//--> //--> //-->
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:"Ju, Nengjiu"
~source:"econis"
~subject:"Risk"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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:"American+option"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risk
Theory
Option pricing theory
3
Option trading
3
Optionsgeschäft
3
Optionspreistheorie
3
Theorie
3
Markov chain
1
Markov-Kette
1
Mathematics
1
Mathematik
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Systematic review
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Ju, Nengjiu
Kwok, Yue-Kuen
7
Wang, Xingchun
7
Kit, Pong Wong
6
Hobson, David G.
5
Vorst, Ton
5
Wu, Lixin
5
Bakshi, Gurdip S.
4
Carr, Peter
4
Madan, Dilip B.
4
Sarkar, Sudipto
4
Zhang, Jin E.
4
Boyle, Phelim P.
3
Buttimer, Richard J.
3
Chung, San-lin
3
Crouhy, Michel
3
Cvitanić, Jakša
3
Dai, Min
3
Figlewski, Stephen
3
Forsyth, Peter A.
3
Hui, Cho H.
3
Kelly, Bryan T.
3
Lien, Da-hsiang Donald
3
Mahul, Olivier
3
Maurer, Raimond
3
Pelsser, Antoon André Jean
3
Ruan, Xinfeng
3
Ryu, Doojin
3
Shackleton, Mark B.
3
Takahashi, Akihiko
3
Tian, Yisong Sam
3
Tompkins, Robert G.
3
Touzi, Nizar
3
Verousis, Thanos
3
Vetzal, Kenneth R.
3
Wallmeier, Martin
3
Zhong, Rui
3
Zvan, R.
3
Abraham, Rebecca
2
Ahn, Hyungsok
2
more ...
less ...
Published in...
All
Review of derivatives research
1
The journal of computational finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fourier transformation and the pricing of average-rate derivatives
Ju, Nengjiu
;
Zhong, Rui
- In:
Review of derivatives research
9
(
2006
)
3
,
pp. 187-212
Persistent link: https://www.econbiz.de/10003608138
Saved in:
2
Pricing Asian and basket options via Taylor expansion
Ju, Nengjiu
- In:
The journal of computational finance
5
(
2002
)
3
,
pp. 79-103
Persistent link: https://www.econbiz.de/10001695286
Saved in:
3
An approximate formula for pricing American options
Ju, Nengjiu
;
Zhong, Rui
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 31-40
Persistent link: https://www.econbiz.de/10001497763
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->