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~person:"Escobar, Marcos"
~person:"Ewald, Christian-Oliver"
~person:"Kōnstantinidēs, Giōrgos"
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Search: subject_exact:"Optionsgeschäft"
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Option trading
34
Optionsgeschäft
34
Option pricing theory
23
Optionspreistheorie
23
Derivat
12
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12
Financial market
10
Finanzmarkt
10
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Escobar, Marcos
Ewald, Christian-Oliver
Kōnstantinidēs, Giōrgos
Hull, John
38
Ryu, Doojin
29
Perrakis, Stylianos
22
Wang, Xingchun
22
Carr, Peter
21
Cui, Zhenyu
21
Madan, Dilip B.
21
Zhang, Jin E.
21
Fabozzi, Frank J.
18
Joshi, Mark S.
18
Poteshman, Allen M.
18
Fodor, Andy
17
Jackwerth, Jens Carsten
17
Lee, Hangsuck
17
Stentoft, Lars
17
Thomsett, Michael C.
17
Kelly, Bryan T.
16
Fusai, Gianluca
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Todorov, Viktor
15
Fusari, Nicola
14
Pedersen, Lasse Heje
14
Wu, Liuren
14
Bebchuk, Lucian A.
13
Guirguis, Michel
13
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11
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11
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11
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ECONIS (ZBW)
34
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11
Financial derivatives : futures, forwards, swaps, options, corporate securities, and credit default swaps
Kōnstantinidēs, Giōrgos
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10010483640
Saved in:
12
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
13
Pricing and hedging of Asian options : quasi-explicit solutions via Malliavin Calculus
Yang, Zhaojun
;
Ewald, Christian-Oliver
;
Menkens, Olaf
-
2009
Persistent link: https://www.econbiz.de/10003884274
Saved in:
14
Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
-
2008
Persistent link: https://www.econbiz.de/10003791478
Saved in:
15
Efficiently pricing double barrier derivatives in stochastic volatility models
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
Saved in:
16
Barrier options in three dimensions
Escobar, Marcos
;
Ferrando, Sebastian
;
Wen, Xianzhang
- In:
International journal of financial markets and derivatives
3
(
2014
)
3
,
pp. 260-292
Persistent link: https://www.econbiz.de/10010406917
Saved in:
17
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
18
Asymptotic solutions for Australian options with low volatility
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 595-613
Persistent link: https://www.econbiz.de/10010500870
Saved in:
19
The puzzle of index option returns
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
- In:
Review of asset pricing studies
3
(
2013
)
2
,
pp. 229-257
Persistent link: https://www.econbiz.de/10010249052
Saved in:
20
Asian and Australian options : a common perspective
Ewald, Christian-Oliver
;
Menkens, Olaf
;
Ting, Sai Hung …
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1001-1018
Persistent link: https://www.econbiz.de/10009738291
Saved in:
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