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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
311
Theory
305
Volatilität
70
Volatility
69
Stochastischer Prozess
57
Stochastic process
54
Option pricing theory
53
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Dynamische Wirtschaftstheorie
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English
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Chiarella, Carl
53
Ziogas, Andrew
14
Kang, Boda
13
Cheang, Gerald H. L.
7
Meyer, Gunter H.
7
Ziveyi, Jonathan
7
Nikitopoulos, Christina Sklibosios
6
Hassan, Nadima el
4
Fanelli, Viviana
3
Musti, Silvana
3
Schlögl, Erik
3
Bhar, Ramaprasad
2
Griebsch, Susanne
2
He, Xue-zhong
2
Kalev, Petko S.
2
Kucera, Adam
2
Lian, Guanghua
2
Sklibosios Nikitopoulos, Christina
2
Adolfsson, Thomas
1
Beyna, Ingo
1
Cheang, Gerald
1
Chege Maina, Samuel
1
De Fonseca, José
1
Grasselli, Martino
1
Hsiao, Chih-ying
1
Kuczera, Adam
1
Maina, Samuel Chege
1
Meyer, Gunter
1
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1
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1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Applied mathematical finance
3
International journal of theoretical and applied finance
3
Journal of economic dynamics & control
2
Advances in Pacific Basin financial markets
1
Applied Mathematics and Computation, Forthcoming
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Die Zukunft der Finanzdienstleistungsindustrie in Deutschland : Innovationen zur Steigerung der Leistungs- und Wettbewerbsfähigkeit des Finanzplatzes Deutschland ; [Tagungsband zur Jubiläumskonferenz der Frankfurt School of Finance & Management]
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Dynamic modeling and econometrics in economics and finance
1
Energy economics
1
European journal of operational research : EJOR
1
Handbook of computational economics : volume 3
1
Handbook of computational economics ; Volume 3
1
Insurance / Mathematics & economics
1
Quantitative Finance Research Centre Research Paper
1
Research Paper Number 287, Quantitative Finance Research Centre, University of Technology, Sydney
1
SpringerLink / Bücher
1
The European journal of finance
1
The journal of computational finance
1
University of Technology Sydney Quantitative Finance Research Centre Research Paper
1
University of Technology Sydney Quantitative Finance Research Centre Working Paper
1
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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ECONIS (ZBW)
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A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
Saved in:
2
Pricing American options under stochastic volatility and jump-diffusion dynamics
Chiarella, Carl
;
Meyer, Gunter H.
;
Ziogas, Andrew
- In:
Die Zukunft der Finanzdienstleistungsindustrie in …
,
(pp. 213-236)
.
2008
Persistent link: https://www.econbiz.de/10003756494
Saved in:
3
American call options under jump-diffusion processes - a Fourier transform approach
Chiarella, Carl
;
Ziogas, Andrew
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 37-79
Persistent link: https://www.econbiz.de/10003847143
Saved in:
4
The evaluation of American option prices under stochastic volatitlity and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 393-425
Persistent link: https://www.econbiz.de/10003867417
Saved in:
5
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
6
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
7
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
8
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
- In:
European journal of operational research : EJOR
208
(
2011
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10008779603
Saved in:
9
The evaluation of dicrete barrier options in a path integral framework
Chiarella, Carl
;
Hassan, Nadima el
;
Kucera, Adam
- In:
Computational methods in financial engineering : essays …
,
(pp. 117-144)
.
2008
Persistent link: https://www.econbiz.de/10003669615
Saved in:
10
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003856801
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