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~subject:"Option pricing theory"
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Option pricing with hedging at...
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Option pricing theory
Theorie
66
Theory
62
Optionspreistheorie
43
Volatilität
23
Volatility
22
Zinsderivat
20
Interest rate derivative
18
Derivat
16
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corporate bonds
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liquidity
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Interest rate
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Kreditderivat
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Kreditrisiko
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Risikomaß
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Risk measure
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Telekommunikationssektor
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Transaction costs
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11
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English
41
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Vorst, Ton
25
Mercurio, Fabio
17
Li, Minqiang
6
Cheuk, Terry Hon Fu
5
Brigo, Damiano
4
Donders, Monique
4
Houweling, Patrick
4
Menkveld, Albert J.
4
Kouwenberg, Roy
2
Moraleda Novo, Juan Manuel
2
Beneder, Reimer
1
Bisesti, Lorenzo
1
Castagna, Antonio
1
Geman, Hélyette
1
Kemna, A. G. Z.
1
Madan, Dilip B.
1
Oldenkamp, Bart
1
Pelsser, Antoon André Jean
1
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Report / Erasmus Center for Financial Research, Erasmus University
11
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5
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2
Finance and stochastics
2
International journal of theoretical and applied finance
2
Applied mathematical finance
1
ERIM report series research in management
1
European financial management : the journal of the European Financial Management Association
1
Journal of international money and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Oberwolfach
1
Options : classic approaches to pricing and modelling
1
PhD research bulletin / Tinbergen Institute
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
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Option pricing with hedging at fixed trading dates
Mercurio, Fabio
- In:
Applied mathematical finance
3
(
1996
)
2
,
pp. 135-158
Persistent link: https://www.econbiz.de/10001219285
Saved in:
2
A pricing model for American options with Gaussian interest rates
Menkveld, Albert J.
;
Vorst, Ton
-
2000
Persistent link: https://www.econbiz.de/10001504675
Saved in:
3
Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique
;
Kouwenberg, Roy
;
Vorst, Ton
- In:
European financial management : the journal of the …
6
(
2000
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001474527
Saved in:
4
Binomial models for some path-dependent options
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000903428
Saved in:
5
The impact of firm specific news on implied volatilities
Donders, Monique
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000912211
Saved in:
6
Average interest rate caps
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1997
Persistent link: https://www.econbiz.de/10000969007
Saved in:
7
Time diversification and option pricing theory : another perspective
Oldenkamp, Bart
;
Vorst, Ton
-
1997
Persistent link: https://www.econbiz.de/10000969018
Saved in:
8
A pricing model for American options with stochastic interest rates
Menkveld, Albert J.
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000985330
Saved in:
9
Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique
;
Kouwenberg, Roy
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988106
Saved in:
10
A pricing model for American options with stochastic interest rates
Menkveld, Albert J.
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988108
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