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Optionspreistheorie
49
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Elliott, Robert J.
Rudebusch, Glenn D.
129
Caporale, Guglielmo Maria
103
Fabozzi, Frank J.
102
Madan, Dilip B.
100
Chiarella, Carl
96
Härdle, Wolfgang
83
Joshi, Mark S.
83
Diebold, Francis X.
79
Takahashi, Akihiko
77
Belke, Ansgar
76
Jarrow, Robert A.
74
Mishkin, Frederic S.
74
Cui, Zhenyu
73
Friedman, Benjamin M.
73
Bekaert, Geert
71
Akram, Tanweer
70
Jacobs, Kris
69
Thornton, Daniel L.
69
Christensen, Jens H. E.
68
Favero, Carlo A.
66
Engle, Robert F.
64
Schoutens, Wim
64
Afonso, António
63
Carr, Peter
63
Nautz, Dieter
61
Svensson, Lars E. O.
61
Wright, Jonathan H.
61
Campbell, John Y.
58
Monfort, Alain
57
Koopman, Siem Jan
56
Schlögl, Erik
56
Chernov, Mikhail
55
Cebula, Richard J.
53
Hamilton, James D.
52
Platen, Eckhard
52
Schwartz, Eduardo S.
52
Stentoft, Lars
52
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52
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51
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Institut für Schweizerisches Bankwesen <Zürich>
1
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International journal of theoretical and applied finance
8
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
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2
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2
Asia-Pacific financial markets
1
European journal of operational research : EJOR
1
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1
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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
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
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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 modeling and numerical methods in finance : special volume
1
New methods in fixed income modeling : fixed income modeling
1
Review of futures markets
1
Rodney L. White Center for Financial Research
1
Springer finance
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ECONIS (ZBW)
53
USB Cologne (business full texts)
1
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1
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:
2
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:
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
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:
5
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
6
The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
Saved in:
7
Stochastic flows and the forward measure
Elliott, Robert J.
;
Hoek, John van der
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 511-525
Persistent link: https://www.econbiz.de/10001614608
Saved in:
8
Using the Hull and White two factor model in bank treasury risk management
Elliott, Robert J.
;
Hoek, John van der
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 269-280)
.
2002
Persistent link: https://www.econbiz.de/10001679453
Saved in:
9
Pricing of discount bonds with a Markov switching regime
Elliott, Robert J.
;
Nishide, Katsumasa
- In:
Annals of finance
10
(
2014
)
3
,
pp. 509-522
Persistent link: https://www.econbiz.de/10010399761
Saved in:
10
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
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