//--> //--> //-->
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:"Quantitative finance"
~person:"Carr, Peter"
~person:"Stentoft, Lars"
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:"Options"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Breeden-Litzenberger formula
1
Derivat
1
Derivative
1
Derivatives
1
Functional analysis
1
Greece
1
Griechenland
1
Hedging
1
Implied distribution
1
Integral equation
1
Kleinste-Quadrate-Methode
1
Least Squares Monte Carlo method
1
Least squares method
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Option trading
1
Options
1
Optionsgeschäft
1
Optionspreistheorie
1
Payoff
1
Price sensitivities
1
Simulation
1
Spectral theorem
1
Static replication
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Carr, Peter
Stentoft, Lars
Bayer, Christian
3
Chan, Tat Lung
3
Cheang, Gerald H. L.
2
Garces, Len Patrick Dominic M.
2
Glau, Kathrin
2
Kim, Kyoung-Kuk
2
Li, Lingfei
2
Lim, Dong-Young
2
Tempone, Raúl
2
Wan, Justin W. L.
2
Yang, Jinqiang
2
Yang, Zhaojun
2
AbaOud, Mohammed A.
1
Abergel, Frédéric
1
Afkhami, Mohamad
1
Akahori, J.
1
Alexander, Carol
1
Arkorful, Gideon Bruce
1
Auster, Johan
1
Baldacci, Bastien
1
Barletta, Andrea
1
Barsotti, F.
1
Bel Hadj Ayed, Ahmed
1
Bergault, Philippe
1
Bollinger, Thomas R.
1
Bonesini, O.
1
Bossu, Sébastien
1
Bouchouev, Ilia
1
Bourgey, F.
1
Brandão, Elísio
1
Brignone, Riccardo
1
Burkovska, O.
1
Callegaro, Giulia
1
Chang, Hao-Han
1
Chen, Haiqiang
1
Chen, Yangang
1
Chen, Yibing
1
Chesney, Marc
1
Choi, Kyoung Jin
1
more ...
less ...
Published in...
All
Quantitative finance
Finance
4
Journal of risk and financial management : JRFM
4
CREATES Research Papers
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The review of financial studies
3
CREATES research paper
2
International journal of theoretical and applied finance
2
Journal of Risk and Financial Management
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Quantitative Finance
2
The journal of derivatives : JOD
2
The journal of finance : the journal of the American Finance Association
2
Applied mathematical finance
1
Asia-Pacific Financial Markets
1
CIRANO - Scientific Publications 2012s-05
1
CORE discussion papers : DP
1
CRIEFF Discussion Papers
1
Cahiers de recherche
1
Economics Papers from University Paris Dauphine
1
European finance review : the official journal of the European Finance Association
1
Finance and Stochastics
1
Finance and stochastics
1
Finance research letters
1
Handbook of research methods and applications in empirical finance
1
International review of financial analysis
1
Journal of Empirical Finance
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of financial engineering
1
Management Science
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
NYU Tandon Research Paper
1
Open Access publications from Université Paris-Dauphine
1
Operations research letters
1
Project flexibility, agency, and competition : new developments in the theory and application of real options
1
Review of Derivatives Research
1
Review of derivatives research
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Simulated Greeks for American
options
Letourneau, Pascal
;
Stentoft, Lars
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 653-676
Persistent link: https://www.econbiz.de/10014304303
Saved in:
2
A functional analysis approach to the static replication of European
options
Bossu, Sébastien
;
Carr, Peter
;
Papanicolaou, Andrew
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 637-655
Persistent link: https://www.econbiz.de/10012483843
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->