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~person:"Malliaris, Anastasios G."
~person:"Siu, Tak Kuen"
~person:"Thomas, Oliver"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzschrift"
~type_genre:"Sammelwerk"
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Option pricing theory
32
Optionspreistheorie
32
Markov chain
20
Markov-Kette
20
Stochastic process
15
Stochastischer Prozess
15
Theorie
14
Theory
14
Option trading
11
Optionsgeschäft
11
CAPM
10
Bundling strategy
9
Derivat
9
Derivative
9
Leistungsbündel
9
Volatility
9
Volatilität
9
Hedging
7
Esscher transform
6
Martingal
6
Martingale
6
Regime-switching
6
Risiko
5
Risk
5
ARCH model
4
ARCH-Modell
4
Business information systems
4
Business process management
4
Business services
4
Dienstleistungsangebot
4
Option pricing
4
Prozessmanagement
4
Risikomanagement
4
Risk management
4
Unternehmensdienstleistung
4
Wirtschaftsinformatik
4
Betriebliches Informationssystem
3
Business intelligence system
3
Fast Fourier transform
3
Measurement
3
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Article
46
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9
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Aufsatz in Zeitschrift
Konferenzschrift
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Article in journal
46
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15
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English
49
German
6
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Malliaris, Anastasios G.
Siu, Tak Kuen
Thomas, Oliver
Madan, Dilip B.
77
Zaremba, Adam
67
Fabozzi, Frank J.
65
Jarrow, Robert A.
60
Carr, Peter
56
Elliott, Robert J.
50
Chen, Jing
48
Faff, Robert W.
38
Lee, Cheng F.
38
Kwok, Yue-Kuen
37
Richards, Timothy J.
37
Knieps, Günter
36
Verhoef, Erik T.
36
Hinterhuber, Andreas
35
Cakici, Nusret
34
Palma, André de
34
Schoutens, Wim
33
Takahashi, Akihiko
33
Gebauer, Heiko
32
Wang, Xingchun
32
Chiarella, Carl
31
Cui, Zhenyu
31
Peitz, Martin
31
Zhang, Jin E.
31
Proost, Stef
30
Zaccour, Georges
30
Benth, Fred Espen
29
Skiera, Bernd
29
Taleizadeh, Ata Allah
29
Cheng, T. C. E.
28
Kowalkowski, Christian
28
Liozu, Stephan
28
Račev, Svetlozar T.
28
Valletti, Tommaso M.
28
Hens, Thorsten
27
Hung, Mao-Wei
27
Kohtamäki, Marko
27
Rubio, Gonzalo
27
Satchell, Stephen
27
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Fachtagung Modellierung <2010, Klagenfurt>
1
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Insurance / Mathematics & economics
6
International journal of theoretical and applied finance
5
Annals of finance
4
Applied mathematical finance
4
Computational economics
4
Economic modelling
4
The international library of critical writings in financial economics
3
Asia-Pacific financial markets
2
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2
The journal of futures markets
2
American journal of agricultural economics
1
Annals of operations research
1
Energy economics
1
European journal of operational research : EJOR
1
IMA journal of management mathematics
1
Information systems and e-business management : ISeB
1
International journal of product development : IJPD
1
International journal of product lifecycle management : IJPLM
1
International journal of production economics
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Operations research letters
1
Quantitative finance
1
The European journal of finance
1
The journal of derivatives : JOD
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ECONIS (ZBW)
55
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55
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1
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
2
Two price economic equilibria and financial market bid/ask prices
Elliott, Robert J.
;
Madan, Dilip B.
;
Siu, Tak Kuen
- In:
Annals of finance
17
(
2021
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10012489935
Saved in:
3
A generalized Esscher transform for option valuation with regime switching risk
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10013367853
Saved in:
4
Bitcoin option
pricing
with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
Saved in:
5
On optimal
pricing
model for multiple dealers in a competitive market
Yang, Qing-Qing
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
1
,
pp. 397-431
Persistent link: https://www.econbiz.de/10012134689
Saved in:
6
European option
pricing
with market frictions, regime switches and model uncertainty
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 233-250
Persistent link: https://www.econbiz.de/10014466214
Saved in:
7
Developing innovative e-mobility solutions : photovoltaic carports as product service systems
Hüer, Lucas
;
Thomas, Oliver
;
Pfisterer, Hans-Jürgen
- In:
International journal of product lifecycle management : …
12
(
2020
)
4
,
pp. 269-285
Persistent link: https://www.econbiz.de/10012512242
Saved in:
8
Managing interdisciplinary collaboration in product-service systems engineering : insights from a mixed-method analysis of a student project
Hüer, Lucas
;
Hagen, Simon
;
Pfisterer, Hans-Jürgen
; …
- In:
International journal of product development : IJPD
24
(
2020
)
4
,
pp. 320-345
Persistent link: https://www.econbiz.de/10012516140
Saved in:
9
American option
pricing
and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
10
Asset
pricing
using trading volumes in a hidden regime-switching environment
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10011377522
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