//--> //--> //-->
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:"International journal of theoretical and applied finance"
~subject:"Asien"
~subject:"Martingale"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Asien
Martingale
Option trading
111
Optionsgeschäft
111
Option pricing theory
83
Optionspreistheorie
83
Volatility
34
Volatilität
34
Stochastic process
28
Stochastischer Prozess
28
Theorie
23
Theory
23
Black-Scholes model
22
Black-Scholes-Modell
22
Derivat
22
Derivative
22
Hedging
20
Experiment
10
barrier options
7
American options
6
Asia
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Credit risk
5
Kreditrisiko
5
Mathematical programming
5
Mathematische Optimierung
5
Search theory
5
Suchtheorie
5
CAPM
4
Correlation
4
Korrelation
4
Markov chain
4
Markov-Kette
4
Martingal
4
Portfolio selection
4
Portfolio-Management
4
Statistical distribution
4
Statistische Verteilung
4
Wiener-Hopf factorization
4
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Alfonsi, Aurélien
1
Blais, Marcel
1
Buffet, Emmanuel
1
Bäuerle, Nicole
1
Corbetta, Jacopo
1
Elliott, Robert J.
1
Feng, Runhuan
1
Fusai, G.
1
Jourdain, Benjamin
1
Lai, Rose Neng
1
Lavagnini, Silvia
1
Ong, Seow-eng
1
Pirjol, Dan
1
Protter, Philip E.
1
Schmithals, Daniel Matthias
1
Sing, Tien-foo
1
Siu, Tak Kuen
1
Tagliani, Aldo
1
Volkmer, Hans W.
1
Zhu, Lingjiong
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Review of derivatives research
3
International journal of financial engineering
2
Journal of mathematical finance
2
Mathematical finance
2
Quantitative finance
2
Risks : open access journal
2
28th Australasian Finance and Banking Conference
1
Annals of financial economics
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European journal of operational research : EJOR
1
Finance : revue de l'Association Française de Finance
1
INFORMS journal on computing : JOC
1
International journal of financial markets and derivatives
1
International journal of theoretical and applied finance : IJTAF
1
International review of economics & finance : IREF
1
Inventi impact: microfinance & banking
1
Journal of economic dynamics & control
1
Journal of economics, finance & administrative science
1
Journal of financial economics
1
Journal of international financial markets, institutions & money
1
Journal of risk
1
Mathematics of operations research
1
Pacific-Basin finance journal
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Research paper series / Swiss Finance Institute
1
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
1
Review of Pacific Basin financial markets and policies
1
Swiss Finance Institute Research Paper
1
Série de trabalhos para discussão
1
The journal of computational finance
1
The journal of futures markets
1
Thought-leadership in supply chain finance and risk management
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Consistent upper price bounds for exotic options
Bäuerle, Nicole
;
Schmithals, Daniel Matthias
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012650310
Saved in:
2
Pricing Asian options with correlators
Lavagnini, Silvia
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012887425
Saved in:
3
Sampling of one-dimensional probability measures in the convex order and computation of robust option price bounds
Alfonsi, Aurélien
;
Corbetta, Jacopo
;
Jourdain, Benjamin
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012019745
Saved in:
4
Sensitivities of Asian options in the black-scholes model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
Saved in:
5
Conditional Asian options
Feng, Runhuan
;
Volkmer, Hans W.
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011403926
Saved in:
6
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
7
An analysis of the supply curve for liquidity risk through book data
Blais, Marcel
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 821-838
Persistent link: https://www.econbiz.de/10008905116
Saved in:
8
Values of mortgages with top-up payment options
Lai, Rose Neng
;
Ong, Seow-eng
;
Sing, Tien-foo
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 801-824
Persistent link: https://www.econbiz.de/10003379044
Saved in:
9
An accurate valuation of Asian options using moments
Fusai, G.
;
Tagliani, Aldo
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 147-169
Persistent link: https://www.econbiz.de/10001662967
Saved in:
10
Defaultable bonds as Asian options
Buffet, Emmanuel
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 571
Persistent link: https://www.econbiz.de/10001524455
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->