//--> //--> //--> //-->
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:"Review of quantitative finance and accounting"
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 exotic options with L-...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
55
Optionspreistheorie
55
Volatility
26
Volatilität
26
Option trading
17
Optionsgeschäft
17
Stochastic process
14
Stochastischer Prozess
14
Aktienoption
9
Black-Scholes model
9
Black-Scholes-Modell
9
Stock option
9
Estimation
8
Schätzung
8
CAPM
7
ARCH model
6
ARCH-Modell
6
Option pricing
6
Risiko
6
Risk
6
Statistical distribution
6
Statistische Verteilung
6
Markov chain
5
Markov-Kette
5
Theorie
5
Theory
5
USA
5
United States
5
Börsenkurs
4
Capital income
4
Credit risk
4
Currency option
4
Devisenoption
4
Interest rate
4
Kapitaleinkommen
4
Kreditrisiko
4
Share price
4
Stochastic volatility
4
Volatility smile
4
Zins
4
more ...
less ...
Online availability
All
Undetermined
22
Free
1
Type of publication
All
Article
56
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Language
All
English
56
Author
All
Chang, Chuang-chang
4
Chen, Ren-Raw
4
Lee, Cheng F.
4
Lin, Shih-kuei
3
Palmon, Oded
3
Costabile, Massimo
2
Kuo, I.-doun
2
Li, Bingxin
2
Lin, Jun-biao
2
Mozumder, Sharif
2
Russo, Emilio
2
Sokolinskiy, Oleg
2
Wang, Shin-yun
2
Abraham, Abraham
1
Andreou, Panayiotis C.
1
Azzaz, Julien
1
Baek, In-Seok
1
Bakshi, Gurdip S.
1
Blau, Benjamin
1
Burney, Robert B.
1
Cao, Charles Q.
1
Carleton, Willard T.
1
Cevik, Emrah Ismail
1
Chan, Chia-ying
1
Chang, Chuang-Chang
1
Chang, Hao-Han
1
Charalambous, Chris
1
Chen, An-sing
1
Chen, Cathy Yi-Hsuan
1
Chen, Chang
1
Chen, Son-nan
1
Chen, Sonnan
1
Chen, Yibing
1
Chendra, Erwinna
1
Chiang, Mi-Hsiu
1
Chiu, Chun-Yuan
1
Chiu,Wan-chien
1
Choi, Yoon K.
1
Chu, Quentin C.
1
Chuang, Ming-Che
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
International journal of theoretical and applied finance
497
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
263
Applied mathematical finance
253
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
213
Quantitative finance
198
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
134
European journal of operational research : EJOR
133
International journal of financial engineering
118
Finance research letters
115
Journal of mathematical finance
109
Computational economics
107
Risks : open access journal
93
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of financial economics
81
Journal of econometrics
73
Journal of financial and quantitative analysis : JFQA
63
The journal of finance : the journal of the American Finance Association
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
NBER working paper series
58
Energy economics
57
SFB 649 discussion paper
55
Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
51
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
International review of financial analysis
49
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An improved of Hull-White model for valuing Employee stock options (ESOs)
Chendra, Erwinna
;
Sidarto, Kuntjoro Adji
- In:
Review of quantitative finance and accounting
54
(
2020
)
2
,
pp. 651-669
Persistent link: https://www.econbiz.de/10012232883
Saved in:
2
Debt rollover-induced local volatility model
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 1065-1084
Persistent link: https://www.econbiz.de/10012172912
Saved in:
3
Local volatility calibration during turbulent periods
Skindilias, Konstantinos
;
Lo, Chia Chun
- In:
Review of quantitative finance and accounting
44
(
2015
)
3
,
pp. 425-444
Persistent link: https://www.econbiz.de/10011327607
Saved in:
4
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
Saved in:
5
Non-parametric method for European option bounds
Lin, Hsuan-chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
38
(
2012
)
1
,
pp. 109-129
Persistent link: https://www.econbiz.de/10009507969
Saved in:
6
Interest tax shields : a barrier options approach
Couch, Robert B.
;
Dothan, Michael U.
;
Wu, Wei
- In:
Review of quantitative finance and accounting
39
(
2012
)
1
,
pp. 123-146
Persistent link: https://www.econbiz.de/10009629103
Saved in:
7
Using Richardson extrapolation techniques to price American options with alternative stochastic processes
Chang, Chuang-chang
;
Lin, Jun-biao
;
Tsai, Wei-che
; …
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 383-406
Persistent link: https://www.econbiz.de/10009673702
Saved in:
8
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 417-451
Persistent link: https://www.econbiz.de/10011595634
Saved in:
9
Evaluation of black-scholes and GARCH models using currency call options data
Harikumar, T.
;
DeBoyrie, Maria Eugenia
;
Pak, Simon J.
- In:
Review of quantitative finance and accounting
23
(
2004
)
4
,
pp. 299-312
Persistent link: https://www.econbiz.de/10002534770
Saved in:
10
R-2GAM stochastic volatility model : flexibility and calibration
Lee, Cheng F.
;
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 463-483
Persistent link: https://www.econbiz.de/10011531991
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->