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 journal of computational finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Moraux, Franck"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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
Hedging
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Black-Scholes model
1
Black-Scholes-Modell
1
Derivat
1
Derivative
1
Hawkes process
1
Stochastic process
1
Stochastischer Prozess
1
Time
1
Yield curve
1
Zeit
1
Zinsstruktur
1
minimum variance hedging
1
options pricing
1
self-excitation
1
shot noise process
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
2
Author
All
Moraux, Franck
Caramellino, Lucia
2
Engle, Robert F.
2
Fu, Michael
2
Harrach, Bastian von
2
Korn, Ralf
2
Rosenberg, Joshua V.
2
Shevchenko, Pavel V.
2
Tankov, Peter
2
Warin, Xavier
2
Xu, Wei
2
AitSahlia, Farid
1
Albrecher, Hansjörg
1
Alm, Thomas
1
Ammann, Manuel
1
Asghari, Naser M.
1
Auster, Johan
1
Babsiri, Mohamed el
1
Badouraly Kassim, Laetitia
1
Becker, Martin
1
Belak, Christoph
1
Bianchi, Michele Leonardo
1
Boogert, Alexander
1
Borovkova, Svetlana
1
Bourgey, Florian
1
Briani, Maya
1
Broadie, Mark
1
Brown, Gregory
1
Caflisch, Russel
1
Carr, Peter
1
Chang, Chuang-chang
1
Chateauneuf, Alain
1
Chen, Bin
1
Chen, Ren-Raw
1
Chen, Xi
1
Chung, San-lin
1
Coleman, Thomas F.
1
Coskun, Sema
1
Cozma, Andrei
1
Daluiso, Roberto
1
more ...
less ...
Published in...
All
The journal of computational finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On perpetual American strangles
Moraux, Franck
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
Saved in:
2
Hedging of options in the presence of jump clustering
Hainaut, Donatien
;
Moraux, Franck
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
