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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
92
Theory
91
Markov chain
52
Option pricing theory
51
Markov-Kette
50
Großbritannien
40
Stochastic process
39
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17
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17
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16
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13
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English
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Elliott, Robert J.
49
Siu, Tak Kuen
15
Chan, Leunglung
5
Badescu, Alexandru
4
Barone-Adesi, Giovanni
4
Hoek, John van der
4
Lian, Guanghua
4
Nishide, Katsumasa
4
Ortega, Juan-Pablo
4
Wu, Ping
3
Allegretto, Walter
2
Badescu, Alex
2
Chesney, Marc
2
Cui, Zhenyu
2
Elliott, Robert J. R.
2
Gibson, Rajna
2
Kalev, Petko S.
2
Kopp, Peter E.
2
Osakwe, Carlton-James U.
2
Yang, Zhaojun
2
Zhu, Song-Ping
2
Aldabe, F.
1
Bensoussan, Alain
1
Colwell, David B.
1
Cvitanić, Jakša
1
Dela Vega, Engel John C.
1
Elliott, Robert
1
Hamada, Ahmed S.
1
Kulperger, Reg
1
Madan, Dilip B.
1
Miettinen, Jarkko
1
Osakwe, Carlton
1
Royal, Andrew J.
1
Shen, Jia
1
Sviščuk, Anatolij
1
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1
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Institut für Schweizerisches Bankwesen <Zürich>
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International journal of theoretical and applied finance
6
Annals of finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Applied mathematical finance
3
The journal of futures markets
3
Finance and stochastics
2
Journal of economic dynamics & control
2
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2
Asia-Pacific financial markets
1
European journal of operational research : EJOR
1
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1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Les cahiers de recherche / HEC Paris
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematical modeling and numerical methods in finance : special volume
1
New methods in fixed income modeling : fixed income modeling
1
Quantitative finance
1
Rodney L. White Center for Financial Research
1
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1
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1
The journal of derivatives : JOD
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
51
USB Cologne (business full texts)
1
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Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
2
Analytical solutions to the pricing of American bond and yield options
Chesney, Marc
;
Elliott, Robert J.
;
Gibson, Rajna
-
1991
-
Rev. version
Persistent link: https://www.econbiz.de/10000817550
Saved in:
3
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
1999
Persistent link: https://www.econbiz.de/10000663279
Saved in:
4
Option pricing for GARCH models with Markov switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 825-841
Persistent link: https://www.econbiz.de/10003380278
Saved in:
5
Risk measures for derivatives with Markov-modulated pure jump processes
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
13
(
2006
)
2
,
pp. 129-149
Persistent link: https://www.econbiz.de/10003496776
Saved in:
6
Pricing volatility swaps under Heston's stochastic volatility model with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10003542938
Saved in:
7
On pricing and hedging options in regime-switching models with feedback effect
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alexandru
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 694-713
Persistent link: https://www.econbiz.de/10009240566
Saved in:
8
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
9
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
10
Default times in a continuous time Markov chain economy
Elliott, Robert J.
;
Hoek, John van der
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 450-460
Persistent link: https://www.econbiz.de/10010235596
Saved in:
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