//--> //--> //-->
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
~subject:"Derivat"
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:"Closed-form solutions"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
Closed form solutions
11
Option pricing theory
9
Optionspreistheorie
9
closed-form solutions
8
Closed-form solutions
6
closed form solutions
6
ARCH model
5
ARCH-Modell
5
Volatility
5
Volatilität
5
CAPM
4
Competition
4
GARCH models
4
Stochastic process
4
Stochastischer Prozess
4
Welfare
4
BGM
3
Estimation theory
3
LMM
3
Libor market model
3
Portfolio selection
3
Portfolio-Management
3
Pricing
3
Schätztheorie
3
Theorie
3
Theory
3
affine volatility
3
dervatives pricing
3
forward Libor rates
3
quadratic volatility
3
Correlation
2
Covariance dependent kernel
2
Degree of returns to specialization
2
Derivative
2
Dynamic programming
2
Dynamische Optimierung
2
Guaranteed minimum death benefits
2
Hamilton-Jacobi-Bellman equation
2
Hybrid derivatives
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Escobar, Marcos
1
Gobet, Emmanuel
1
Hok, Julien
1
Rastegari, Javad
1
Stentoft, Lars
1
Published in...
All
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
2
Expansion formulas for bivariate payoffs with application to best-of options on equity and inflation
Gobet, Emmanuel
;
Hok, Julien
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010363919
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->