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Optionspreistheorie
49
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Elliott, Robert J.
Madan, Dilip B.
90
Cui, Zhenyu
73
Joshi, Mark S.
72
Fabozzi, Frank J.
70
Härdle, Wolfgang
70
Broll, Udo
68
Carr, Peter
60
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60
Takahashi, Akihiko
60
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57
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52
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46
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44
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42
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41
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40
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37
Kwok, Yue-Kuen
37
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37
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36
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34
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33
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32
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32
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32
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31
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31
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31
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31
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30
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30
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29
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28
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28
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28
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28
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28
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Institut für Schweizerisches Bankwesen <Zürich>
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International journal of theoretical and applied finance
6
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
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3
The journal of futures markets
3
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1
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
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Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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USB Cologne (business full texts)
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Pricing currency derivatives with Markov-modulated Lévy dynamics
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Elliott, Robert J.
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 67-76
Persistent link: https://www.econbiz.de/10010402730
Saved in:
2
Numerical evaluation of the critical price and American options
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Elliott, …
-
1994
Persistent link: https://www.econbiz.de/10000899141
Saved in:
3
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:
4
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
1999
Persistent link: https://www.econbiz.de/10000663279
Saved in:
5
Option pricing with regularized fractional Brownian motions
Aldabe, F.
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 379-397)
.
1997
Persistent link: https://www.econbiz.de/10001298418
Saved in:
6
Discontinuous asset prices and non-attainable contingent claims
Colwell, David B.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 295-308
Persistent link: https://www.econbiz.de/10001184866
Saved in:
7
Analytical solutions for the pricing of American bond and yield options
Chesney, Marc
;
Elliott, Robert J.
;
Gibson, Rajna
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 277-294
Persistent link: https://www.econbiz.de/10001184869
Saved in:
8
Atainable claims in a Markov market
Bensoussan, Alain
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 121-131
Persistent link: https://www.econbiz.de/10001185056
Saved in:
9
Numerical evaluation of the critical price and American options
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Elliott, …
- In:
The European journal of finance
1
(
1995
)
1
,
pp. 69-78
Persistent link: https://www.econbiz.de/10001192799
Saved in:
10
A discrete time equivalent martingale measure
Elliott, Robert J.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001242839
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