//--> //--> //--> //-->
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 double-barrier Parisia...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Laplace transform
132
Analytical solution
32
Theorie
28
Theory
26
Option pricing theory
25
Optionspreistheorie
25
Stochastischer Prozess
23
analytical solution
23
Stochastic process
22
Optionsgeschäft
14
Option trading
13
Volatility
11
Volatilität
11
Laplace Transform
9
Probability theory
8
Risiko
8
Risk
8
Wahrscheinlichkeitsrechnung
8
Statistical distribution
7
Statistische Verteilung
7
Stochastic volatility
7
Portfolio selection
6
Portfolio-Management
6
Estimation theory
5
Finanzmathematik
5
Lévy processes
5
Markov chain
5
Mathematical finance
5
Option pricing
5
Parisian options
5
Risk aversion
5
Schätztheorie
5
bequest
5
laplace transform
5
taxation
5
wealth inequality
5
Black-Scholes model
4
Black-Scholes-Modell
4
Cauchy's Residue Theorem
4
Input–output analysis
4
more ...
less ...
Online availability
All
Undetermined
124
Free
51
Type of publication
All
Article
162
Book / Working Paper
39
Other
1
Type of publication (narrower categories)
All
Article in journal
66
Aufsatz in Zeitschrift
66
Working Paper
7
Article
4
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
research-article
2
more ...
less ...
Language
All
Undetermined
112
English
90
Author
All
Grubbström, Robert W.
8
Todorov, Viktor
7
Dassios, Angelos
5
Rai, S.
5
Tauchen, George
5
Bogataj, Marija
4
Grynkiv, Iaryna
4
Loke, Sooie-Hoe
4
Pelsser, Antoon
4
Wang, Yongjin
4
Wu, Shanle
4
Gzyl, Henryk
3
Kleiber, Christian
3
Li, Shuanming
3
Mandjes, Michel
3
Manglik, A.
3
Sendova, Kristina P.
3
Sexauer, Martin
3
Singh, R.
3
Song, Shiyu
3
Tang, Ou
3
Torabi, Mohsen
3
Willmot, Gordon E.
3
Wu, Lan
3
Wälde, Klaus
3
Zhang, Kaili
3
Albiol, Hortensia Fontanals
2
Avram, Florin
2
Boucekkine, Raouf
2
Chinthalapati, V. L. Raju
2
Cui, Zhenyu
2
Fischer, Marcel
2
Gapeev, Pavel V.
2
Giudice, Giuseppe Del
2
Gruntjes, Paul
2
Hadžić, Neven
2
Hron, Jan
2
Iseger, Peter
2
Jadrna, Monika
2
Jensen, Bjarne Astrup
2
more ...
less ...
Institution
All
Duke University, Department of Economics
4
Facultat d'Economia i Empresa, Universitat de Barcelona
3
HAL
3
London School of Economics (LSE)
3
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
2
Banque de France
1
C.E.P.R. Discussion Papers
1
CESifo
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Department of Economics and Related Studies, University of York
1
Dipartimento di Economia, Università degli Studi di Perugia
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Finance Discipline Group, Business School
1
Rimini Centre for Economic Analysis (RCEA)
1
Tilburg University, Center for Economic Research
1
Tinbergen Institute
1
Tinbergen Instituut
1
University of Bonn, Germany
1
Université Paris-Dauphine (Paris IX)
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Wirtschaftswissenschaftliche Fakultät, Bayerische Julius-Maximilians-Universität Würzburg
1
more ...
less ...
Published in...
All
Water Resources Management
13
Insurance / Mathematics & economics
10
Statistics & Probability Letters
9
Insurance: Mathematics and Economics
7
Physica A: Statistical Mechanics and its Applications
7
European journal of operational research : EJOR
6
Energy
4
International journal of production economics
4
Mathematics and Computers in Simulation (MATCOM)
4
Risks : open access journal
4
Working Papers / Duke University, Department of Economics
4
Finance and Stochastics
3
International Journal of Production Economics
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
International journal of production research
3
Journal of econometrics
3
LSE Research Online Documents on Economics
3
Risks
3
Working Papers / HAL
3
Working Papers in Economics
3
Annals of the Institute of Statistical Mathematics
2
Applied Energy
2
Applied Mathematical Finance
2
Bonn Econ Discussion Papers
2
Computational economics
2
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2
International journal of financial engineering
2
International journal of theoretical and applied finance
2
Journal of Economic Dynamics and Control
2
Journal of economic dynamics & control
2
Mathematics and financial economics
2
Operations Research and Decisions
2
Operations research letters
2
Renewable Energy
2
Research Papers Faculty of Materials Science and Technology Slovak University of Technology
2
Scandinavian actuarial journal
2
Tinbergen Institute Discussion Papers
2
W.E.P. - Würzburg Economic Papers
2
Annals of Financial Economics (AFE)
1
Annals of financial economics
1
more ...
less ...
Source
All
RePEc
120
ECONIS (ZBW)
69
EconStor
8
Other ZBW resources
3
BASE
2
Showing
81
-
90
of
202
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
The "delta" of the Margrabe formula
Sebehela, Tumellano
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010392141
Saved in:
82
The space of solution alternatives in the optimal lotsizing problem for general assembly systems applying MRP theory
Grubbström, Robert W.
;
Tang, Ou
- In:
International journal of production economics
140
(
2012
)
2
,
pp. 765-777
Persistent link: https://www.econbiz.de/10009682535
Saved in:
83
On the representation of timing for different structures within MRP theory
Bogataj, Marija
;
Grubbström, Robert W.
- In:
International journal of production economics
140
(
2012
)
2
,
pp. 749-755
Persistent link: https://www.econbiz.de/10009682541
Saved in:
84
Efficient optimization algorithms for surgical scheduling under uncertainty
Tsai, Shing Chih
;
Yeh, Yingchieh
;
Kuo, Chen-Yun
- In:
European journal of operational research : EJOR
293
(
2021
)
2
,
pp. 579-593
Persistent link: https://www.econbiz.de/10012513220
Saved in:
85
Occupation times of Lévy processes
Wu, Lan
;
Zhang, Xiao
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012655022
Saved in:
86
Transient analysis of an affine Queue-Hawkes process
Legros, Benjamin
- In:
Operations research letters
49
(
2021
)
3
,
pp. 393-399
Persistent link: https://www.econbiz.de/10012591639
Saved in:
87
The likelihood of mixed hitting times
Abbring, Jaap H.
;
Salimans, Tim
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
Saved in:
88
Pricing discrete path-dependent options under a double exponential jump-diffusion model
Fuh, Cheng-der
;
Luo, Sheng-feng
;
Yen, Ju-fang
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2702-2713
Persistent link: https://www.econbiz.de/10009776395
Saved in:
89
On the probability of default in a market with price clustering and jump risk
Song, Shiyu
;
Wang, Yongjin
;
Xu, Guangli
- In:
Mathematics and financial economics
14
(
2020
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10012240142
Saved in:
90
Move-based hedging of variable annuities : a semi-analytic approach
Lin, X. Sheldon
;
Wu, Panpan
;
Wang, Xiao
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 40-49
Persistent link: https://www.econbiz.de/10011630601
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->