//--> //--> //-->
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"
~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
Cox-Ross-Rubinstein binomial model
1
Itô price process
1
Option pricing theory
1
Optionspreistheorie
1
Poisson process
1
Stochastic process
1
Stochastischer Prozess
1
geometric Brownian motion
1
trinomial model
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.
Wang, Xingchun
7
Lee, Hangsuck
4
Madan, Dilip B.
4
Chen, Jun-Home
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
Ha, Hongjun
2
Hsu, Pao-peng
2
Jeon, Junkee
2
Johnson, Herbert
2
Jun, Doobae
2
Kim, Jeong-Hoon
2
Kong, Byungdoo
2
Ku, Hyejin
2
Li, Hongyi
2
Schadner, Wolfgang
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
Ballestra, L.V.
1
Ballestra, Luca Vincenzo
1
more ...
less ...
Published in...
All
Finance research 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
Economics letters
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
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
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...
//-->