//--> //--> //-->
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:"Cheang, Gerald H. L."
~person:"Pirjol, Dan"
~subject:"Statistical distribution"
~subject:"Volatilität"
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:"PRICING"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
Volatilität
Option pricing theory
5
Optionspreistheorie
5
Volatility
5
Stochastic process
4
Stochastischer Prozess
4
Stochastic volatility
3
Exchange options
2
American options
1
Analysis
1
Asian options
1
Asymptotic expansions
1
Convexity
1
Correction
1
Estimation theory
1
Experiment
1
Fourier transform methods
1
Jump diffusion processes
1
Jump-diffusion processes
1
Local volatility
1
Lévy jumps
1
Mathematical analysis
1
Method of lines
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Put-call transformation
1
Risk-neutral density
1
Saddle point method
1
Schätztheorie
1
Short maturity
1
Singularity analysis
1
Statistische Verteilung
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Cheang, Gerald H. L.
Pirjol, Dan
Gatheral, Jim
4
Radoičić, Radoš
4
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bayer, Christian
2
Bunn, Derek W.
2
Chatterjee, Rupak
2
Cui, Zhenyu
2
De Marco, Stefano
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
Kim, Jeong-Hoon
2
Martini, Claude
2
Muguruza, Aitor
2
Rosenbaum, Mathieu
2
Schoutens, Wim
2
Tudor, Sebastian F.
2
Yamazaki, Akira
2
Yang, Nian
2
Ziveyi, Jonathan
2
AbaOud, Mohammed A.
1
Abergel, Frédéric
1
Abi Jaber, Eduardo
1
Agarwal, Ankush
1
Alexander, Carol
1
Alfeus, Mesias
1
Arkorful, Gideon Bruce
1
Asensio, Ivan Oscar
1
Asmussen, Søren
1
more ...
less ...
Published in...
All
Quantitative finance
International journal of theoretical and applied finance : IJTAF
2
Applied mathematical finance
1
Insurance / Mathematics & economics
1
Quantitative Finance Research Centre Research Paper
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
W-shaped implied volatility curves and the Gaussian mixture model
Glasserman, Paul
;
Pirjol, Dan
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 557-577
Persistent link: https://www.econbiz.de/10014304265
Saved in:
2
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10014552074
Saved in:
3
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
4
A numerical approach to
pricing
exchange options under stochastic volatility and jump-diffusion dynamics
Garces, Len Patrick Dominic M.
;
Cheang, Gerald H. L.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2025-2054
Persistent link: https://www.econbiz.de/10012696809
Saved in:
5
Representation of exchange option prices under stochastic volatility jump-diffusion dynamics
Cheang, Gerald H. L.
;
Garces, Len Patrick Dominic M.
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 291-310
Persistent link: https://www.econbiz.de/10012194867
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->