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
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:"Piterbarg's conjecture"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Call and put pricing functions
2
Lee's moment formulas
2
Piterbarg's conjecture
2
implied volatility
2
sharp asymptotic formulas
2
CAPM
1
Option pricing theory
1
Optionspreistheorie
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
GULISASHVILI, ARCHIL
1
Gulisashvili, Archil
1
Published in...
All
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic equivalence in Lee's moment formulas for the implied volatility, asset price models without moment explosions, and
Piterbarg
's
conjecture
Gulisashvili, Archil
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009624495
Saved in:
2
ASYMPTOTIC EQUIVALENCE IN LEE'S MOMENT FORMULAS FOR THE IMPLIED VOLATILITY, ASSET PRICE MODELS WITHOUT MOMENT EXPLOSIONS, AND
PITERBARG
'S
CONJECTURE
GULISASHVILI, ARCHIL
- In:
International Journal of Theoretical and Applied …
15
(
2012
)
03
,
pp. 1250020-1
modified version of
Piterbarg
's
conjecture
. The asymptotic formula suggested by Piterbarg may be considered as a substitute for …
Persistent link: https://www.econbiz.de/10010551038
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
