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~language:"eng"
~person:"Elliott, Robert J."
~person:"Kim, Young Shin"
~source:"econis"
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Option Prices with Stochastic...
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Option pricing theory
81
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Elliott, Robert J.
Kim, Young Shin
Madan, Dilip B.
93
Cui, Zhenyu
73
Fabozzi, Frank J.
68
Joshi, Mark S.
67
Carr, Peter
64
Härdle, Wolfgang
63
Schoutens, Wim
61
Takahashi, Akihiko
59
Chiarella, Carl
53
Stentoft, Lars
52
Jacobs, Kris
48
Benth, Fred Espen
39
Jarrow, Robert A.
39
Kwok, Yue-Kuen
39
Oosterlee, Cornelis W.
36
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35
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34
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30
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30
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30
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29
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29
Alghalith, Moawia
28
Jacquier, Antoine (Jack)
28
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28
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28
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International journal of theoretical and applied finance
9
Annals of finance
5
Applied mathematical finance
4
Journal of banking & finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
The journal of futures markets
3
Journal of economic dynamics & control
2
Journal of risk and financial management : JRFM
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Quantitative finance
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Review of derivatives research
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The European journal of finance
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Finance and stochastics
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Frank J. Fabozzi Ser
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
1
Journal of econometrics
1
Les cahiers de recherche / HEC Paris
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematical methods of operations research
1
Mathematical modeling and numerical methods in finance : special volume
1
New developments in financial modelling
1
New methods in fixed income modeling : fixed income modeling
1
Risk assessment : decisions in banking and finance
1
Rodney L. White Center for Financial Research
1
Springer finance
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1
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
1999
Persistent link: https://www.econbiz.de/10000663279
Saved in:
2
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
2005
-
2. ed.
Persistent link: https://www.econbiz.de/10001973330
Saved in:
3
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
Saved in:
4
Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes
Lian, Guanghua
;
Zhu, Song-Ping
;
Elliott, Robert J.
; …
- In:
Journal of banking & finance
75
(
2017
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011742159
Saved in:
5
A "simple" hybrid model for power derivatives
Lyle, Matthew R.
;
Elliott, Robert J.
- In:
Energy economics
31
(
2009
)
5
,
pp. 757-767
Persistent link: https://www.econbiz.de/10003880275
Saved in:
6
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
7
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
Elliott, Robert J.
;
Siu, Tak Kuen
-
2010
Persistent link: https://www.econbiz.de/10003964890
Saved in:
8
American options with regime switching
Buffington, John
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 497-514
Persistent link: https://www.econbiz.de/10001687141
Saved in:
9
Analytical solutions to the pricing of American bond and yield options
Chesney, Marc
;
Elliott, Robert J.
;
Gibson, Rajna
-
1991
-
Rev. version
Persistent link: https://www.econbiz.de/10000817550
Saved in:
10
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
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