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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
107
Theory
107
Arbitrage
37
Transaction costs
33
Transaktionskosten
24
Portfolio selection
23
Portfolio-Management
23
Option pricing theory
21
CAPM
20
Hedging
14
Incomplete market
14
Unvollkommener Markt
14
pessimism
14
equilibrium
13
Agency theory
12
Financial market
12
Finanzmarkt
12
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12
Prinzipal-Agent-Theorie
12
Volatility
12
Equilibrium theory
11
Gleichgewichtstheorie
11
Stochastic process
11
Stochastischer Prozess
11
Volatilität
11
Arbitrage Pricing
9
Derivat
9
Derivative
9
Heterogeneous beliefs
9
viscosity solutions
9
Arbitrage pricing
8
Equilibrium
8
Erwartungsbildung
8
Expectation formation
8
FINANCIAL MARKET
8
Optimism
8
Risk
8
Risk aversion
8
arbitrage
8
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13
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9
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11
Aufsatz in Zeitschrift
11
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6
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6
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4
Government document
4
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4
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4
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2
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English
22
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Touzi, Nizar
15
Jouini, Elyès
7
Renault, Eric
5
Bizid, Abdelhamid
2
Cvitanić, Jakša
2
Koehl, Pierre-François
2
Pastorello, Sergio
2
Pham, Huyên
2
Bouchard, Bruno
1
Chazal, Marie
1
Cvitanić, Jaksa
1
Fournié, E.
1
Galichon, Alfred
1
Gouriéroux, Christian
1
Henry-Labordere, Pierre
1
Henry-Labordère, Pierre
1
Kabanov, Jurij M.
1
Kallal, Hédi D.
1
Lasry, J. M.
1
Musiela, Marek
1
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1
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1
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Finance and stochastics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
Handbooks in mathematical finance
1
International journal of theoretical and applied finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of mathematical economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
Numerical methods in finance
1
Review of derivatives research
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ECONIS (ZBW)
21
USB Cologne (EcoSocSci)
1
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American options exercise boundary when the volatility changes randomly
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924111
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2
Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
Saved in:
3
Market imperfections, equilibrium and arbitrage
Jouini, Elyès
- In:
Financial mathematics : held in Bressanone, Italy, July …
,
(pp. 247-307)
.
1997
Persistent link: https://www.econbiz.de/10001321235
Saved in:
4
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
5
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
;
Touzi, Nizar
-
1993
Persistent link: https://www.econbiz.de/10000874372
Saved in:
6
An explicit martingale version of the one-dimensional Brenier theorem
Henry-Labordère, Pierre
;
Touzi, Nizar
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 635-668
Persistent link: https://www.econbiz.de/10011531053
Saved in:
7
Monte Carlo methods for stochastic volatility models
Fournié, E.
;
Lasry, J. M.
;
Touzi, Nizar
- In:
Numerical methods in finance
,
(pp. 146-164)
.
2008
Persistent link: https://www.econbiz.de/10003723936
Saved in:
8
Option hedging and implied volatilities in a stochastic volatility model
Renault, Eric
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10001208961
Saved in:
9
Statistical inference for random-variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 358-367
Persistent link: https://www.econbiz.de/10001493867
Saved in:
10
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
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