//--> //--> //--> //-->
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:"Rainbow Options"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
5
Stochastischer Prozess
5
rainbow options
5
Experiment
4
Option trading
4
Optionsgeschäft
4
Rainbow options
4
Volatility
4
Volatilität
4
Black-Scholes model
3
Black-Scholes-Modell
3
Basket options
2
Derivat
2
Derivative
2
Greeks
2
Hedging
2
Option pricing
2
Options on the maximum
2
option pricing
2
Aktienoption
1
American options
1
Analytic Approximation
1
Best-of and Worst-of options
1
Breeden-Litzenberger representation
1
Collective Choice
1
Coloured (or rainbow) options
1
Compound Exchange Options
1
Conflict and Cooperation
1
Evolutionary Biology
1
Financial Mathematics
1
Fourier methods
1
Game Theory
1
Greece
1
Griechenland
1
Importance sampling
1
Incomplete market
1
Jump-diffusion processes
1
Lyapunov Stability
1
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
10
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
9
Undetermined
3
Author
All
Wang, Xingchun
2
Alexander, Carol
1
Bayer, Christian
1
Ben Hammouda, Chiheb
1
Börger, Reik H.
1
Duck, Peter W.
1
Evatt, Geoffrey W.
1
HUCKI, Z.
1
Johnson, Paul V.
1
KOLOKOLTSOV, V. N.
1
Kolokoltsov, Vassili N
1
Kolokolʹcov, Vassilij N.
1
Laghi, Norberto
1
Lyuu, Yuh-Dauh
1
Malafeyev, Oleg A
1
Papapantoleon, Antonis
1
Samet, Michael
1
Talponen, Jarno
1
Tempone, Raul
1
Teng, Huei-Wen
1
Venkatramanan, Aanand
1
Viitasaari, Lauri
1
more ...
less ...
Institution
All
Henley Business School, University of Reading
1
World Scientific Publishing Co. Pte. Ltd.
1
Published in...
All
Applied economics letters
1
Applied mathematical finance
1
Finance and Stochastics
1
ICMA Centre Discussion Papers in Finance
1
International Game Theory Review (IGTR)
1
International Journal of Portfolio Analysis and Management
1
International review of economics & finance : IREF
1
Mathematics and financial economics
1
Risk and decision analysis
1
The journal of computational finance
1
The journal of computational finance : JFC
1
World Scientific Books
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
RePEc
4
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal damping with a hierarchical adaptive quadrature for efficient Fourier pricing of multi-asset options in Lévy models
Bayer, Christian
;
Ben Hammouda, Chiheb
;
Papapantoleon, …
- In:
The journal of computational finance : JFC
27
(
2023
)
3
,
pp. 43-86
Persistent link: https://www.econbiz.de/10014487037
Saved in:
2
Pricing options on the maximum of two average prices under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
Saved in:
3
Rainbows and transforms : semi-analytic formulas
Laghi, Norberto
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 87-123
Persistent link: https://www.econbiz.de/10012873084
Saved in:
4
Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes
Wang, Xingchun
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 16-26
Persistent link: https://www.econbiz.de/10012486761
Saved in:
5
Analytic Approximations for Multi-Asset Option Pricing
Alexander, Carol
;
Venkatramanan, Aanand
-
Henley Business School, University of Reading
-
2008
approximations for pricing general
rainbow
options
, including best-of and worst-of N asset options. The key idea is to express the …
Persistent link: https://www.econbiz.de/10008542377
Saved in:
6
Note on multidimensional Breeden-Litzenberger representation for state price densities
Talponen, Jarno
;
Viitasaari, Lauri
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 153-157
Persistent link: https://www.econbiz.de/10010341767
Saved in:
7
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
8
Explicit approximations of multi-asset option prices including Greeks
Börger, Reik H.
- In:
International Journal of Portfolio Analysis and Management
1
(
2014
)
4
,
pp. 314-329
Persistent link: https://www.econbiz.de/10010472815
Saved in:
9
Game theoretic analysis of incomplete markets : emergence of probabilities, nonlinear and fractional Black-Scholes equations
Kolokolʹcov, Vassilij N.
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 131-161
Persistent link: https://www.econbiz.de/10010190161
Saved in:
10
Unbiased and efficient Greeks of financial options
Lyuu, Yuh-Dauh
;
Teng, Huei-Wen
- In:
Finance and Stochastics
15
(
2011
)
1
,
pp. 141-181
Persistent link: https://www.econbiz.de/10008925430
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->