//--> //--> //-->
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"
~person:"McMillan, David G."
~person:"Schoutens, Wim"
~source:"econis"
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
Construction and interpretatio...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
Advanced stock price models
1
Barrier options
1
Börsenkurs
1
CAPM
1
Conic finance
1
Derivat
1
Derivative
1
Distortion functions
1
Empirical performance
1
Laplace distortion
1
Measure distortion
1
Probability distortion
1
Risikoprämie
1
Risk premium
1
Self decomposable law
1
Share price
1
Stochastic process
1
Stochastic volatility for Lévy processes
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Variance gamma model
1
WANG-transform
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
McMillan, David G.
Schoutens, Wim
Elliott, Robert J.
6
Viens, Frederi G.
6
Madan, Dilip B.
4
Chan, Leunglung
3
Siu, Tak Kuen
3
Chronopoulou, Alexandra
2
D'Addona, Stefano
2
D'Amico, Guglielmo
2
Hainaut, Donatien
2
Junike, Gero
2
Leung, Tim
2
Petroni, Filippo
2
SenGupta, Indranil
2
Shen, Jia
2
Villani, Giovanni
2
Aase Nielsen, Jørgen
1
Angoshtari, Bahman
1
Babaei, Esmaeil
1
Bae, Jinho
1
Banner, Adrian D.
1
Barucci, Emilio
1
Bastidon, Cécile
1
Bayraktar, Erhan
1
Becker, Christoph
1
Bekiros, Stelios
1
Blau, Benjamin
1
Boitout, Nicolas
1
Bojarčenko, Svetlana I.
1
Brignone, Riccardo
1
Brown, Donald J.
1
Bufalo, Michele
1
Canil, Jean M.
1
Carassus, Laurence
1
Cevik, Emrah Ismail
1
Chen, Xiaodong
1
Chevallier, Julien
1
Chiarella, Carl
1
Comte, Fabienne
1
Coutin, Laure
1
more ...
less ...
Published in...
All
Annals of finance
Applied financial economics
10
International journal of theoretical and applied finance
6
Journal of international financial markets, institutions & money
4
The European journal of finance
4
The journal of futures markets
4
AFI
3
International journal of financial engineering
3
Journal of forecasting
3
Review of derivatives research
3
Robert H. Smith School Research Paper
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
International review of financial analysis
2
Managerial finance
2
Quantitative finance
2
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
2
The journal of computational finance
2
Applied economics
1
Applied economics letters
1
Applied financial economics letters
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Asian African journal of economics and econometrics
1
China finance review international
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Tinbergen Institute
1
Discussion paper series
1
Documento de trabajo / Fundación de las Cajas de Ahorros
1
EURANDOM reports
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Insurance / Mathematics & economics
1
International Journal of Financial Studies : open access journal
1
International Journal of Portfolio Analysis and Management
1
International journal of banking, accounting and finance
1
International journal of banking, accounting and finance : IJBAAF
1
International journal of finance & economics : IJFE
1
International journal of financial markets and derivatives
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Implied liquidity risk premia in option markets
Guillaume, Florence
;
Junike, Gero
;
Leoni, Peter
; …
- In:
Annals of finance
15
(
2019
)
2
,
pp. 233-246
Persistent link: https://www.econbiz.de/10012058223
Saved in:
2
Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
Saved in:
3
Conic asset pricing and the costs of price fluctuations
Madan, Dilip B.
;
Schoutens, Wim
- In:
Annals of finance
15
(
2019
)
1
,
pp. 29-58
Persistent link: https://www.econbiz.de/10012058189
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->