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~person:"Tankov, Peter"
~type_genre:"Aufsatz im Buch"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
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Option pricing theory
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Optionspreistheorie
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Volatilität
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Black-Scholes model
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Tankov, Peter
Fabozzi, Frank J.
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Numerical methods in finance : Bordeaux, June 2010
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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ECONIS (ZBW)
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Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
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2
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
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3
Swing options valuation : a BSDE with constrained jumps approach
Bernhart, Marie
;
Pham, Huyen
;
Tankov, Peter
;
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 379-400)
.
2012
Persistent link: https://www.econbiz.de/10009577188
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4
Pricing, hedging, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
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