//--> //--> //-->
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
type_genre:"Graue Literatur"
isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Option pricing theory"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
983
Theory
983
Estimation theory
236
Schätztheorie
236
Time series analysis
103
Zeitreihenanalyse
103
Estimation
84
Schätzung
84
Stochastic process
75
Stochastischer Prozess
75
Experiment
60
Nichtparametrisches Verfahren
60
Nonparametric statistics
60
Statistical theory
59
Statistische Methodenlehre
59
Game theory
50
Spieltheorie
50
Regression analysis
47
Regressionsanalyse
47
Deutschland
41
Germany
41
France
38
Frankreich
38
Markov chain
37
Markov-Kette
37
Statistical test
35
Statistischer Test
35
Volatility
35
Volatilität
35
Auction theory
31
Auktionstheorie
31
USA
31
United States
31
Börsenkurs
30
Optionspreistheorie
30
Portfolio selection
30
Portfolio-Management
30
Share price
30
PC software
27
more ...
less ...
Type of publication
All
Book / Working Paper
30
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
30
Non-commercial literature
30
Working Paper
30
Amtsdruckschrift
15
Government document
15
Language
All
English
30
Author
All
Renault, Eric
5
Härdle, Wolfgang
4
Touzi, Nizar
4
Garcia, René
3
Gouriéroux, Christian
3
Prigent, Jean-Luc
3
Scaillet, Olivier
3
Bouchard, Bruno
2
Krutchenko, R. N.
2
Laurent, Jean-Paul
2
Luger, Richard
2
Monfort, Alain
2
Pham, Huyên
2
Renault, Olivier
2
Schmidt, Peter
2
Schweizer, Martin
2
Zheng, Jun
2
Bank, Peter
1
Baum, Dietmar
1
Clément, Emmanuelle
1
Darolles, Serge
1
Fengler, Matthias R.
1
Föllmer, Hans
1
Giesecke, Kay
1
Hafner, Christian M.
1
Herwartz, Helmut
1
Huynh, Kim
1
Kervalla, Pierre
1
Kirch, Michael
1
Koehl, Pierre-François
1
Lamberton, Damien
1
Leisen, Dietmar
1
Lesne, Jean-Philippe
1
Lüssem, Jens
1
Melnikov, A. V.
1
Melʹnikov, Aleksandr V.
1
Pastorello, Sergio
1
Schumacher, Jürgen
1
Yatchew, Adonis John
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working paper series / Centre for Practical Quantitative Finance
28
SFB 649 discussion paper
26
Working paper / National Bureau of Economic Research, Inc.
22
Discussion paper / B
20
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
12
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
12
Discussion paper / Centre for Economic Policy Research
11
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
11
Research paper series / Swiss Finance Institute
11
Tübinger Diskussionsbeitrag
10
Discussion paper
9
Meddelanden från Svenska Handelshögskolan
9
Bonn Econ Discussion Papers / BGSE
8
CoFE discussion papers
8
Discussion paper series / LSE Financial Markets Group
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Tübinger Diskussionsbeiträge
8
Discussion paper / Center for Economic Research, Tilburg University
7
Report / Erasmus Center for Financial Research, Erasmus University
7
Swiss Finance Institute Research Paper
7
Working paper
7
Berichte des Fraunhofer ITWM
6
CREATES research paper
6
Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
6
Discussion papers of interdisciplinary research project 373
6
Les cahiers de recherche / HEC Paris
6
Research notes in economics & statistics
6
Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
6
Working paper series / Federal Reserve Bank of Atlanta
6
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
6
Discussion paper / Tinbergen Institute
5
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
5
Finance and economics discussion series
5
Publications from Department of Management
5
Research paper / International Center for Financial Asset Management and Engineering
5
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
30
of
30
Sort
Relevance
Date (newest first)
Date (oldest first)
1
How precise are price distributions predicted by implied binomial trees?
Härdle, Wolfgang
;
Zheng, Jun
-
2002
Persistent link: https://www.econbiz.de/10001653655
Saved in:
2
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap
Härdle, Wolfgang
;
Yatchew, Adonis John
-
2002
Persistent link: https://www.econbiz.de/10001668612
Saved in:
3
Credit risk modeling and valuation : an introduction
Giesecke, Kay
-
2002
Persistent link: https://www.econbiz.de/10001697727
Saved in:
4
Efficient hedging for a complete jump-diffusion model
Kirch, Michael
;
Krutchenko, R. N.
;
Melʹnikov, Aleksandr V.
-
2002
Persistent link: https://www.econbiz.de/10001684697
Saved in:
5
Estimating state-price densities with nonparametric regression
Huynh, Kim
;
Kervalla, Pierre
;
Zheng, Jun
-
2002
Persistent link: https://www.econbiz.de/10001684936
Saved in:
6
Simulation based option pricing
Lüssem, Jens
;
Schumacher, Jürgen
-
2002
Persistent link: https://www.econbiz.de/10001685020
Saved in:
7
Hedging and portfolio optimization in illiquid financial markets
Bank, Peter
;
Baum, Dietmar
-
2002
Persistent link: https://www.econbiz.de/10001685047
Saved in:
8
Pricing with splines
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742493
Saved in:
9
The analysis of implied volatilites
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Schmidt, Peter
-
2001
Persistent link: https://www.econbiz.de/10001631320
Saved in:
10
Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
Saved in:
11
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
Saved in:
12
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
13
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549287
Saved in:
14
Quantile hedging for a jump-diffusion financial market model/ R. N. Krutchenko; A. V. Melnikov
Krutchenko, R. N.
;
Melnikov, A. V.
-
2000
Persistent link: https://www.econbiz.de/10001485506
Saved in:
15
Probabilistic aspects of financial risk
Föllmer, Hans
-
2000
Persistent link: https://www.econbiz.de/10001550562
Saved in:
16
Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang
;
Schmidt, Peter
-
2000
Persistent link: https://www.econbiz.de/10001555314
Saved in:
17
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
18
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413478
Saved in:
19
A guided tour through quadratic hedging approaches
Schweizer, Martin
-
1999
Persistent link: https://www.econbiz.de/10001473109
Saved in:
20
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
21
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
22
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
23
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
Saved in:
24
Local risk-minimization under transaction costs
Lamberton, Damien
;
Pham, Huyên
;
Schweizer, Martin
-
1998
Persistent link: https://www.econbiz.de/10000992328
Saved in:
25
Approximating payoffs and approximating pricing formulas
Darolles, Serge
;
Laurent, Jean-Paul
-
1997
Persistent link: https://www.econbiz.de/10000980460
Saved in:
26
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
27
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000975624
Saved in:
28
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
29
American options exercise boundary when the volatility changes randomly
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924111
Saved in:
30
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->