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Optionspreistheorie
49
Option pricing theory
48
Markov chain
19
Stochastic process
19
Stochastischer Prozess
19
Markov-Kette
18
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14
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Elliott, Robert J.
Fabozzi, Frank J.
192
Härdle, Wolfgang
104
Madan, Dilip B.
94
Joshi, Mark S.
74
Cui, Zhenyu
73
Chiarella, Carl
72
Hull, John
69
Carr, Peter
62
Kruschwitz, Lutz
62
Schoutens, Wim
61
Takahashi, Akihiko
61
Stentoft, Lars
52
Drukarczyk, Jochen
51
Jarrow, Robert A.
51
Steiner, Manfred
50
Spremann, Klaus
49
Ernst, Dietmar
47
Jacobs, Kris
47
Rausser, Gordon C.
46
Olfert, Klaus
43
Račev, Svetlozar T.
42
Schlögl, Erik
42
Wystup, Uwe
41
Alexander, Carol
39
Benth, Fred Espen
39
Kußmaul, Heinz
38
Kwok, Yue-Kuen
38
Wilmott, Paul
38
Belomestny, Denis
37
Franke, Günter
37
Oosterlee, Cornelis W.
37
Sandmann, Klaus
37
Subrahmanyam, Marti G.
37
Lee, Cheng F.
36
Broll, Udo
35
Schwartz, Eduardo S.
35
Bodie, Zvi
34
Breuer, Wolfgang
34
Chesney, Marc
34
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Institut für Schweizerisches Bankwesen <Zürich>
1
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International journal of theoretical and applied finance
6
Annals of finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Applied mathematical finance
3
The journal of futures markets
3
Journal of economic dynamics & control
2
The European journal of finance
2
Asia-Pacific financial markets
1
European journal of operational research : EJOR
1
Finance and stochastics
1
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1
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
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Les cahiers de recherche / HEC Paris
1
Managerial Finance
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 modeling and numerical methods in finance : special volume
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New methods in fixed income modeling : fixed income modeling
1
Quantitative finance
1
Review of futures markets
1
Rodney L. White Center for Financial Research
1
Springer finance
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ECONIS (ZBW)
49
USB Cologne (EcoSocSci)
2
USB Cologne (business full texts)
1
RePEc
1
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1
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
2005
-
2. ed.
Persistent link: https://www.econbiz.de/10004829639
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
Binomial models in finance : with 25 tables
Hoek, John van der
;
Elliott, Robert J.
-
2006
Persistent link: https://www.econbiz.de/10002734174
Saved in:
4
Binomial models in finance : with 25 tables
Van der Hoek, John
;
Elliott, Robert J.
-
2006
Persistent link: https://www.econbiz.de/10004835647
Saved in:
5
Valuation of CMS range notes in a multifactor LIBOR market model
Wu, Ping
;
Elliott, Robert J.
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011532755
Saved in:
6
Valuation of certain CMS spreads
Wu, Ping
;
Elliott, Robert J.
- In:
Financial markets and portfolio management
31
(
2017
)
4
,
pp. 445-467
Persistent link: https://www.econbiz.de/10011944624
Saved in:
7
Bond valuation under a discrete-time regime-switching term-structure model and its continuous-time extension
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alex
- In:
Managerial Finance
37
(
2011
)
October
,
pp. 1025-1047
-structure model for valuing bonds and other interest rate
securities
. The proposed model incorporates the impact of structural changes … give exponential affine forms of bond
prices
using backward induction. The authors also consider a continuous …-time extension of the model and derive exponential affine forms of bond
prices
using the concept of stochastic flows. Originality …
Persistent link: https://www.econbiz.de/10010675801
Saved in:
8
Pricing the treasury bond futures contract as the minimum value of deliverable bond
prices
Barone-Adesi, Giovanni
;
Elliott, Robert J.
- In:
Review of futures markets
8
(
1989
)
3
,
pp. 438-444
Persistent link: https://www.econbiz.de/10001099129
Saved in:
9
Cutting the Hedge
Barone-Adesi, Giovanni
;
Elliott, Robert J.
-
Institut für Schweizerisches Bankwesen <Zürich>
-
2006
our calculation is model independent and provides delta hedge ratios immediately from market data. For strike
prices
which …
Persistent link: https://www.econbiz.de/10005858390
Saved in:
10
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:
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