//--> //--> //-->
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
isPartOf:"Review of derivatives research"
~person:"Drimus, Gabriel"
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:"Parisian option"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Option trading
3
Optionsgeschäft
3
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
Black-Scholes model
1
Black-Scholes-Modell
1
Calibration
1
Derivat
1
Derivative
1
European options
1
Expansion based approximation of risk-neutral density
1
Gauss-Hermite series expansion
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Structured product
1
Strukturiertes Produkt
1
Theorie
1
Theory
1
VIX futures
1
VIX options
1
Volatility derivatives
1
Volatility of volatility
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Drimus, Gabriel
Wang, Xingchun
3
Escobar, Marcos
2
Farkas, Walter
2
Handley, John C.
2
Hieber, Peter
2
Hung, Mao-Wei
2
Nunes, Joaõ Pedro Vidal
2
Ronn, Ehud I.
2
Ulrich, Maxim
2
Wang, Hsiao-Chuan
2
Wang, Jr-Yan
2
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Areal, Nelson
1
Battauz, Anna
1
Blau, Benjamin
1
Bossy, Mireille
1
Boyd, Naomi E.
1
Brinkmann, Felix
1
Brough, Tyler J.
1
Burnetas, Apostolos N.
1
Carr, Peter
1
Carverhill, Andrew
1
Cassano, Mark A.
1
Chan, Tat Lung
1
Chance, Don M.
1
Chang, Lung-fu
1
Chen, Chun-Ying
1
Chen, Jie
1
Chen, Qihong
1
Cheng, Jun
1
Cheuk, Terry Hon Fu
1
Chiang, Shu Ling
1
Cruz, Aricson
1
Dai, Tian-Shyr
1
Dai, Tian-shyr
1
De Donno, Marzia
1
Dias, José Carlos
1
Dong, Ziming
1
more ...
less ...
Published in...
All
Review of derivatives research
Essays in behavioural financial markets and asset pricing
1
Research paper series / Swiss Finance Institute
1
Review of Derivatives Research, 22 (1), 1-40, (2019)
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A general closed form option pricing formula
Necula, Ciprian
;
Drimus, Gabriel
;
Farkas, Walter
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012311636
Saved in:
2
Local volatility of volatility for the VIX market
Drimus, Gabriel
;
Farkas, Walter
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 267-293
Persistent link: https://www.econbiz.de/10010222940
Saved in:
3
A forward started jump-diffusion model and pricing of cliquet style exotics
Drimus, Gabriel
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008695496
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->