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
~language:"eng"
~person:"Benth, Fred Espen"
~person:"Carr, Peter"
~person:"Kim, Young Shin"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
131
Optionspreistheorie
131
Volatility
52
Volatilität
52
Stochastic process
50
Stochastischer Prozess
50
Derivat
33
Derivative
33
Theorie
31
Theory
31
Option trading
25
Optionsgeschäft
25
Hedging
15
Statistical distribution
12
Statistische Verteilung
12
Yield curve
10
Zinsstruktur
10
CAPM
9
Energiemarkt
9
Energy market
9
Lévy process
9
Black-Scholes model
8
Black-Scholes-Modell
8
Risikoprämie
8
Risk premium
8
Option pricing
7
Time series analysis
7
Zeitreihenanalyse
7
ARCH model
6
ARCH-Modell
6
Commodity derivative
6
Electricity price
6
Rohstoffderivat
6
Strompreis
6
Swap
6
Electric power industry
5
Elektrizitätswirtschaft
5
Energy markets
5
Markov chain
5
Markov-Kette
5
more ...
less ...
Online availability
All
Undetermined
34
Free
30
Type of publication
All
Article
100
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
95
Aufsatz in Zeitschrift
95
Aufsatz im Buch
5
Book section
5
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Conference paper
2
Konferenzbeitrag
2
Lehrbuch
2
Textbook
2
Aufsatzsammlung
1
Einführung
1
more ...
less ...
Language
All
English
Author
All
Benth, Fred Espen
Carr, Peter
Kim, Young Shin
Madan, Dilip B.
93
Cui, Zhenyu
73
Härdle, Wolfgang
70
Fabozzi, Frank J.
68
Joshi, Mark S.
67
Schoutens, Wim
61
Takahashi, Akihiko
59
Chiarella, Carl
53
Elliott, Robert J.
53
Stentoft, Lars
53
Jacobs, Kris
48
Wystup, Uwe
45
Jarrow, Robert A.
40
Kwok, Yue-Kuen
39
Oosterlee, Cornelis W.
36
Schlögl, Erik
36
Belomestny, Denis
35
Lee, Cheng F.
35
Fusai, Gianluca
34
Platen, Eckhard
34
Schoenmakers, John
33
Siu, Tak Kuen
33
Barone-Adesi, Giovanni
32
Christoffersen, Peter F.
32
Hull, John
32
Perrakis, Stylianos
32
Wang, Xingchun
32
Račev, Svetlozar T.
31
Schwartz, Eduardo S.
31
Zhang, Jin E.
31
Chesney, Marc
30
Ewald, Christian-Oliver
30
Korn, Ralf
30
Scaillet, Olivier
30
Subrahmanyam, Marti G.
29
Wilmott, Paul
29
Alghalith, Moawia
28
more ...
less ...
Published in...
All
Finance and stochastics
10
International journal of theoretical and applied finance
9
Applied mathematical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Journal of banking & finance
5
Review of derivatives research
4
The journal of computational finance
4
The journal of finance : the journal of the American Finance Association
4
Computational economics
3
Energy economics
3
Journal of financial economics
3
The journal of derivatives : JOD
3
European finance review : the official journal of the European Finance Association
2
Finance research letters
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
Risks : open access journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The Frank J. Fabozzi series
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
Working paper series in economics
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied financial economics
1
Asia-Pacific financial markets
1
Computational Management Science : CMS
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper series
1
Economics letters
1
Frank J. Fabozzi Ser
1
IMA journal of management mathematics
1
International review of financial analysis
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of forecasting
1
Journal of investment management : JOIM
1
Lecture notes in mathematics : a collection of informal reports and seminars
1
Mathematical methods of operations research
1
more ...
less ...
Source
All
ECONIS (ZBW)
136
Showing
1
-
10
of
136
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
2
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
3
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
4
Deriving derivatives of derivative securities
Carr, Peter
- In:
The journal of computational finance
4
(
2000/2001
)
2
,
pp. 5-29
Persistent link: https://www.econbiz.de/10001553928
Saved in:
5
Static hedging of timing risk
Carr, Peter
;
Picron, Jean-Francois
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001432497
Saved in:
6
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:
7
A semilinear Black and Scholes partial differential equation for valuing American options
Benth, Fred Espen
;
Karlsen, Kenneth H.
;
Reikvam, Kristin
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001771698
Saved in:
8
Vol, skew, and smile trading
Al-Jaaf, Aşty
;
Carr, Peter
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 64-95
Persistent link: https://www.econbiz.de/10014422386
Saved in:
9
A new tempered stable distribution and its application to finance
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 77-109)
.
2008
Persistent link: https://www.econbiz.de/10003781614
Saved in:
10
Utility indifference pricing of interest-rate guarantees
Benth, Fred Espen
;
Proske, Frank
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003847563
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
