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 mathematical 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
8
Optionspreistheorie
8
Theorie
5
Theory
5
Black-Scholes model
2
Black-Scholes-Modell
2
Derivat
2
Derivative
2
Markov chain
2
Markov-Kette
2
Stochastic process
2
Stochastischer Prozess
2
Swap
2
Volatility
2
Volatilität
2
1985-1995
1
1997-1999
1
CAPM
1
Commodity derivative
1
Commodity price
1
Continuous time
1
Copper
1
Correlation
1
Credit risk
1
Debt financing
1
Erdöl
1
Estimation
1
Financial analysis
1
Financial market
1
Finanzanalyse
1
Finanzmarkt
1
Finanzmathematik
1
Fremdkapital
1
Gold
1
Großbritannien
1
Hedging
1
Korrelation
1
Kreditrisiko
1
Kupfer
1
Mathematical finance
1
more ...
less ...
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Rezension
1
Language
All
English
9
Author
All
Benninga, Simon
Bergman, Yaacov Z.
Elliott, Robert J.
Schwartz, Eduardo S.
Carr, Peter
6
Eberlein, Ernst
6
Sircar, Kaushik Ronnie
5
Benth, Fred Espen
4
Howison, Sam
4
Kwok, Yue-Kuen
4
Sabino, Piergiacomo
4
Zagst, Rudi
4
Atkinson, Colin
3
Bermin, Hans-Peter
3
Chiarella, Carl
3
Cohen, Samuel N.
3
Escobar, Marcos
3
Glau, Kathrin
3
Longstaff, Francis A.
3
Madan, Dilip B.
3
Oosterlee, Cornelis Willebrordus
3
Reisinger, Christoph
3
Siu, Tak Kuen
3
Wang, Sheng
3
Wu, Liuren
3
Zheng, Wendong
3
Ahn, Hyungsok
2
Alòs, Elisa
2
Avellaneda, Marco
2
Aït-Sahalia, Yacine
2
Bakshi, Gurdip S.
2
Baldeaux, Jan
2
Baptiste, Julien
2
Britten-Jones, Mark
2
Buchen, Peter W.
2
Cheang, Gerald H. L.
2
Chen, Zhiwu
2
Cherubini, Umberto
2
Chesney, Marc
2
Collin-Dufresne, Pierre
2
Dang, Duy Minh
2
Ericsson, Jan
2
more ...
less ...
Published in...
All
Applied mathematical finance
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
7
Annals of finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
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)
9
Showing
1
-
9
of
9
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
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:
3
Pricing volatility swaps under Heston's stochastic volatility model with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10003542938
Saved in:
4
Default times in a continuous time Markov chain economy
Elliott, Robert J.
;
Hoek, John van der
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 450-460
Persistent link: https://www.econbiz.de/10010235596
Saved in:
5
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:
6
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:
7
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:
8
Option pricing and filtering with hidden Markov-modulated pure-jump processes
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009737182
Saved in:
9
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
3
,
pp. 789-819
Persistent link: https://www.econbiz.de/10001340027
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
