//--> //--> //--> //-->
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:"Areal, Nelson"
~person:"Carr, Peter"
~person:"Farkas, Walter"
~person:"Løchte Jørgensen, Peter"
~type_genre:"Article in journal"
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:"Asian option"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option trading
24
Optionsgeschäft
24
Option pricing theory
14
Optionspreistheorie
14
Volatility
10
Volatilität
10
Stochastic process
9
Stochastischer Prozess
9
Hedging
6
Theorie
6
Theory
6
Derivat
5
Derivative
5
Black-Scholes model
3
Black-Scholes-Modell
3
Experiment
3
Risikoprämie
3
Risk premium
3
Swap
3
USA
3
United States
3
Lebensversicherung
2
Life insurance
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Portfolio selection
2
Portfolio-Management
2
Statistical distribution
2
Statistische Verteilung
2
barrier options
2
stochastic volatility
2
1996-2003
1
2005-2008
1
Aktienmarkt
1
American Options
1
Analysis of variance
1
Börsenkurs
1
Calibration
1
Capital income
1
Change of numéraire
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
24
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
24
Author
All
Areal, Nelson
Carr, Peter
Farkas, Walter
Løchte Jørgensen, Peter
Ryu, Doojin
24
Wang, Xingchun
22
Zhang, Jin E.
18
Lee, Hangsuck
15
Kang, Jangkoo
12
Kwok, Yue-Kuen
12
Cui, Zhenyu
11
Zanette, Antonino
11
Lung, Peter P.
10
Madan, Dilip B.
10
Wu, Liuren
10
Chang, Chuang-chang
9
Doran, James S.
9
Escobar, Marcos
9
Fodor, Andy
9
Fusai, Gianluca
9
Schoutens, Wim
9
Cai, Ning
8
He, Xin-Jiang
8
Joshi, Mark S.
8
Kirkby, J. Lars
8
Orosi, Greg
8
Poteshman, Allen M.
8
Ruan, Xinfeng
8
Siu, Tak Kuen
8
Truong, Cameron
8
Yang, Heejin
8
Benth, Fred Espen
7
Dai, Min
7
Elliott, Robert J.
7
Hobson, David G.
7
Kim, Sol
7
Lee, Minha
7
Ronn, Ehud I.
7
Stentoft, Lars
7
Takahashi, Akihiko
7
Wei, Jason
7
Alexander, Carol
6
Bernales, Alejandro
6
more ...
less ...
Published in...
All
Review of derivatives research
4
Applied mathematical finance
2
International journal of theoretical and applied finance
2
The journal of derivatives : JOD
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Finance and stochastics
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The European journal of finance
1
The journal of computational finance
1
The journal of finance : the journal of the American Finance Association
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semi-analytical pricing of barrier options in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
Saved in:
2
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
3
Spiking the volatility punch
Carr, Peter
;
Figà-Talamanca, Gianna
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 495-520
Persistent link: https://www.econbiz.de/10012516169
Saved in:
4
A general closed form option pricing formula
Necula, Ciprian
;
Drimus, Gabriel
;
Farkas, Walter
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012311636
Saved in:
5
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
6
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
7
Valuation of options on discretely sampled variance : a general analytic approximation
Drimus, Gabriel
;
Farkas, Walter
;
Gourier, Elise
- In:
The journal of computational finance
20
(
2016
)
2
,
pp. 39-66
Persistent link: https://www.econbiz.de/10011656703
Saved in:
8
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
9
On the hedging of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
10
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->