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 research letters"
~language:"eng"
~person:"Carr, Peter"
~person:"Kim, Young Shin"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Optionspreistheorie
2
Asia
1
Asien
1
Black-Scholes model
1
Black-Scholes-Modell
1
Cox-Ross-Rubinstein binomial model
1
Itô price process
1
Poisson process
1
Risikomanagement
1
Risk management
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
geometric Brownian motion
1
trinomial model
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
Author
All
Carr, Peter
Kim, Young Shin
Wang, Xingchun
7
Lee, Hangsuck
5
Madan, Dilip B.
4
Chen, Jun-Home
3
Ha, Hongjun
3
Kong, Byungdoo
3
Lee, Minha
3
Lian, Yu-Min
3
Wang, King
3
Zhao, Yonggan
3
Ziemba, William T.
3
Cao, Jiling
2
Chung, Y. Peter
2
Cui, Zhenyu
2
Escobar, Marcos
2
Hsu, Pao-peng
2
Jeon, Junkee
2
Johnson, Herbert
2
Jun, Doobae
2
Kim, Jeong-Hoon
2
Ku, Hyejin
2
Li, Hongyi
2
Schadner, Wolfgang
2
Stentoft, Lars
2
Vaello-Sebastià, Antoni
2
Wang, Guanying
2
Xiao, Weilin
2
Xu, Weidong
2
Zhang, WenJun
2
Agliardi, Elettra
1
Agliardi, Rossella
1
Ahmadian, D.
1
Ahn, Jungkyu
1
Ahn, Yongkil
1
Alcock, Jamie
1
Altay-Salih, Aslihan
1
Amédée-Manesme, Charles-Olivier
1
Azzone, Michele
1
Badescu, Alexandru
1
Bae, Kwangil
1
more ...
less ...
Published in...
All
Finance research letters
Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
4
Journal of banking & finance
4
Review of derivatives research
4
The journal of computational finance
4
The journal of finance : the journal of the American Finance Association
4
Applied mathematical finance
3
Computational economics
3
Journal of financial economics
3
The journal of derivatives : JOD
3
European finance review : the official journal of the European Finance Association
2
Journal of risk and financial management : JRFM
2
The Frank J. Fabozzi series
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
Working paper series in economics
2
Applied financial economics
1
Asia-Pacific financial markets
1
Computational Management Science : CMS
1
Discussion paper series
1
Economics letters
1
Frank J. Fabozzi Ser
1
International review of financial analysis
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of investment management : JOIM
1
Mathematical methods of operations research
1
NYU Tandon Research Paper
1
New developments in financial modelling
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative finance
1
Risk assessment : decisions in banking and finance
1
Robert H. Smith School Research Paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of business : B
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
2
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
