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Optionspreistheorie
Theorie
55
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26
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25
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Optionsgeschäft
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Tankov, Peter
14
Pham, Huyên
5
Cont, Rama
2
Touzi, Nizar
2
Warin, Xavier
2
Bernhart, Marie
1
Brodén, Mats
1
Cvitanić, Jakša
1
De Franco, Carmine
1
Gouriéroux, Christian
1
Goutte, Stéphane
1
Grbac, Zorana
1
Horvath, Blanka
1
Ismail, Amine
1
Jacquier, Antoine (Jack)
1
Koehl, Pierre-François
1
Krief, David
1
Lamberton, Damien
1
Laurent, Jean-Paul
1
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1
Ménassé, Clément
1
Pham, Huyen
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Poirot, Jérémy
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The journal of computational finance
3
Applied mathematical finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Asia-Pacific financial markets
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Chapman & Hall/CRC financial mathematics series
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Finance and stochastics
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Numerical methods in finance : Bordeaux, June 2010
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Paris Princeton lectures on mathematical finance
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
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ECONIS (ZBW)
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Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
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2
Mean-variance hedging and numeraire
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Pham, Huyên
-
1996
Persistent link: https://www.econbiz.de/10000950071
Saved in:
3
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
4
Local risk-minimization under transaction costs
Lamberton, Damien
;
Pham, Huyên
;
Schweizer, Martin
-
1998
Persistent link: https://www.econbiz.de/10000992328
Saved in:
5
Swing options valuation : a BSDE with constrained jumps approach
Bernhart, Marie
;
Pham, Huyen
;
Tankov, Peter
;
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 379-400)
.
2012
Persistent link: https://www.econbiz.de/10009577188
Saved in:
6
Pricing and hedging in exponential Lévy models : review of recent results
Tankov, Peter
- In:
Paris Princeton lectures on mathematical finance
4
(
2010
),
pp. 319-359
Persistent link: https://www.econbiz.de/10009356711
Saved in:
7
Pricing and hedging gap risk
Tankov, Peter
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10003971913
Saved in:
8
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
9
A new look at short-term implied volatility in asset price models with jumps
Mijatovi´c, Aleksandar
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 149-183
Persistent link: https://www.econbiz.de/10011550267
Saved in:
10
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
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