//--> //--> //--> //-->
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
Malliavin calculus in a binomi...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
112
Theory
112
Optionspreistheorie
72
Option pricing theory
71
Markov chain
68
Markov-Kette
66
Stochastic process
57
Stochastischer Prozess
57
Portfolio selection
32
Portfolio-Management
32
Pollution
26
Umweltbelastung
26
Volatility
24
Volatilität
24
China
22
Risiko
22
Risk
22
CAPM
21
Auslandsinvestition
20
Foreign investment
20
Industrie
18
Manufacturing industries
18
Estimation
17
Großbritannien
17
Intra-industry trade
17
Intraindustrieller Handel
17
Schätzung
17
United Kingdom
17
Environmental policy
16
Hedging
16
Umweltpolitik
16
Yield curve
16
Zinsstruktur
16
Derivat
14
Derivative
14
Option trading
14
Optionsgeschäft
14
USA
14
United States
14
Black-Scholes model
12
more ...
less ...
Online availability
All
Undetermined
144
Free
79
Type of publication
All
Article
366
Book / Working Paper
106
Type of publication (narrower categories)
All
Article in journal
220
Aufsatz in Zeitschrift
220
Arbeitspapier
39
Working Paper
39
Graue Literatur
38
Non-commercial literature
38
Aufsatz im Buch
14
Book section
14
Aufsatzsammlung
4
Collection of articles of several authors
3
Lehrbuch
3
Sammelwerk
3
Textbook
3
Article
1
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Festschrift
1
Hochschulschrift
1
Interview
1
Konferenzbeitrag
1
Rezension
1
Thesis
1
technical-paper
1
more ...
less ...
Language
All
English
330
Undetermined
142
Author
All
Elliott, Robert J.
198
Siu, Tak Kuen
165
Elliott, Robert J. R.
120
Cole, Matthew A.
49
Cohen, Samuel N.
30
Shen, Yang
24
Strobl, Eric
19
Yang, Hailiang
17
Ching, Wai Ki
16
Azhar, Abdul K. M.
15
Lau, John W.
14
Badescu, Alex
13
Miao, Hong
13
Madan, Dilip B.
12
Okubo, Toshihiro
12
Lyle, Matthew R.
11
Hoek, John van der
10
Chan, Leunglung
9
Badescu, Alexandru
8
Meng, Hui
8
ELLIOTT, ROBERT J.
7
Fan, Kun
7
Fung, Eric S.
7
Reisinger, Christoph
7
Shimamoto, Kenichi
7
Sun, Puyang
7
Szpruch, Lukasz
7
Wang, Sheng
7
Barone-Adesi, Giovanni
6
Brülhart, Marius
6
Chesney, Marc
6
Elliott, Robert
6
Jamieson, Barbara M.
6
Mamon, Rogemar S.
6
Ortega, Juan-Pablo
6
Wang, Ning
6
Zhang, Xin
6
Bradrania, Reza
5
Jeanblanc, Monique
5
Lindley, Joanne K.
5
more ...
less ...
Institution
All
arXiv.org
10
Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews
1
Chambre de commerce et d'industrie de Paris
1
Federal Reserve Bank of Chicago
1
Institut für Schweizerisches Bankwesen <Zürich>
1
Institute of Economic Research, Kyoto University
1
Published in...
All
Insurance / Mathematics & economics
30
Applied mathematical finance
18
Energy economics
15
Insurance: Mathematics and Economics
13
International journal of theoretical and applied finance
13
Economic modelling
12
Journal of economic dynamics & control
12
Papers / arXiv.org
10
Annals of finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Computational economics
8
Department of Economics discussion paper / Department of Economics, The University of Birmingham
8
Discussion papers / Department of Economics, The University of Birmingham
8
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
8
Applied Mathematical Finance
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Stochastic Processes and their Applications
7
Economic Modelling
6
Finance and stochastics
6
Mathematical Finance
6
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
6
Review of world economics
6
The world economy : the leading journal on international economic relations
6
Asia-Pacific financial markets
5
Environmental and resource economics
5
IMA journal of management mathematics
5
Journal of Economic Dynamics and Control
5
Quantitative Finance
5
Annals of operations research
4
European journal of operational research : EJOR
4
Mathematical methods of operations research
4
RIETI discussion paper series
4
The journal of futures markets
4
CREDIT research paper
3
Energy Economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International Series in Operations Research & Management Science
3
Operations research letters
3
Quantitative finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
324
RePEc
85
OLC EcoSci
58
USB Cologne (EcoSocSci)
2
USB Cologne (business full texts)
1
EconStor
1
Other ZBW resources
1
more ...
less ...
Showing
11
-
20
of
472
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10011377522
Saved in:
12
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
13
Viterbi-based estimation for Markov switching GARCH model
Elliott, Robert J.
;
Lau, John W.
;
Miao, Hong
;
Siu, Tak Kuen
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 219-231
Persistent link: https://www.econbiz.de/10009710984
Saved in:
14
Esscher transforms and consumption-based models
Badescu, Alex
;
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 337-347
Persistent link: https://www.econbiz.de/10009517559
Saved in:
15
Bond valuation under a discrete-time regime-switching term-structure model and its continuous-time extension
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alex
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1025-1047
Persistent link: https://www.econbiz.de/10009388893
Saved in:
16
A Dupire equation for a regime-switching model
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011403770
Saved in:
17
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
18
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
19
Option pricing and filtering with hidden Markov-modulated pure-jump processes
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009737182
Saved in:
20
Bitcoin option pricing with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->