//--> //--> //-->
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 derivatives : the official publication of the International Association of Financial Engineers"
~person:"Moraux, Franck"
~person:"Rosenberg, Joshua V."
~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
4
Optionspreistheorie
4
Estimation
3
Schätzung
3
Theorie
3
Theory
3
Option trading
2
Optionsgeschäft
2
USA
2
United States
2
Volatility
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
1982-1996
1
1983-1994
1
1983-1998
1
Black-Scholes model
1
Black-Scholes-Modell
1
Time
1
Zeit
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Moraux, Franck
Rosenberg, Joshua V.
Engle, Robert F.
2
AitSahlia, Farid
1
Albrecher, Hansjörg
1
Ammann, Manuel
1
Babsiri, Mohamed el
1
Bianchi, Michele Leonardo
1
Boogert, Alexander
1
Borovkova, Svetlana
1
Broadie, Mark
1
Brown, Gregory
1
Carr, Peter
1
Chang, Chuang-chang
1
Chateauneuf, Alain
1
Chen, Ren-Raw
1
Chung, San-lin
1
Das, Sanjiv R.
1
Dhaene, Jan
1
Diao, Xundi
1
Duck, Peter W.
1
Dutt, Samir K.
1
Fabozzi, Frank J.
1
Fan, Rong
1
Ghamami, Samim
1
Godin, Frédéric
1
Goovaerts, Marc J.
1
Gupta, Anurag
1
Imhof, Lorens
1
Jain, Ashish
1
Jong, Cyriel de
1
Keppo, Jussi
1
Lai, Tze Leung
1
Leung, Yan
1
Liao, Tzu-hsiang
1
Mastinsek, Miklavz
1
Mostoufi, Mina
1
Navas, Javier F.
1
Newton, David P.
1
Noel, Gerald
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Discussion paper / Department of Economics, University of California San Diego
3
Working paper / National Bureau of Economic Research, Inc.
3
NBER working paper series
2
Journal of banking & finance
1
Journal of financial economics
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
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
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10001522314
Saved in:
3
GARCH gamma
Engle, Robert F.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->