
CAPM
1
Derivat
1
Derivat <Wertpapier>
1
Derivative
1
Deutschland
1
Estimation
1
Financial analysis
1
Finanzanalyse
1
Finanzmathematik
1
Finanztheorie
1
GARCH-Prozess
1
Germany
1
Markov chain
1
Markov-Kette
1
Martingal
1
Martingale
1
Martingaltheorie
1
Mathematical finance
1
Mathematisches Modell
1
Preisbildung
1
Risikomanagement
1
Risk management
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
6
Book / Working Paper
3
Type of publication (narrower categories)
All
Bibliography included
Book section
Article in journal
42
Aufsatz in Zeitschrift
42
Aufsatz im Buch
6
Bibliografie enthalten
3
Lehrbuch
3
Textbook
3
Arbeitspapier
1
Dissertation u.a. Prüfungsschriften
1
Hochschulschrift
1
Rezension
1
Thesis
1
Working Paper
1
more ...
less ...
Language
All
English
8
German
1
Author
All
Andres, Peter
Elliott, Robert J.
Fouque, Jean-Pierre
Fabozzi, Frank J.
12
Bellalah, Mondher
4
Chiarella, Carl
4
El Karoui, Nicole
4
Fusai, Gianluca
4
Härdle, Wolfgang
4
Keber, Christian
4
Levin, Alexander
4
MacKenzie, Donald A.
4
Merton, Robert C.
4
Samuelson, Paul Anthony
4
Tankov, Peter
4
Eberlein, Ernst
3
Engström, Malin
3
Franke, Jürgen
3
Glasserman, Paul
3
Gray, Dale
3
Huchzermeier, Arnd
3
Kallsen, Jan
3
Kalotay, Andrew J.
3
Kanne, Stefan
3
Karmann, Alexander
3
Meyer, Gunter H.
3
Mordecki, Ernesto
3
Moreno, Manuel
3
Račev, Svetlozar T.
3
Rudolf, Markus
3
Skiadopoulos, George
3
Wilmott, Paul
3
Ziogas, Andrew
3
Achdou, Yves
2
Bamberg, Günter
2
Barrieu, Pauline
2
Bensoussan, Alain
2
Benth, Fred Espen
2
Beyer, Sven
2
Bianchi, Michele Leonardo
2
Bielecki, Tomasz R.
2
more ...
less ...
Published in...
All
Mathematical modeling and numerical methods in finance : special volume
2
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
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
New methods in fixed income modeling : fixed income modeling
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Reihe Quantitative Ökonomie : Ökon
1
Springer finance / textbook
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
Saved in:
2
Asymmetric variance reduction for pricing american options
Han, Chuan-Hsiang
;
Fouque, Jean-Pierre
-
2009
Persistent link: https://www.econbiz.de/10003826937
Saved in:
3
Asset prices with regime-switching variance gamma dynamics
Royal, Andrew J.
;
Elliott, Robert J.
-
2009
Persistent link: https://www.econbiz.de/10003827090
Saved in:
4
Variance reduction for MC/QMC methods to evaluate option prices
Fouque, Jean-Pierre
;
Han, Chuan-Hsiang
;
Lai, Yongzeng
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 27-48)
.
2009
Persistent link: https://www.econbiz.de/10003871156
Saved in:
5
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
2005
-
2. ed.
Persistent link: https://www.econbiz.de/10001973330
Saved in:
6
Using the Hull and White two factor model in bank treasury risk management
Elliott, Robert J.
;
Hoek, John van der
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 269-280)
.
2002
Persistent link: https://www.econbiz.de/10001679453
Saved in:
7
Derivatives in financial markets with stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
-
2000
Persistent link: https://www.econbiz.de/10001464269
Saved in:
8
Von der Black/Scholes-Optionspreisformel zum GARCH-Optionsbewertungsmodell : Entwicklung und exemplarische Durchführung eines Ansatzes zur Überprüfung der Validität von Optionsprei...
Andres, Peter
-
1998
Persistent link: https://www.econbiz.de/10013360927
Saved in:
9
Option pricing with regularized fractional Brownian motions
Aldabe, F.
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 379-397)
.
1997
Persistent link: https://www.econbiz.de/10001298418
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->