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
Pricing Claims Under GARCH-Lev...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
29
Theory
29
Option pricing theory
15
Optionspreistheorie
15
Yield curve
15
Zinsstruktur
15
USA
14
United States
14
CAPM
8
Interest rate derivative
8
Zinsderivat
8
Derivat
7
Derivative
7
Volatility
7
Volatilität
7
Estimation
5
Schätzung
5
Credit
4
Credit risk
4
Kredit
4
Kreditrisiko
4
Risikoprämie
4
Risk premium
4
ARCH model
3
ARCH-Modell
3
Capital structure
3
Indexation
3
Indexbindung
3
Inflation expectations
3
Inflationserwartung
3
Kapitalstruktur
3
Lieferkette
3
Optionsgeschäft
3
Portfolio selection
3
Portfolio-Management
3
Supply chain
3
Swap
3
1998-2000
2
Aktienoption
2
Aktienrückkauf
2
more ...
less ...
Online availability
All
Free
7
Undetermined
6
Type of publication
All
Article
46
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
7
Working Paper
7
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
51
Undetermined
8
Author
All
Ritchken, Peter H.
51
Sankarasubramanian, L.
11
Thomson, James B.
7
Ritchken, P.
6
Haubrich, Joseph Gerard
5
Fan, Rong
4
Pennacchi, George G.
4
Krishnan, C. N. V.
3
McWalter, Thomas A.
3
Sun, Zhiqiang
3
Babich, Volodymyr
2
Bliss, Robert R.
2
Burnetas, Apostolos N.
2
Duan, Jin-Chuan
2
Gupta, Anurag
2
Hsieh, K.C.
2
Kamrad, B.
2
Krishnan, C.N.V.
2
Kuo, Shyanjaw
2
Li, Anlong
2
Li, Hantao
2
Popova, Ivilina
2
Wang, Yunzeng
2
Aka, M.
1
Backwell, Alex
1
Berndt, Antje
1
Boenawan, Kiekie
1
Chuang, Iyuan
1
Cvsa, V.
1
DeGennaro, R.P.
1
Gilbert, S.M.
1
Gruca, E.
1
Hsieh, K.
1
Kamrad, Bardia
1
Lai, Guoming
1
Li, A.
1
Lin, Junze
1
Mathur, Kamlesh
1
Petkova, Ralitsa
1
RITCHKEN, P.
1
more ...
less ...
Institution
All
Federal Reserve Bank of Cleveland
2
Marshall School of Business, University of Southern California
1
Published in...
All
Federal Reserve Bank of Cleveland working paper series
7
Review of derivatives research
6
European journal of operational research : EJOR
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of finance : the journal of the American Finance Association
4
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Advances in futures and options research : a research annual
2
Journal of banking & finance
2
Journal of financial intermediation
2
Manufacturing & service operations management : M & SOM
2
The journal of futures markets
2
The review of financial studies
2
Working paper / Federal Reserve Bank of Cleveland
2
Advances in international banking and finance
1
CMBF papers
1
Derivatives and intermediation
1
European Journal of Operational Research
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial services research : JFSR
1
Journal of money, credit and banking : JMCB
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Review of Derivatives Research
1
Review of quantitative finance and accounting
1
Series in Finance
1
Southern California - School of Business Administration
1
Working paper series / Federal Reserve Bank of Atlanta
1
more ...
less ...
Source
All
ECONIS (ZBW)
51
OLC EcoSci
5
RePEc
3
Showing
31
-
40
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
On bounding option prices in Paretian stable markets
Popova, Ivilina
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
Saved in:
32
Empirical tests of two state-variable HJM models
Bliss, Robert R.
;
Ritchken, Peter H.
-
1995
Persistent link: https://www.econbiz.de/10000925737
Saved in:
33
Capital budgeting using contingent claims analysis : a tutorial
Ritchken, Peter H.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 119-143
Persistent link: https://www.econbiz.de/10001081734
Saved in:
34
On arbitrage-free pricing of interest rate contingent claims
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 259-264
Persistent link: https://www.econbiz.de/10001084192
Saved in:
35
Option bounds with finite revision opportunities
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 301-308
Persistent link: https://www.econbiz.de/10001059368
Saved in:
36
Reliability, pricing and quality control
Tapiero, Charles S.
- In:
European journal of operational research : EJOR
31
(
1987
)
1
,
pp. 37-45
Persistent link: https://www.econbiz.de/10001030869
Saved in:
37
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:
38
On stochastic dominance and decreasing absolute risk averse option pricing bounds
Ritchken, Peter H.
- In:
Management science : journal of the Institute for …
35
(
1989
)
1
,
pp. 51-59
Persistent link: https://www.econbiz.de/10001066766
Saved in:
39
Lattice models for pricing American interest rate claims
Li, Anlong
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 719-737
Persistent link: https://www.econbiz.de/10001184823
Saved in:
40
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:
First
Prev
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
