//--> //--> //-->
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
~institution:"Centre for Actuarial Studies"
~institution:"Centre of Financial Studies"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~type_genre:"Non-commercial literature"
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:"Optionsbewertung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
7
Optionspreistheorie
7
Theorie
5
Theory
5
Volatility
3
Volatilität
3
Transaction costs
2
Transaktionskosten
2
Mathematics
1
Mathematik
1
Option trading
1
Optionsgeschäft
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
7
Graue Literatur
7
Working Paper
7
Language
All
English
7
Author
All
O'Connor, Ian
2
Palmer, Ken
2
Collin-Dufresne, Pierre
1
Dufresne, Daniel
1
Goldstein, Robert S.
1
McCulloch, J. Huston
1
Institution
All
Centre for Actuarial Studies
Centre of Financial Studies
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
Centre for Analytical Finance <Århus>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Ekonomiska forskningsinstitutet <Stockholm>
8
National Bureau of Economic Research
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
4
Johannes Gutenberg-Universität Mainz
4
Universitat Pompeu Fabra / Departament d'Economia i Empresa
4
Chambre de commerce et d'industrie de Paris
3
Institut for Finansiering <Frederiksberg>
3
Institute of Finance and Accounting <London>
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Institutt for Foretaksøkonomi <Bergen, Norwegen>
2
International Center for Financial Asset Management and Engineering
2
Judge Institute of Management Studies
2
Karlsruher Institut für Technologie
2
Queen Mary College / Department of Economics
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Universität Ulm
2
École des Hautes Études Commerciales <Lausanne>
2
Australian National University / Faculty of Economics and Commerce
1
Center for Economic Research <Minneapolis, Minn.>
1
Center for International Food and Agricultural Policy
1
Centre for Economic Policy Research
1
Christian-Albrechts-Universität zu Kiel
1
Columbia University / Graduate School of Business
1
Danmarks Nationalbank
1
ESCP-EAP European School of Management
1
Eberhard Karls Universität Tübingen
1
Erasmus Research Institute of Management
1
more ...
less ...
Published in...
All
Research paper series / Centre of Financial Studies, Faculty of Economics and Commerce, University of Melbourne
4
Fisher College of Business working paper series
2
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The risk-neutral measure and option pricing under log-stable uncertainty
McCulloch, J. Huston
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001905493
Saved in:
2
Asian and basket asymptotics
Dufresne, Daniel
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001696644
Saved in:
3
"True" stochastic volatility and a generalized class of affine models
Collin-Dufresne, Pierre
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522553
Saved in:
4
Replication and super replicating portfolios in the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001594742
Saved in:
5
Generated volatility cones
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596887
Saved in:
6
Volatility cones in SPI futures
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596888
Saved in:
7
Extensions to the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596890
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->