//--> //--> //-->
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
Retain my current filters
~subject:"Option pricing theory"
~isPartOf:"The journal of futures markets"
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
Search: subject_exact:"Martingal"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Martingal
7
Martingale
7
Optionspreistheorie
5
Theorie
3
Theory
3
USA
2
United States
2
1979-2003
1
1990-1994
1
Black-Scholes model
1
Black-Scholes-Modell
1
Capital income
1
Derivat
1
Derivative
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation
1
Estimation theory
1
Forecasting model
1
Hedging
1
Index futures
1
Index-Futures
1
Kapitaleinkommen
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Prognoseverfahren
1
Schätztheorie
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Corrado, Charles Joseph
1
Guo, Biao
1
Han, Qian
1
Huang, Li-jhang
1
Lajeri-Chaherli, Fatma
1
Liao, Szu-Lang
1
Ryu, Doojin
1
Strong, Norman
1
Wang, Ming-chieh
1
Xu, Xinzhong
1
more ...
less ...
Published in...
All
The journal of futures markets
Finance and stochastics
32
International journal of theoretical and applied finance
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Applied mathematical finance
10
Research paper series / Swiss Finance Institute
8
Journal of mathematical finance
7
Risks : open access journal
6
Asia-Pacific financial markets
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Mathematical methods of operations research
5
Quantitative finance
5
Swiss Finance Institute Research Paper
5
International journal of financial engineering
4
Mathematics and financial economics
4
Review of derivatives research
4
Annals of finance
3
Journal of risk and financial management : JRFM
3
Mathematics of operations research
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Discussion paper / B
2
Discussion paper series / LSE Financial Markets Group
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
European journal of operational research : EJOR
2
Graduate studies in mathematics : GSM
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Mathematical finance
2
Operations research letters
2
SFB 649 discussion paper
2
Springer finance
2
The journal of computational finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied economics
1
Arbetsrapport / Sveriges Lantbruksuniversitet, Institutionen för Skogsekonomi
1
Asia Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Is the KOSPI 200 options market efficient? : parametric and nonparametric tests of the Martingale restriction
Guo, Biao
;
Han, Qian
;
Ryu, Doojin
- In:
The journal of futures markets
33
(
2013
)
7
,
pp. 629-652
Persistent link: https://www.econbiz.de/10009756544
Saved in:
2
Option pricing using the martingale approach with polynomial interpolation
Wang, Ming-chieh
;
Huang, Li-jhang
;
Liao, Szu-Lang
- In:
The journal of futures markets
33
(
2013
)
5
,
pp. 469-491
Persistent link: https://www.econbiz.de/10009726364
Saved in:
3
The hidden martingale restriction in Gram-Charlier option prices
Corrado, Charles Joseph
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 517-534
Persistent link: https://www.econbiz.de/10003493103
Saved in:
4
A note on the valuation of compound options
Lajeri-Chaherli, Fatma
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1103-1115
Persistent link: https://www.econbiz.de/10001729248
Saved in:
5
Do S&P 500 index options violate the martingale restriction?
Strong, Norman
;
Xu, Xinzhong
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 499-521
Persistent link: https://www.econbiz.de/10001410411
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->