//--> //--> //-->
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:"Robert H. Smith School Research Paper"
~person:"Carr, Peter"
~person:"Gikhman, Ilya I."
~person:"Waltman, Waltman, L."
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
From Skews to a Skewed-t
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hedging
1
Insurance
1
Lebensversicherung
1
Life insurance
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Versicherung
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Language
All
English
2
Undetermined
1
Author
All
Carr, Peter
Gikhman, Ilya I.
Waltman, Waltman, L.
Madan, Dilip B.
32
Eberlein, Ernst
6
Schoutens, Wim
6
Bakshi, Gurdip
3
Wang, King
3
Panayotov, George
2
Pistorius, Martijn
2
Gehrig, Thomas
1
Geman, Hélyette
1
Khanna, Ajay
1
Melamed, Michael
1
Skoulakis, Georgios
1
Wu, Liuren
1
Yor, Marc
1
more ...
less ...
Published in...
All
Robert H. Smith School Research Paper
ERIM Report Series Research in Management
17
Finance
6
NYU Tandon Research Paper
2
AFA 2005 Philadelphia Meetings
1
Annual Review of Financial Economics
1
Baruch College Zicklin School of Business Research Paper
1
Bloomberg Portfolio Research Paper
1
EFA 2004 Maastricht Meetings Paper
1
EFA 2005 Moscow Meetings Paper
1
FDIC Center for Financial Research Working Paper
1
Journal of financial and quantitative analysis : JFQA
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative Finance
1
Quantitative finance
1
Review of Derivatives Research
1
The journal of derivatives : JOD
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging Insurance Books
Madan, Dilip B.
-
2017
Complex insurance risks typically have multiple exposures.
Options
on multiple underliers with a short maturity are …
Persistent link: https://www.econbiz.de/10012971343
Saved in:
2
Stochastic Risk Premiums, Stochastic
Skewness
in Currency
Options
, and Stochastic Discount Factors in International Economies
Carr, Peter
-
2011
stochastic
skewness
in currency
options
. We estimate the models using time-series returns and option prices on three currency …
Persistent link: https://www.econbiz.de/10012714729
Saved in:
3
Local Volatility Enhanced by a Jump to Default
Carr, Peter
;
Madan, Dilip B.
-
2010
procedure is implemented on prices of credit default swaps and equity
options
for GM and FORD over the period October 2004 to …
Persistent link: https://www.econbiz.de/10014045765
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->