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
~subject:"Optionspreistheorie"
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
Analysis and modeling of elect...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Theorie
41
Theory
41
Stochastic process
15
Stochastischer Prozess
15
Commodity derivative
14
Option pricing theory
14
Rohstoffderivat
14
Derivat
12
Derivative
12
Volatility
12
Rohstoffmarkt
11
Volatilität
11
Welt
11
World
11
CAPM
10
Commodity market
10
Portfolio selection
9
Portfolio-Management
9
Electricity price
8
Strompreis
8
Commodity price
7
Natural gas
7
Risikomanagement
7
Risk management
7
Rohstoffpreis
7
Erdgas
6
Großbritannien
6
Hedging
6
USA
6
United Kingdom
6
United States
6
Capital income
5
Kapitaleinkommen
5
Mathematics and Statistics
5
Option trading
5
Optionsgeschäft
5
Börsenkurs
4
Commodity exchange
4
Economic indicator
4
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
12
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
14
Author
All
Geman, Hélyette
8
Borovkova, Svetlana
6
Yor, Marc
5
Madan, Dilip B.
4
Carr, Peter
2
Michielon, Matteo
2
Anderluh, J. H. M.
1
Bakel, Sjoerd van
1
Heidergott, Bernd
1
Kourouvakalis, Stelios
1
Ladokhin, Sergiy
1
Permana, Ferry J.
1
Pliska, Stanley R.
1
Volk-Makarewicz, Warren
1
Vorst, Ton
1
Weide, Hans van der
1
van Bakel, Sjoerd
1
more ...
less ...
Institution
All
Bachelier Finance Society
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Applied mathematical finance
1
Energy economics
1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Springer finance
1
The European journal of finance
1
The journal of business : B
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pure jump Lévy processes for asset price modelling
Geman, Hélyette
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1297-1316
Persistent link: https://www.econbiz.de/10001688486
Saved in:
2
Self-decomposability and option pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
Saved in:
3
A lattice-based method for pricing electricity derivatives under the threshold model
Geman, Hélyette
;
Kourouvakalis, Stelios
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 531-567
Persistent link: https://www.econbiz.de/10003815257
Saved in:
4
Pricing and hedging double-barrier options : a probabilistic approach
Geman, Hélyette
- In:
Mathematical finance : an international journal of …
6
(
1996
)
4
,
pp. 365-378
Persistent link: https://www.econbiz.de/10001208935
Saved in:
5
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
Geman, Hélyette
(
contributor
);
Madan, Dilip B.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001597059
Saved in:
6
The fine structure of asset returns : an empirical investigation
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 305-332
Persistent link: https://www.econbiz.de/10001682409
Saved in:
7
Time changes for Lévy processes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001650919
Saved in:
8
Bessel processes, Asian options, and perpetuities
Geman, Hélyette
- In:
Mathematical finance : an international journal of …
3
(
1993
)
4
,
pp. 349-375
Persistent link: https://www.econbiz.de/10001185120
Saved in:
9
Commodity volatility modelling and option pricing with a potential function approach
Anderluh, J. H. M.
;
Borovkova, Svetlana
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 91-113
Persistent link: https://www.econbiz.de/10003744733
Saved in:
10
A closed form approach to the valuation and hedging of basket and spread options
Borovkova, Svetlana
;
Permana, Ferry J.
;
Weide, Hans van der
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 8-24
Persistent link: https://www.econbiz.de/10003498942
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
