//--> //--> //--> //-->
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
~type_genre:"Article in journal"
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
Option pricing with hedging at...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
19
Theory
19
Option pricing theory
12
Optionspreistheorie
12
Volatility
8
Volatilität
8
Hedging
5
Option trading
5
Optionsgeschäft
5
Derivat
4
Derivative
4
Interest rate derivative
4
Zinsderivat
4
EU countries
3
EU-Staaten
3
Stochastic process
3
Stochastischer Prozess
3
Yield curve
3
Zinsstruktur
3
Black-Scholes model
2
Black-Scholes-Modell
2
CAPM
2
Transaction costs
2
Transaktionskosten
2
USA
2
United States
2
1999-2001
1
Ankündigungseffekt
1
Anleihe
1
Announcement effect
1
Arbitrage
1
Betriebliche Liquidität
1
Bond
1
Börsenkurs
1
Commodity exchange
1
Corporate bond
1
Corporate liquidity
1
Credit derivative
1
Credit insurance
1
Currency derivative
1
more ...
less ...
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
Working Paper
56
Arbeitspapier
50
Graue Literatur
35
Non-commercial literature
35
Aufsatz in Zeitschrift
28
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
1
Conference proceedings
1
Hochschulschrift
1
Konferenzschrift
1
Lehrbuch
1
Reprint
1
Sammelwerk
1
Textbook
1
Thesis
1
more ...
less ...
Language
All
English
28
Author
All
Vorst, Ton
18
Mercurio, Fabio
11
Brigo, Damiano
3
Houweling, Patrick
3
Kemna, Angelien G.
3
Boyle, Phelim P.
2
Cheuk, Terry Hon Fu
2
Donders, Monique
2
Kouwenberg, Roy
2
Li, Minqiang
2
Mentink, Albert
2
Moraleda Novo, Juan Manuel
2
Bisesti, Lorenzo
1
Castagna, Antonio
1
Daal, Johannes van
1
Gondzio, Jacek
1
Hardy, Mary
1
Heenk, B. A.
1
Henderiks, R. E.
1
Kofman, Paul
1
Martens, Martin
1
Runggaldier, Wolfgang J.
1
more ...
less ...
Published in...
All
Journal of banking & finance
4
International journal of theoretical and applied finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Finance and stochastics
2
Journal of economic dynamics & control
2
Journal of international money and finance
2
Applied mathematical finance
1
European financial management : the journal of the European Financial Management Association
1
Journal of applied econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Oberwolfach
1
PhD research bulletin / Tinbergen Institute
1
Proceedings of the first annual European Futures Research Symposium
1
Review of futures markets
1
Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control
1
The European journal of finance
1
The Kyoto economic review
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
Zeitschrift für Nationalökonomie
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing with hedging at fixed trading dates
Mercurio, Fabio
- In:
Applied mathematical finance
3
(
1996
)
2
,
pp. 135-158
Persistent link: https://www.econbiz.de/10001219285
Saved in:
2
The relation between the rent and selling price of a building under optimal maintenance with uncertainty
Vorst, Ton
- In:
Journal of economic dynamics & control
10
(
1986
)
1
,
pp. 315-320
Persistent link: https://www.econbiz.de/10001027169
Saved in:
3
Life after VaR
Boyle, Phelim P.
;
Hardy, Mary
;
Vorst, Ton
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 48-55
Persistent link: https://www.econbiz.de/10003159545
Saved in:
4
Pricing default swaps : empirical evidence
Houweling, Patrick
;
Vorst, Ton
- In:
Journal of international money and finance
24
(
2005
)
8
,
pp. 1200-1225
Persistent link: https://www.econbiz.de/10003229303
Saved in:
5
Comparing possible proxies of corporate bond liquidity
Houweling, Patrick
;
Mentink, Albert
;
Vorst, Ton
- In:
Journal of banking & finance
29
(
2005
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10002717328
Saved in:
6
Complex barrier options
Cheuk, Terry Hon Fu
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 8-22
Persistent link: https://www.econbiz.de/10001207633
Saved in:
7
The impact of firm specific news on implied volatilities
Donders, Monique
- In:
Journal of banking & finance
20
(
1996
)
9
,
pp. 1447-1461
Persistent link: https://www.econbiz.de/10001207831
Saved in:
8
Valuing Euro rating-triggered step-up telecom bonds
Houweling, Patrick
;
Mentink, Albert
;
Vorst, Ton
- In:
The journal of derivatives : the official publication …
11
(
2003
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10002007151
Saved in:
9
Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique
;
Kouwenberg, Roy
;
Vorst, Ton
- In:
European financial management : the journal of the …
6
(
2000
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001474527
Saved in:
10
A threshold error-correction model for intraday futures and index returns
Martens, Martin
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->