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:"Volatility"
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
Pricing options under generali...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
38
Theory
38
USA
18
United States
18
Option pricing theory
15
Optionspreistheorie
15
Yield curve
15
Zinsstruktur
15
Volatilität
10
CAPM
9
Deposit insurance
9
Derivat
9
Derivative
9
Estimation
9
Schätzung
9
Interest rate derivative
8
Zinsderivat
8
Portfolio selection
7
Portfolio-Management
7
Australia
6
Australien
6
Interest rates
6
Optionsgeschäft
6
Risk
6
Credit risk
5
Kreditrisiko
5
Risiko
5
ARCH model
4
ARCH-Modell
4
Capital structure
4
Credit
4
Economic forecast
4
Einlagensicherung
4
Exchange rate
4
Kapitalstruktur
4
Kredit
4
Option trading
4
Risikoprämie
4
Risk premium
4
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
6
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Graue Literatur
4
Non-commercial literature
4
Arbeitspapier
1
Working Paper
1
Language
All
English
10
Author
All
Ritchken, Peter H.
7
Trevor, Robert G.
4
Morgan, Ieuan G.
2
Sankarasubramanian, L.
2
Bliss, Robert R.
1
Chuang, Iyuan
1
Duan, Jin-Chuan
1
Fan, Rong
1
Gupta, Anurag
1
Sheedy, Elizabeth A.
1
Sun, Zhiqiang
1
Wood, Justin J.
1
more ...
less ...
Published in...
All
CMBF papers
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Derivatives and intermediation
1
Federal Reserve Bank of Cleveland working paper series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of money, credit and banking : JMCB
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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:
5
Jump starting GARCH : pricing and hedging options with jumps in returns and volatilities
Duan, Jin-Chuan
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003419274
Saved in:
6
On pricing and hedging in the swaption market : how many factors, really?
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 9-33
Persistent link: https://www.econbiz.de/10003611410
Saved in:
7
Interest rate option pricing with volatility humps
Ritchken, Peter H.
;
Chuang, Iyuan
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10001493259
Saved in:
8
The importance of forward rate volatility structures in pricing interest rate-sensitive claims
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001219431
Saved in:
9
Empirical tests of two state-variable Heath-Jarrow-Morton models
Bliss, Robert R.
- In:
Journal of money, credit and banking : JMCB
28
(
1996
)
3
,
pp. 452-476
Persistent link: https://www.econbiz.de/10001334599
Saved in:
10
Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
