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
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
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
62
Theory
58
Optionspreistheorie
41
Option pricing theory
39
Volatilität
23
Volatility
22
Zinsderivat
20
Interest rate derivative
18
Derivat
16
Zinsstruktur
16
Derivative
15
Yield curve
15
Option trading
12
Optionsgeschäft
12
CAPM
10
Stochastic process
10
Stochastischer Prozess
10
Portfolio selection
9
Portfolio-Management
9
EU-Staaten
8
EU countries
7
Hedging
7
Swap
6
corporate bonds
6
liquidity
6
Anleihe
5
Fama-French model
5
Interest rate
5
Telekommunikationssektor
5
Transaction costs
5
Transaktionskosten
5
Unternehmensanleihe
5
Zins
5
Bond
4
Corporate bond
4
Credit derivative
4
Credit risk
4
Jarrow-Lando-Turnbull model
4
Kreditderivat
4
Kreditrisiko
4
more ...
less ...
Online availability
All
Free
70
Undetermined
22
Type of publication
All
Book / Working Paper
135
Article
89
Type of publication (narrower categories)
All
Working Paper
56
Arbeitspapier
50
Graue Literatur
35
Non-commercial literature
35
Article in journal
28
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
120
Undetermined
104
Author
All
Vorst, Ton
120
Mercurio, Fabio
86
Houweling, Patrick
37
Brigo, Damiano
20
Mentink, Albert
18
Vorst, A. C. F.
13
Moraleda Novo, Juan Manuel
10
Kouwenberg, Roy
9
Moraleda, Juan M.
9
Li, Minqiang
8
Cheuk, Terry Hon Fu
7
Menkveld, Albert J.
7
Castagna, Antonio
6
Gondzio, Jacek
6
Morini, Massimo
6
Donders, Monique
5
Kemna, Angelien G.
5
Kofman, Paul
5
Rijk, F. J. A.
5
Vorst, Ton C. F.
5
Cheuk, Terry H. F.
4
Martens, Martin
4
Mosconi, Paola
4
Pelsser, Antoon André Jean
4
Menkveld, Bert
3
Moreni, Nicola
3
Bisesti, Lorenzo
2
Bonollo, Michele
2
Boyle, Phelim P.
2
Daal, Johannes van
2
Donders, Monique W.M.
2
Errais, Eymen
2
Hardy, Mary
2
Henderiks, R. E.
2
Heynen, Ronald
2
Kemna, A. G. Z.
2
Kemna, Angelien
2
MERCURIO, FABIO
2
Mentink, A.A.
2
Mentink, Albertus André
2
more ...
less ...
Institution
All
Tinbergen Institute
6
Tinbergen Instituut
6
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
4
Econometrisch Instituut <Rotterdam>
3
EconWPA
2
Society for Computational Economics - SCE
2
Bachelier Finance Society
1
Erasmus Research Institute of Management
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
arXiv.org
1
more ...
less ...
Published in...
All
Report / Econometric Institute, Erasmus University Rotterdam
18
Report / Erasmus Center for Financial Research, Erasmus University
18
Discussion paper / Tinbergen Institute
16
Risk : managing risk in the world's financial markets
13
Tinbergen Institute Discussion Papers
12
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Tinbergen Institute Discussion Paper
6
Journal of banking & finance
5
Econometric Institute Research Papers
4
Finance and stochastics
4
Journal of Banking & Finance
4
Bloomberg Portfolio Research Paper
3
Econometric Institute research papers
3
European Journal of Operational Research
3
International journal of theoretical and applied finance
3
Journal of economic dynamics & control
3
European journal of operational research : EJOR
2
Finance
2
Finance and Stochastics
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of Economic Dynamics and Control
2
Journal of International Money and Finance
2
Journal of international money and finance
2
Quantitative Finance
2
The Kyoto economic review
2
The journal of finance : the journal of the American Finance Association
2
Annals of operations research
1
Applied Mathematical Finance
1
Applied mathematical finance
1
Bloomberg Education and Quantitative Research Paper
1
Computing in Economics and Finance 1999
1
Computing in Economics and Finance 2005
1
Credit risk : models, derivatives, and management
1
ERIM Report Series Research in Management
1
ERIM report series research in management
1
Environment & planning
1
European financial management : the journal of the European Financial Management Association
1
Inflation risks and products : the complete guide
1
more ...
less ...
Source
All
ECONIS (ZBW)
139
RePEc
51
OLC EcoSci
26
EconStor
6
USB Cologne (EcoSocSci)
2
Showing
71
-
80
of
224
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Currency lookback options and observation frequency: A binomial approach
Cheuk, Terry H. F.
;
Vorst, Ton C. F.
- In:
Journal of International Money and Finance
16
(
1997
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10005311680
Saved in:
72
Pricing American interest rate claims with humped volatility models
Moraleda, Juan M.
;
Vorst, Ton C. F.
- In:
Journal of Banking & Finance
21
(
1997
)
8
,
pp. 1131-1157
Persistent link: https://www.econbiz.de/10005213759
Saved in:
73
Mixtures of tails in clustered automobile collision claims
Kalb, Guyonne R. J.
;
Kofman, Paul
;
Vorst, Ton C. F.
- In:
Insurance: Mathematics and Economics
18
(
1996
)
2
,
pp. 89-107
Persistent link: https://www.econbiz.de/10005375216
Saved in:
74
The impact of firm specific news on implied volatilities
Donders, Monique W. M.
;
Vorst, Ton C. F.
- In:
Journal of Banking & Finance
20
(
1996
)
9
,
pp. 1447-1461
Persistent link: https://www.econbiz.de/10005201292
Saved in:
75
Optimal housing maintenance under uncertainty
Vorst, A. C. F.
- In:
Journal of Urban Economics
21
(
1987
)
2
,
pp. 209-227
Persistent link: https://www.econbiz.de/10005229996
Saved in:
76
Equilibrium points in an urban retail model and their connection with dynamical systems
Rijk, F. J. A.
;
Vorst, A. C. F.
- In:
Regional Science and Urban Economics
13
(
1983
)
3
,
pp. 383-399
Persistent link: https://www.econbiz.de/10005377285
Saved in:
77
A pricing method for options based on average asset values
Kemna, A. G. Z.
;
Vorst, A. C. F.
- In:
Journal of Banking & Finance
14
(
1990
)
1
,
pp. 113-129
Persistent link: https://www.econbiz.de/10005201224
Saved in:
78
The cusp catastrophe in the urban retail model
Kaashoek, J. F.
;
Vorst, A. C. F.
-
1983
Persistent link: https://www.econbiz.de/10002072028
Saved in:
79
On generalized linear demand system
Vorst, A. C. F.
;
Daal, J. van
-
1979
Persistent link: https://www.econbiz.de/10001562638
Saved in:
80
Equilibrium points in an urban retail model and their connection with dynamical systems
Rijk, F. J. A.
;
Vorst, A. C. F.
- In:
Regional science & urban economics
13
(
1983
)
3
,
pp. 383-399
Persistent link: https://www.econbiz.de/10002689798
Saved in:
First
Prev
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
