//--> //--> //--> //-->
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:"Finance and stochastics"
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
Pricing Discretely Monitored B...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
218
Optionspreistheorie
218
Theorie
143
Theory
143
Stochastic process
92
Stochastischer Prozess
92
Volatility
45
Volatilität
45
Option trading
43
Optionsgeschäft
43
Hedging
35
Martingal
35
Martingale
35
Markov chain
32
Markov-Kette
32
Portfolio selection
32
Portfolio-Management
32
CAPM
25
Derivat
25
Derivative
25
Black-Scholes model
23
Black-Scholes-Modell
23
Yield curve
22
Zinsstruktur
22
Transaction costs
17
Transaktionskosten
17
Mathematical programming
15
Mathematische Optimierung
15
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Arbitrage Pricing
10
Arbitrage pricing
10
Interest rate derivative
10
Search theory
10
Suchtheorie
10
Zinsderivat
10
Probability theory
9
Risiko
9
Risk
9
Wahrscheinlichkeitsrechnung
9
more ...
less ...
Online availability
All
Undetermined
71
Free
13
Type of publication
All
Article
257
Type of publication (narrower categories)
All
Article in journal
257
Aufsatz in Zeitschrift
257
Mehrbändiges Werk
2
Multi-volume publication
2
Language
All
English
257
Author
All
Kabanov, Jurij M.
7
Carr, Peter
6
Filipović, Damir
6
Hobson, David G.
6
Alòs, Elisa
4
Belomestny, Denis
4
Benth, Fred Espen
4
Cox, Alexander M. G.
4
Frey, Rüdiger
4
Keller-Ressel, Martin
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Soner, Halil Mete
4
Beiglböck, Mathias
3
Cuchiero, Christa
3
Dassios, Angelos
3
Figueroa-López, José E.
3
Glasserman, Paul
3
Kallsen, Jan
3
Leblanc, Boris
3
Li, Lingfei
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Nutz, Marcel
3
Pascucci, Andrea
3
Scaillet, Olivier
3
Schachermayer, Walter
3
Touzi, Nizar
3
Vargiolu, Tiziano
3
Ackerer, Damien
2
Arai, Takuji
2
Bender, Christian
2
Biagini, Francesca
2
Björk, Tomas
2
Bouchard, Bruno
2
Brigo, Damiano
2
Capponi, Agostino
2
Cont, Rama
2
Detering, Nils
2
more ...
less ...
Published in...
All
Finance and stochastics
International journal of theoretical and applied finance
534
The journal of futures markets
387
European journal of operational research : EJOR
335
Journal of banking & finance
286
Mathematical finance : an international journal of mathematics, statistics and financial theory
278
The journal of computational finance
260
Applied mathematical finance
255
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Quantitative finance
228
MPRA Paper
227
Journal of economic dynamics & control
205
Review of derivatives research
192
Insurance / Mathematics & economics
186
Journal of econometrics
183
Finance research letters
152
Computational economics
147
Research paper series / Swiss Finance Institute
142
Discussion paper / Tinbergen Institute
134
Risks : open access journal
134
Economic modelling
127
Journal of mathematical finance
124
International journal of financial engineering
121
Operations research letters
117
Working paper
116
Working Paper
115
The North American journal of economics and finance : a journal of financial economics studies
111
Working paper / National Bureau of Economic Research, Inc.
110
NBER working paper series
109
Energy economics
108
The European journal of finance
105
Mathematical methods of operations research
104
Journal of financial economics
101
Mathematics of operations research
101
Applied economics
100
NBER Working Papers
96
Economics letters
95
Economics Papers from University Paris Dauphine
93
Finance
93
International review of financial analysis
90
more ...
less ...
Source
All
ECONIS (ZBW)
257
Showing
1
-
10
of
257
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Perturbed Brownian motion and its application to Parisian option pricing
Dassios, Angelos
;
Wu, Shanle
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 473-494
Persistent link: https://www.econbiz.de/10009533860
Saved in:
2
Optimal stopping for a diffusion with jumps
Mordecki, Ernesto
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001367337
Saved in:
3
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
4
Connecting discrete and continuous path-dependent options
Broadie, Mark
;
Glasserman, Paul
;
Kou, S. G.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 55-82
Persistent link: https://www.econbiz.de/10001367460
Saved in:
5
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
6
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
7
Pricing and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
8
Discretely monitored first passage problems and barrier options : an eigenfunction expansion approach
Li, Lingfei
;
Linetsky, Vadim
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 941-977
Persistent link: https://www.econbiz.de/10011421097
Saved in:
9
Asymptotics of implied volatility to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
10
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->