//--> //--> //-->
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:"Zins"
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
Small-noise limit of the quasi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zins
Theorie
21
Theory
21
Option pricing theory
13
Optionspreistheorie
13
Stochastic process
10
Stochastischer Prozess
10
Volatility
9
Volatilität
9
Estimation theory
8
Schätztheorie
8
Option trading
7
Optionsgeschäft
7
Risiko
7
Risk
7
Derivat
6
Derivative
6
Black-Scholes model
5
Black-Scholes-Modell
5
Asian options
4
Hawkes processes
4
Risikomanagement
4
Risk management
4
Interest rate
3
Large deviations
3
Markov chain
3
Markov-Kette
3
Operational risk
3
Operationelles Risiko
3
Portfolio selection
3
Portfolio-Management
3
Probability theory
3
Simulation
3
Wahrscheinlichkeitsrechnung
3
Yield curve
3
Zinsstruktur
3
large deviations
3
Arbitrage
2
Asymptotic expansions
2
Black-Scholes models
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Pirjol, Dan
3
Zhu, Lingjiong
1
Published in...
All
Applied mathematical finance
1
International journal of theoretical and applied finance
1
International journal of theoretical and applied finance : IJTAF
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Short-maturity asymptotics for option prices with interest rate effects
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014500189
Saved in:
2
Explosive behavior in a log-normal interest rate model
Pirjol, Dan
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009780635
Saved in:
3
Eurodollar futures pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->