//--> //--> //--> //-->
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 review of financial studies"
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
Pricing exotic options with L-...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
50
Optionspreistheorie
50
Theorie
42
Theory
42
USA
29
United States
29
Volatility
11
Volatilität
11
Black-Scholes model
9
Black-Scholes-Modell
9
Index futures
9
Index-Futures
9
Yield curve
9
Zinsstruktur
9
Stochastic process
8
Stochastischer Prozess
8
Capital income
7
Kapitaleinkommen
7
Derivat
6
Derivative
6
Aktienoption
5
CAPM
5
Option trading
5
Optionsgeschäft
5
Risikoprämie
5
Risk premium
5
Stock option
5
ARCH model
4
ARCH-Modell
4
Börsenkurs
4
Hedging
4
Incomplete market
4
Portfolio selection
4
Portfolio-Management
4
Risiko
4
Risk
4
Share price
4
Unvollkommener Markt
4
Aktienindex
3
Estimation
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
59
Type of publication (narrower categories)
All
Article in journal
59
Aufsatz in Zeitschrift
59
Language
All
English
59
Author
All
Christoffersen, Peter F.
4
Jacobs, Kris
4
Heston, Steven L.
3
Longstaff, Francis A.
3
Vanden, Joel M.
3
Bakshi, Gurdip S.
2
Broadie, Mark
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
Driessen, Joost
2
Jackwerth, Jens Carsten
2
Jarrow, Robert A.
2
Loewenstein, Mark A.
2
Lustig, Hanno
2
Phillips, Peter C. B.
2
Schwartz, Eduardo S.
2
Subrahmanyam, Marti G.
2
Yu, Jun
2
Amin, Kaushik I.
1
Baele, Lieven
1
Barone-Adesi, Giovanni
1
Başak, Suleyman
1
Bergman, Yaacov Z.
1
Biais, Bruno
1
Boyle, Phelim P.
1
Broadie, Marc
1
Buraschi, Andrea
1
Cao, Charles Q.
1
Carlson, Murray
1
Carr, Peter
1
Chabakauri, Georgy
1
Chacko, George
1
Chambers, Donald Robert
1
Chen, Zhiwu
1
Chernov, Mikhail
1
Chien, YiLi
1
Cremers, Martijn
1
Das, Sanjiv
1
Dewaly, Michaël
1
Duffie, Darrell
1
more ...
less ...
Published in...
All
The review of financial studies
International journal of theoretical and applied finance
497
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
263
Applied mathematical finance
257
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
213
Quantitative finance
201
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
135
European journal of operational research : EJOR
134
Finance research letters
122
International journal of financial engineering
118
Computational economics
113
Journal of mathematical finance
109
Risks : open access journal
99
Research paper series / Swiss Finance Institute
88
Asia-Pacific financial markets
86
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of financial economics
83
Journal of econometrics
76
Journal of financial and quantitative analysis : JFQA
63
Energy economics
61
The journal of finance : the journal of the American Finance Association
61
NBER working paper series
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
Review of quantitative finance and accounting
56
SFB 649 discussion paper
55
Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
51
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
International review of financial analysis
49
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.
;
Jarrow, Robert A.
;
Protter, Philip E.
; …
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
Saved in:
2
Information quality and options
Vanden, Joel M.
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2635-2676
Persistent link: https://www.econbiz.de/10003805104
Saved in:
3
Options and bubbles
Heston, Steven L.
;
Loewenstein, Mark A.
;
Willard, Gregory A.
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 359-390
Persistent link: https://www.econbiz.de/10003554435
Saved in:
4
Dynamic hedging in incomplete markets : a simple solution
Başak, Suleyman
;
Chabakauri, Georgy
- In:
The review of financial studies
25
(
2012
)
6
,
pp. 1845-1896
Persistent link: https://www.econbiz.de/10009571749
Saved in:
5
Index option returns : still puzzling
Chambers, Donald Robert
;
Foy, Matthew
;
Liebner, Jeffrey
; …
- In:
The review of financial studies
27
(
2014
)
6
,
pp. 1915-1928
Persistent link: https://www.econbiz.de/10010371332
Saved in:
6
Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1247-1277
Persistent link: https://www.econbiz.de/10003827736
Saved in:
7
Optimal replication of contingent claims under portfolio constraints
Broadie, Mark
- In:
The review of financial studies
11
(
1998
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10001239346
Saved in:
8
Randomization and the American put
Carr, Peter
- In:
The review of financial studies
11
(
1998
)
3
,
pp. 597-626
Persistent link: https://www.econbiz.de/10001249758
Saved in:
9
Stock price distributions with stochastic volatility : an analytic approach
Stein, Elias M.
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 727-752
Persistent link: https://www.econbiz.de/10001120542
Saved in:
10
Analytic pricing of employee stock options
Cvitanić, Jakša
;
Wiener, Zvi
;
Zapatero, Fernando
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 683-724
Persistent link: https://www.econbiz.de/10003716601
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->