//--> //--> //-->
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:"Centre of Financial Studies"
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
Dynamic option adjusted spread...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
4
Optionspreistheorie
4
Theorie
3
Theory
3
Transaction costs
2
Transaktionskosten
2
Volatility
2
Volatilität
2
more ...
less ...
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
O'Connor, Ian
2
Palmer, Ken
2
Institution
All
Centre of Financial Studies
National Bureau of Economic Research
282
International Monetary Fund (IMF)
62
International Monetary Fund
28
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
15
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
12
Center for Economic Research <Tilburg>
11
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
USA / General Accounting Office
8
World Bank
8
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Inter-American Development Bank
6
Verlag Dr. Kovač
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Deutsche Forschungsgemeinschaft
5
Federal Reserve Bank of St. Louis
5
Frank J. Fabozzi Associates <New Hope, Pa.>
5
Institut for Finansiering <Frederiksberg>
5
Inter-American Development Bank / Research Department
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
United States / Congress / Senate / Committee on Banking and Currency
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verband Deutscher Hypothekenbanken
5
American Enterprise Institute
4
Bank of Canada
4
Bonn Graduate School of Economics
4
Centre for Economic Policy Research
4
Federal Reserve Bank of Philadelphia
4
Federal Reserve System / Division of Research and Statistics
4
Harvard University / Joint Center for Housing Studies
4
Institute of Finance and Accounting <London>
4
International Center for Financial Asset Management and Engineering
4
Johannes Gutenberg-Universität Mainz
4
OECD
4
Springer Fachmedien Wiesbaden
4
more ...
less ...
Published in...
All
Research paper series / Centre of Financial Studies, Faculty of Economics and Commerce, University of Melbourne
4
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Replication and super replicating portfolios in the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001594742
Saved in:
2
Generated volatility cones
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596887
Saved in:
3
Volatility cones in SPI futures
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596888
Saved in:
4
Extensions to the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596890
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->