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
~institution:"Center for Economic Research <Tilburg>"
~institution:"ESCP-EAP European School of Management"
~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~type_genre:"Working Paper"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
15
Optionspreistheorie
15
Option trading
6
Optionsgeschäft
6
Theorie
5
Theory
5
Black-Scholes model
2
Black-Scholes-Modell
2
1997-2002
1
Aktienoption
1
Analysis
1
Anlageverhalten
1
Behavioural finance
1
Börsenkurs
1
Corporate bond
1
Derivat
1
Derivative
1
Deutschland
1
Estimation
1
Financial economics
1
Finanzmathematik
1
Germany
1
Investitionsrisiko
1
Investment risk
1
Kapitalmarkttheorie
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Mathematical analysis
1
Mathematical finance
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Verteilung
1
Multivariate distribution
1
Risikomanagement
1
Risk management
1
Schätzung
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
Stock option
1
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
15
Graue Literatur
14
Non-commercial literature
14
Language
All
English
15
German
1
Author
All
Berridge, S. J.
4
Schumacher, Johannes M.
4
Alòs, Elisa
2
Moreno, Manuel
2
Navas, Javier F.
2
Genest, Christian
1
Goorbergh, Rob Willem Jean van den
1
Guha, Rajiv
1
Horst, Jenke R. ter
1
Kerkhof, Jeroen
1
Kohatsu-Higa, Arturo
1
Kort, Peter M.
1
Melenberg, Bertrand
1
Merk, Andreas
1
Montero, Miquel
1
Pape, Ulrich
1
Pawlina, Grzegorz
1
Sbuelz, Alessandro
1
Schumacher, Hans
1
Veld, Chris H.
1
Werker, Bas J. M.
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
ESCP-EAP European School of Management
Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Chambre de commerce et d'industrie de Paris
10
Svenska Handelshögskolan <Helsinki>
10
Ekonomiska forskningsinstitutet <Stockholm>
7
National Bureau of Economic Research
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Centre of Financial Studies
4
Erasmus Research Institute of Management
3
Institut for Finansiering <Frederiksberg>
3
Institute of Finance and Accounting <London>
3
Institutt for Foretaksøkonomi <Bergen, Norwegen>
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of Chicago
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
International Center for Financial Asset Management and Engineering
2
Judge Institute of Management Studies
2
Queen Mary College / Department of Economics
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Australian National University / Faculty of Economics and Commerce
1
Bank of England / Monetary Analysis Division
1
Center for Economic Research <Minneapolis, Minn.>
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Columbia University / Graduate School of Business
1
Danmarks Nationalbank
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
more ...
less ...
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
9
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
5
ESCP-EAP working paper
1
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Zur Angemessenheit von Optionspreisen : Ergebnisse einer empirischen Überprüfung des Black/Scholes-Modells
Pape, Ulrich
;
Merk, Andreas
-
2003
Persistent link: https://www.econbiz.de/10001901772
Saved in:
2
Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
Saved in:
3
A generalization of Hull and White formula and applications to option pricing approximation
Alòs, Elisa
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111661
Saved in:
4
Australian Asian options
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055053
Saved in:
5
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718087
Saved in:
6
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
Saved in:
7
Investment under uncertainty and policy change
Pawlina, Grzegorz
(
contributor
);
Kort, Peter M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001545479
Saved in:
8
On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
Saved in:
9
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
Saved in:
10
Pricing high-dimensional American options using local consistency conditions
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
