//--> //--> //-->
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"
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
Novel no-arbitrage conditions...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Optionspreistheorie
3
Option trading
2
Optionsgeschäft
2
USA
2
United States
2
2000-2005
1
Aktienindex
1
CAPM
1
Derivat
1
Derivative
1
Estimation
1
Estimation theory
1
Schätztheorie
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Stock index
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Undetermined
2
Author
All
Orosi, Greg
5
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
Bank of Canada Staff Working Paper
2
Journal of derivatives & hedge funds
2
Staff working paper / Bank of Canada
2
The journal of asset management
2
Annals of financial economics
1
International journal of financial markets and derivatives
1
Journal of Futures Markets
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
OLC EcoSci
2
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improved implementation of local volatility and its application to S&P 500 Index options
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10003961021
Saved in:
2
Estimating option-implied risk-neutral densities : a novel parametric approach
Orosi, Greg
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10011399802
Saved in:
3
A multi-parameter extension of Figlewski’s option-pricing formula
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-82
Persistent link: https://www.econbiz.de/10009316794
Saved in:
4
ANALYTICAL VAR AND EXPECTED SHORTFALL FOR QUADRATIC PORTFOLIOS
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2010
)
3
,
pp. 33-45
Persistent link: https://www.econbiz.de/10008393827
Saved in:
5
A MULTI-PARAMETER EXTENSION OF FIGLEWSKI'S OPTION-PRICING FORMULA
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-72
Persistent link: https://www.econbiz.de/10009329172
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->