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:"The European journal of finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Bergman, Yaacov Z."
~person:"Chen, Zhiwu"
~person:"Elliott, Robert 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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
9
Optionspreistheorie
9
Theorie
7
Theory
7
Volatility
3
Volatilität
3
Estimation
2
Schätzung
2
USA
2
United States
2
1985-1995
1
1988-1991
1
1997-1999
1
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Bitcoin options
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Commodity derivative
1
Commodity price
1
Copper
1
Correlation
1
Currency derivative
1
Currency option
1
Debt financing
1
Devisenoption
1
Erdöl
1
Estimation theory
1
Financial analysis
1
Financial market
1
Finanzanalyse
1
Finanzmarkt
1
Finanzmathematik
1
Fremdkapital
1
Gold
1
Großbritannien
1
Hedging
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Rezension
1
Language
All
English
9
Author
All
Bergman, Yaacov Z.
Chen, Zhiwu
Elliott, Robert J.
Schwartz, Eduardo S.
Carr, Peter
5
Paxson, Dean A.
4
Chen, Son-nan
3
Dunis, Christian
3
Longstaff, Francis A.
3
Wang, Xingchun
3
Wu, Liuren
3
Anderluh, J. H. M.
2
Aït-Sahalia, Yacine
2
Bakshi, Gurdip S.
2
Ballotta, Laura
2
Brandão, Luiz Eduardo Teixeira
2
Chesney, Marc
2
Coakley, Jerry
2
Collin-Dufresne, Pierre
2
Dockendorf, Jörg
2
Figlewski, Stephen
2
Fleming, Jeff
2
Hsu, Pao-Peng
2
Lindset, Snorre
2
Liu, Xiaoquan
2
Lo, Andrew W.
2
Ritchken, Peter H.
2
Romagnoli, Silvia
2
Satchell, Stephen
2
Song, Shiyu
2
Wang, Guanying
2
Xing, Yuhang
2
Abad Díaz, David
1
Adkins, Roger
1
Ahlip, Rehez
1
Allegretto, Walter
1
Andersen, Torben
1
Ang, Andrew
1
Antão, Paula
1
Areal, Nelson
1
Arratia, Argimiro
1
more ...
less ...
Published in...
All
The European journal of finance
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
7
Annals of finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
The review of financial studies
4
Applied mathematical finance
3
The journal of futures markets
3
Energy economics
2
Journal of economic dynamics & control
2
Journal of energy finance & development
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
Rodney L. White Center for Financial Research
2
Annals of operations research
1
Asia-Pacific financial markets
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Financial markets and portfolio management
1
Finanzmarkt und Portfolio-Management
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of empirical finance
1
Latin American journal of economics : LAJE
1
Les cahiers de recherche / HEC Paris
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematical modeling and numerical methods in finance : special volume
1
NBER Working Paper
1
NBER working paper series
1
New methods in fixed income modeling : fixed income modeling
1
Options : classic approaches to pricing and modelling
1
Publications from Department of Management
1
Quantitative finance
1
Real R & D options
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
Saved in:
2
General properties of option prices
Bergman, Yaacov Z.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1573-1610
Persistent link: https://www.econbiz.de/10001211782
Saved in:
3
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
4
Equilibrium valuation of foreign exchange claims
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 799-826
Persistent link: https://www.econbiz.de/10001222420
Saved in:
5
Numerical evaluation of the critical price and American options
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Elliott, …
- In:
The European journal of finance
1
(
1995
)
1
,
pp. 69-78
Persistent link: https://www.econbiz.de/10001192799
Saved in:
6
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
7
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
8
Bitcoin option pricing with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
Saved in:
9
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
3
,
pp. 789-819
Persistent link: https://www.econbiz.de/10001340027
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
