//--> //--> //-->
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:"Applied economics letters"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Chateauneuf, Alain"
~person:"Chuang, Ming-Che"
~subject:"Derivative"
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
Aktienoptionsbewertung im Spru...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Derivat
2
Option pricing theory
2
Optionspreistheorie
2
CAPM
1
Deflation
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Simulation
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Chateauneuf, Alain
Chuang, Ming-Che
Wang, Xingchun
4
Ryu, Doojin
3
Christie-David, Rohan
2
Yang, Heejin
2
Białkowski, Je̜drzej
1
Boroumand, Raphaël Homayoun
1
Broadie, Mark
1
Chatrath, Arjun
1
Chaudhry, Mukesh
1
Chen, A.-S.
1
Chiang, Mi-Hsiu
1
Cruz-Aké, Salvador
1
Dai, Tian-shyr
1
De Spiegeleer, Jan
1
Edwards, Craig Steven
1
Endo, Misao
1
Fabozzi, Frank J.
1
Fei, Peng
1
García-Ruiz, Reyna Susana
1
Glasserman, Paul
1
Goncu, Ahmet
1
Goutte, Stéphane
1
Grieves, Robin
1
Heidelberger, Philip
1
Jain, Ashish
1
Jakubowski, Jacek
1
Jensen, Malene Shin
1
Kim, Gyeong-rok
1
Kim, Mincheol
1
Kim, Minho
1
Kishimoto, Kazuo
1
Klein, Peter
1
Korn, Olaf
1
Kutan, Ali Mustafa
1
Li, Meng
1
Li, Shenghong
1
Li, Xindan
1
Lin, Junze
1
more ...
less ...
Published in...
All
Applied economics letters
The journal of derivatives : the official publication of the International Association of Financial Engineers
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011687326
Saved in:
2
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->