//--> //--> //-->
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:"Economics letters"
~person:"Fabozzi, Frank 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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Binomial tree model
1
Derivat
1
Derivative
1
Geometric Brownian motion
1
Option pricing
1
Option pricing theory
1
Optionspreistheorie
1
Partial hedging
1
Stochastic process
1
Stochastischer Prozess
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Fabozzi, Frank J.
Schwartz, Eduardo S.
Agarwalla, Sobhesh Kumar
1
Aliprantis, Charalambos D.
1
Bao, Yong
1
Braouezec, Yann
1
Chaudhury, Mohammed M.
1
Chichilnisky, Graciela
1
Diba, Behzad
1
Duan, Yunpeng
1
Edwards, Craig Steven
1
Eom, Young Ho
1
Fahim, Arash
1
Fang, Tong
1
Fuente, Gabriel de
1
Galai, Dan
1
Ghoddusi, Hamed
1
Guo, Chia-hsiang
1
Hanke, Michael
1
Heal, Geoffrey
1
Horra, Luis P. de la
1
Hwang, Eunju
1
Jang, Woon Wook
1
Joliet, Robert
1
Kang, Yong Joo
1
Kim, Young Shin
1
Kosolapova, Maria
1
Li, Jianhui
1
Li, Zhiyong
1
Maltritz, Dominik
1
Necula, Ciprian
1
Paan Jindapon
1
Perote, Javier
1
Radu, Alina-Nicoleta
1
Račev, Svetlozar T.
1
Ruan, Xinfeng
1
Ryu, Doojin
1
Schwartz, Marius
1
Shaw, William D.
1
Shin, Dong-wan
1
Stoyanov, Stoyan V.
1
more ...
less ...
Published in...
All
Economics letters
International journal of theoretical and applied finance
5
The journal of fixed income
5
Valuation, financial modeling, and quantitative tools
5
Computational economics
3
Interest rate, term structure, and valuation modeling
3
Journal of economic dynamics & control
3
The Frank J. Fabozzi series
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of finance : the journal of the American Finance Association
3
Bank of Italy Temi di Discussione (Working Paper)
2
European journal of operational research : EJOR
2
Journal of banking & finance
2
Journal of energy finance & development
2
Journal of financial and quantitative analysis : JFQA
2
Review of derivatives research
2
The handbook of fixed income securities
2
The review of financial studies
2
The theory and practice of investment management
2
Working paper series in economics
2
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
1
Applied financial economics
1
Econometric reviews
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Financial markets and instruments
1
Finanzmarkt und Portfolio-Management
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Latin American journal of economics : LAJE
1
Mathematical methods of operations research
1
NBER Working Paper
1
NBER working paper series
1
Options : classic approaches to pricing and modelling
1
Publications from Department of Management
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->