//--> //--> //-->
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:"Asia-Pacific financial markets"
~person:"Tanokura, Yoko"
~person:"Ševčovič, Daniel"
~subject:"Derivat"
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:"Option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Option pricing theory
3
Optionspreistheorie
3
Black-Scholes model
2
Black-Scholes-Modell
2
Credit rating
2
Credit risk
2
Kreditrisiko
2
Kreditwürdigkeit
2
Volatility
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
Black-Scholes equation with nonlinear volatility
1
Corporate bond
1
Corporate bondTerm structure of default probabilities (TSDP)
1
Credit default swap
1
Credit derivative
1
Credit risk price spread
1
Credit risk price spread (CRiPS)
1
Derivative
1
EU countries
1
EU-Staaten
1
Early exercise boundary
1
Euro area
1
European Economic and Monetary Union
1
Eurozone
1
Experiment
1
Government bond pricing model
1
Insolvency
1
Insolvenz
1
Kreditderivat
1
Maastricht treaty
1
Market credit rating (M-Rating)
1
Nonlinear Black-Scholes equation
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Perpetual American put option
1
Public bond
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Tanokura, Yoko
Ševčovič, Daniel
Platen, Eckhard
2
Baldeaux, Jan
1
Chung, Tsz-kin
1
Fujii, Masaaki
1
Grossinho, Maria do Rosário
1
Heath, David C.
1
Hui, Cho H.
1
Ji, Qin
1
Kord, Yaser
1
Liang, Jin
1
Lindensjö, Kristoffer
1
Lo, Chi-fai
1
Ma, Jun Mei
1
Muroi, Yoshifumi
1
Nakajima, Katsushi
1
Takahashi, Akihiko
1
Takino, E. Kazuhiro
1
Wang, Tao
1
Ōhashi, Kazuhiko
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->