//--> //--> //-->
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
~type_genre:"Konferenzbeitrag"
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:"Convexity"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Black-Scholes model
1
Black-Scholes-Modell
1
Derivat
1
Derivative
1
EU countries
1
EU-Staaten
1
European quanto derivatives
1
Experiment
1
Malliavin calculus
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
analytical approximations
1
convexity adjustment
1
expansion formula
1
local volatility FX-LIBOR model
1
volatility skew/smile
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Konferenzbeitrag
Article in journal
248
Aufsatz in Zeitschrift
248
Working Paper
76
Graue Literatur
47
Non-commercial literature
47
Arbeitspapier
44
Article
12
Hochschulschrift
5
Aufsatz im Buch
4
Book section
4
Dissertation u.a. Prüfungsschriften
2
Conference paper
1
more ...
less ...
Language
All
English
1
Author
All
Hok, Julien
1
Ngare, Philip
1
Papapantoleon, Antonis
1
Published in...
All
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->