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~person:"Elliott, Robert J."
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Optionspreistheorie
49
Option pricing theory
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Elliott, Robert J.
Madan, Dilip B.
93
Cui, Zhenyu
73
Härdle, Wolfgang
72
Fabozzi, Frank J.
67
Joshi, Mark S.
67
Carr, Peter
64
Schoutens, Wim
61
Takahashi, Akihiko
59
Chiarella, Carl
53
Stentoft, Lars
52
Jacobs, Kris
47
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45
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42
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40
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39
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39
Kwok, Yue-Kuen
39
Belomestny, Denis
36
Oosterlee, Cornelis W.
36
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34
Fusai, Gianluca
34
Platen, Eckhard
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33
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33
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33
Barone-Adesi, Giovanni
32
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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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30
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30
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30
Račev, Svetlozar T.
29
Subrahmanyam, Marti G.
29
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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
7
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5
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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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
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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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)
52
USB Cologne (business full texts)
1
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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
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:
3
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
2005
-
2. ed.
Persistent link: https://www.econbiz.de/10001973330
Saved in:
4
[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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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