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Theorie
Theory
38
USA
18
United States
18
Option pricing theory
15
Optionspreistheorie
15
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15
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15
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10
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38
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Ritchken, Peter H.
29
Sankarasubramanian, L.
9
Trevor, Robert G.
8
Sheedy, Elizabeth A.
3
Bliss, Robert R.
2
Kuo, Shyanjaw
2
Li, Hantao
2
Morgan, Ieuan G.
2
Popova, Ivilina
2
Ritchken, Peter
2
Sun, Zhiqiang
2
Wang, Yunzeng
2
Babich, Volodymyr
1
Berndt, Antje
1
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1
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1
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1
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1
Kamrad, Bardia
1
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1
Li, Anlong
1
Lin, Junze
1
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1
McWalter, Thomas A.
1
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1
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1
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1
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1
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CMBF papers
4
Review of derivatives research
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Advances in futures and options research : a research annual
2
Advances in international banking and finance
2
European journal of operational research : EJOR
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Research discussion paper / Reserve Bank of Australia
2
The journal of futures markets
2
Working paper / Federal Reserve Bank of Cleveland
2
Advances in investment analysis and portfolio management : a research annual
1
Derivatives and intermediation
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of money, credit and banking : JMCB
1
Manufacturing & service operations management : M & SOM
1
Review of quantitative finance and accounting
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
38
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1
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
Saved in:
2
VAR forecasting models of the Australian economy : a preliminary analysis
Trevor, Robert G.
;
Thorp, Susan
-
1988
Persistent link: https://www.econbiz.de/10000751919
Saved in:
3
Equilibrium exchange rates and a popular model of international asset demands : an inconsistency
Trevor, Robert G.
-
1986
Persistent link: https://www.econbiz.de/10000708594
Saved in:
4
Asset allocation decisions in a world with changing risk
Sheedy, Elizabeth A.
;
Trevor, Robert G.
;
Wood, Justin J.
-
1996
Persistent link: https://www.econbiz.de/10000960643
Saved in:
5
Evaluating the performance of portfolios with options
Sheedy, Elizabeth A.
;
Trevor, Robert G.
-
1996
Persistent link: https://www.econbiz.de/10000960644
Saved in:
6
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978435
Saved in:
7
Evaluating the risk of portfolios with options
Sheedy, Elizabeth A.
;
Trevor, Robert G.
- In:
Advances in investment analysis and portfolio …
7
(
2000
),
pp. 1-18
Persistent link: https://www.econbiz.de/10001542575
Saved in:
8
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
4
,
pp. 397-408
Persistent link: https://www.econbiz.de/10001412844
Saved in:
9
Approximating GARCH-Jump models, jump-diffusion processes, and option pricing
Duan, Jin-Chuan
;
Ritchken, Peter H.
;
Sun, Zhiqiang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10003336780
Saved in:
10
On correlation and default clustering in credit markets
Berndt, Antje
;
Ritchken, Peter H.
;
Sun, Zhiqiang
- In:
The review of financial studies
23
(
2010
)
7
,
pp. 2680-2729
Persistent link: https://www.econbiz.de/10003992037
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