//--> //--> //-->
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:"Review of derivatives research"
~isPartOf:"SFB 649 discussion paper"
~person:"Dias, José Carlos"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
CEV model
2
Option pricing
2
Option pricing theory
2
Optionspreistheorie
2
American-style options
1
Bubbles
1
Derivat
1
Derivative
1
Early exercise boundary
1
Greece
1
Greeks
1
Griechenland
1
Hedging
1
Iterative method
1
Local martingales
1
Martingal
1
Martingale
1
Option trading
1
Optionsgeschäft
1
Put-call parity
1
Spekulationsblase
1
Volatility
1
Volatilität
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
Dias, José Carlos
Härdle, Wolfgang
28
Belomestny, Denis
12
Jarrow, Robert A.
6
López Cabrera, Brenda
5
Ritchken, Peter H.
5
Schoenmakers, John
5
Blaskowitz, Oliver
4
Detlefsen, Kai
4
Fengler, Matthias R.
4
Horst, Ulrich
4
Milʹstejn, Grigorij N.
4
Wang, Xingchun
4
Zhang, Jin E.
4
Drimus, Gabriel
3
Escobar, Marcos
3
Gapeev, Pavel V.
3
Gibson, Rajna
3
Grith, Maria
3
Guillaume, Florence
3
Herwartz, Helmut
3
Huang, James
3
Itkin, Andrey
3
Krätschmer, Volker
3
Osipenko, Maria
3
Reiß, Markus
3
Ronn, Ehud I.
3
Schoutens, Wim
3
Spokojnyj, Vladimir G.
3
Söhl, Jakob
3
Uhrig-Homburg, Marliese
3
Bondarenko, Oleg
2
Borak, Szymon
2
Carr, Peter
2
Chance, Don M.
2
Chesney, Marc
2
Clewlow, Les
2
Cruz, Aricson
2
Das, Sanjiv R.
2
Dimpfl, Thomas
2
more ...
less ...
Published in...
All
Review of derivatives research
SFB 649 discussion paper
Journal of banking & finance
2
The journal of futures markets
2
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
Quantitative finance and economics
1
Working papers / Lancaster University Management School
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A note on options and bubbles under the CEV model : implications for pricing and hedging
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
;
Cruz, Aricson
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10012303226
Saved in:
2
Valuing American-style options under the CEV model : an integral representation based method
Cruz, Aricson
;
Dias, José Carlos
- In:
Review of derivatives research
23
(
2020
)
1
,
pp. 63-83
Persistent link: https://www.econbiz.de/10012229783
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->