//--> //--> //-->
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:"Tankov, Peter"
~subject:"Option pricing theory"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzschrift"
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:"Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Optionspreistheorie
Volatility
2
Volatilität
2
Black-Scholes model
1
Black-Scholes-Modell
1
Hedging
1
Stochastic process
1
Stochastischer Prozess
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz im Buch
Konferenzschrift
Book section
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Author
All
Tankov, Peter
Lee, Cheng F.
3
Bellalah, Mondher
2
Chiarella, Carl
2
Fabozzi, Frank J.
2
Jajuga, Krzysztof
2
Kang, Boda
2
Kijima, Masaaki
2
Lee, Roger
2
Meyer, Gunter H.
2
Skiadopoulos, George
2
Trautmann, Siegfried
2
Wu, Liuren
2
Ziogas, Andrew
2
Andrikopoulos, Alexandru
1
Anselmi, Giulio
1
Appadoo, Srimantoorao S.
1
Avellaneda, Marco
1
Barndorff-Nielsen, Ole E.
1
Bayer, Christian
1
Beinert, Michaela
1
Beißner, Patrick
1
Belke, Ansgar
1
Benaim, Shalom
1
Benth, Fred Espen
1
Bergomi, Lorenzo
1
Bianchi, Michele Leonardo
1
Bianchi, Stephen W.
1
Billio, Monica
1
Bowden, Roger J.
1
Brabazon, Anthony
1
Breda, Vasile
1
Brigo, Damiano
1
Buetow, Gerald W.
1
Caldana, Ruggero
1
Callegaro, Giorgia
1
Cao, Jay
1
Carr, Peter
1
Chang, Bo Young
1
Charalambous, Chris
1
more ...
less ...
Published in...
All
Frontiers in quantitative finance : volatility and credit risk modeling
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
Saved in:
2
Pricing, hedging, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->