//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Kempf, Alexander"
~person:"Leippold, Markus"
~subject:"Bid-ask spread"
~subject:"Liquidity"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
PRICING PATH-DEPENDENT OPTIONS...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Bid-ask spread
Liquidity
Option pricing
4
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
3
Stochastischer Prozess
3
Market liquidity
2
Marktliquidität
2
Volatility
2
Volatilität
2
Bid-Ask spreads
1
Collateral
1
Collateral requirements
1
Conic finance
1
Derivat
1
Derivative
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation
1
Funding costs
1
Geld-Brief-Spanne
1
Jump-risk premium
1
Kreditsicherung
1
Liquidität
1
Markov chain
1
Markov-Kette
1
Markov-switching multifractal
1
Particle filter
1
Regime-switching
1
Risiko
1
Risk
1
Schätzung
1
Securities trading
1
Stochastic liquidity
1
Stochastic volatility
1
Tradeability
1
Volatility smile
1
Wertpapierhandel
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Kempf, Alexander
Leippold, Markus
Hung, Mao-Wei
2
Li, Zhe
2
An, Yunbi
1
Chesney, Marc
1
Feng, Shih-Ping
1
Feng, Shih-ping
1
He, Liang
1
Herbon, Avi
1
Hsieh, PeiLin
1
Jarrow, Robert A.
1
Liu, Yong-Jun
1
Schärer, Steven
1
Shvimer, Yossi
1
Wang, Yaw-Huei
1
Wang, Yaw-huei
1
Yi, Zhigao
1
Zhang, Jinqing
1
Zhang, Wei-guo
1
Zhang, Weiguo
1
Zhang, Yue
1
more ...
less ...
Published in...
All
Journal of banking & finance
1
Review of derivatives research
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Discrete-time option pricing with stochastic liquidity
Leippold, Markus
;
Schärer, Steven
- In:
Journal of banking & finance
75
(
2017
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011742148
Saved in:
2
The value of tradeability
Chesney, Marc
;
Kempf, Alexander
- In:
Review of derivatives research
15
(
2012
)
3
,
pp. 193-216
Persistent link: https://www.econbiz.de/10009709689
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->