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
~isPartOf:"Annals of finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Benninga, Simon"
~person:"Bergman, Yaacov Z."
~person:"Elliott, Robert J."
~person:"Schwartz, Eduardo S."
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
9
Optionspreistheorie
9
Theorie
7
Theory
7
Markov chain
4
Markov-Kette
4
Stochastic process
4
Stochastischer Prozess
4
Black-Scholes model
3
Black-Scholes-Modell
3
Yield curve
3
Zinsstruktur
3
Hedging
2
Option trading
2
Optionsgeschäft
2
USA
2
United States
2
Volatility
2
Volatilität
2
1985-1995
1
1997-1999
1
Aktienoption
1
Anleihe
1
Basket options
1
Bond
1
Bond pricing
1
CAPM
1
CIR model
1
Capital structure
1
Commodity derivative
1
Commodity price
1
Copper
1
Corporate bond
1
Correlation
1
Credit risk
1
Credit spread
1
Debt financing
1
Defaultable bond
1
Derivat
1
Derivative
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Rezension
1
Language
All
English
11
Author
All
Benninga, Simon
Bergman, Yaacov Z.
Elliott, Robert J.
Schwartz, Eduardo S.
Carr, Peter
4
Viens, Frederi G.
4
Chan, Leunglung
3
Longstaff, Francis A.
3
Siu, Tak Kuen
3
Wu, Liuren
3
Aït-Sahalia, Yacine
2
Bakshi, Gurdip S.
2
Chen, Zhiwu
2
Collin-Dufresne, Pierre
2
Figlewski, Stephen
2
Fleming, Jeff
2
Jackwerth, Jens Carsten
2
Jarrow, Robert A.
2
Junike, Gero
2
Lo, Andrew W.
2
Madan, Dilip B.
2
Ritchken, Peter H.
2
Schoutens, Wim
2
SenGupta, Indranil
2
Villani, Giovanni
2
Xing, Yuhang
2
Andersen, Torben
1
Ang, Andrew
1
Babaei, Esmaeil
1
Barucci, Emilio
1
Bayraktar, Erhan
1
Benzoni, Luca
1
Blume, Marshall E.
1
Boenawan, Kiekie
1
Bojarčenko, Svetlana I.
1
Bollerslev, Tim
1
Brenner, Menachem
1
Brignone, Riccardo
1
Britten-Jones, Mark
1
Brown, Donald J.
1
more ...
less ...
Published in...
All
Annals of finance
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Applied mathematical finance
3
The journal of futures markets
3
The review of financial studies
3
Energy economics
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of energy finance & development
2
Journal of financial and quantitative analysis : JFQA
2
Review of derivatives research
2
Rodney L. White Center for Financial Research
2
The European journal of finance
2
Annals of operations research
1
Asia-Pacific financial markets
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Financial markets and portfolio management
1
Finanzmarkt und Portfolio-Management
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
Journal of empirical finance
1
Journal of financial economics
1
Latin American journal of economics : LAJE
1
Les cahiers de recherche / HEC Paris
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematical modeling and numerical methods in finance : special volume
1
NBER Working Paper
1
NBER working paper series
1
New methods in fixed income modeling : fixed income modeling
1
Options : classic approaches to pricing and modelling
1
Publications from Department of Management
1
Quantitative finance
1
Real R & D options
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
Saved in:
2
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
3
On the optimality of portfolio insurance
Benninga, Simon
- In:
The journal of finance : the journal of the American …
40
(
1985
)
5
,
pp. 1341-1352
Persistent link: https://www.econbiz.de/10001007042
Saved in:
4
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
5
Pricing of discount bonds with a Markov switching regime
Elliott, Robert J.
;
Nishide, Katsumasa
- In:
Annals of finance
10
(
2014
)
3
,
pp. 509-522
Persistent link: https://www.econbiz.de/10010399761
Saved in:
6
Option pricing and Esscher transform under regime switching
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
Annals of finance
1
(
2005
)
4
,
pp. 423-432
Persistent link: https://www.econbiz.de/10003090579
Saved in:
7
General properties of option prices
Bergman, Yaacov Z.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1573-1610
Persistent link: https://www.econbiz.de/10001211782
Saved in:
8
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
9
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
10
A simple efficient approximation to price basket stock options with volatility smile
Wu, Ping
;
Elliott, Robert J.
- In:
Annals of finance
13
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011944955
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
