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"
~subject:"Black-Scholes model"
~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
Black-Scholes model
Hedging
Kapitaleinkommen
Monte Carlo simulation
Black-Scholes-Modell
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Time
1
Yield curve
1
Zeit
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Moraux, Franck
Chen, Ren-Raw
2
Engle, Robert F.
2
Rosenberg, Joshua V.
2
Schoutens, Wim
2
AitSahlia, Farid
1
Albrecher, Hansjörg
1
Ammann, Manuel
1
Babsiri, Mohamed el
1
Bakshi, Gurdip S.
1
Barone, Gaia
1
Bianchi, Michele Leonardo
1
Boogert, Alexander
1
Borovkova, Svetlana
1
Boyle, Phelim P.
1
Brigo, Damiano
1
Broadie, Mark
1
Brown, Gregory
1
Buraschi, Andrea
1
Carr, Peter
1
Cassano, Mark A.
1
Chance, Don M.
1
Chang, Chuang-chang
1
Chateauneuf, Alain
1
Chesney, Marc
1
Chuang, Chienmin
1
Chung, San-lin
1
Das, Sanjiv R.
1
Detlefsen, K.
1
Dhaene, Jan
1
Diao, Xundi
1
Duck, Peter W.
1
Dumas, Bernard
1
Dutt, Samir K.
1
Fabozzi, Frank J.
1
Fan, Rong
1
Figlewski, Stephen
1
Ghamami, Samim
1
Gibson, Rajna
1
Godin, Frédéric
1
Goovaerts, Marc J.
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
