//--> //--> //--> //-->
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
~person:"Carr, Peter"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
140
Optionspreistheorie
140
Theorie
109
Theory
109
CAPM
48
Volatility
45
Volatilität
45
Stochastic process
44
Stochastischer Prozess
44
Derivat
35
Derivative
35
Option trading
32
Optionsgeschäft
32
Hedging
24
Black-Scholes model
20
Black-Scholes-Modell
20
Bundling strategy
20
Capital income
20
Kapitaleinkommen
20
Leistungsbündel
20
Preismanagement
19
Pricing strategy
19
Portfolio selection
17
Portfolio-Management
17
Preisdifferenzierung
16
Price discrimination
16
Competition
15
Access regulation
14
Netzregulierung
14
Wettbewerb
14
Interconnection
13
Network economics
13
Networks
13
Netzwerkökonomik
13
Access Pricing
12
Monopol
12
Monopoly
12
Statistical distribution
12
Statistische Verteilung
12
Risiko
11
more ...
less ...
Online availability
All
Free
102
Undetermined
54
Type of publication
All
Article
148
Book / Working Paper
130
Other
2
Type of publication (narrower categories)
All
Article in journal
136
Aufsatz in Zeitschrift
136
Working Paper
35
Arbeitspapier
33
Graue Literatur
33
Non-commercial literature
33
Aufsatz im Buch
4
Book section
4
Article
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Thesis
1
more ...
less ...
Language
All
English
259
Undetermined
21
Author
All
Carr, Peter
Jeon, Doh-Shin
Madan, Dilip B.
Verhoef, Erik T.
249
Knieps, Günter
178
Platen, Eckhard
137
Fabozzi, Frank J.
133
Peitz, Martin
113
Chiarella, Carl
108
Proost, Stef
107
Hens, Thorsten
106
Bergemann, Dirk
101
Härdle, Wolfgang
95
Zhang, Lu
94
Jarrow, Robert A.
90
Zaremba, Adam
90
Jacobs, Kris
78
Cochrane, John H.
77
Rouwendal, Jan
75
Schjelderup, Guttorm
75
Campbell, John Y.
74
Cui, Zhenyu
74
Elliott, Robert J.
74
Hansen, Lars Peter
73
Valletti, Tommaso M.
73
Schoutens, Wim
72
Armstrong, Mark
70
Haucap, Justus
70
Joshi, Mark S.
69
Robotti, Cesare
69
Rietveld, Piet
68
Takahashi, Akihiko
68
Ferson, Wayne E.
67
Harvey, Campbell R.
67
Kind, Hans Jarle
67
Levy, Daniel
66
Spann, Martin
66
Stentoft, Lars
65
Foros, Øystein
64
Stambaugh, Robert F.
64
more ...
less ...
Institution
All
EconWPA
5
Barcelona Graduate School of Economics (Barcelona GSE)
4
Department of Economics and Business, Universitat Pompeu Fabra
3
Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona
2
NET Institute
2
Universitat Pompeu Fabra
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
Bachelier Finance Society
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
IESE Business School, Universidad de Navarra
1
Institute for Economic Analysis
1
Université Paris-Dauphine (Paris IX)
1
more ...
less ...
Published in...
All
Robert H. Smith School Research Paper
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Annals of finance
9
Finance and stochastics
8
The journal of computational finance
8
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
Finance research letters
6
IDEI working papers
6
Journal of financial economics
6
Applied mathematical finance
5
Finance
5
International journal of theoretical and applied finance
5
The Rand journal of economics
5
Discussion paper / Centre for Economic Policy Research
4
Journal of risk
4
NET Institute Working Paper
4
Queen's Economics Department working paper
4
Review of derivatives research
4
The journal of derivatives : JOD
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Working Papers / Barcelona Graduate School of Economics (Barcelona GSE)
4
Working papers / TSE : WP
4
American economic journal
3
CESifo working papers
3
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
3
European finance review : the official journal of the European Finance Association
3
Finance and Stochastics
3
Journal of financial and quantitative analysis : JFQA
3
The journal of business : B
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
American economic journal : a journal of the American Economic Association
2
Asia-Pacific financial markets
2
CESifo Working Paper
2
Computational economics
2
Discussion paper / Institute for Economic Research, Queen's University
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
248
RePEc
26
BASE
3
EconStor
3
Showing
1
-
10
of
280
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing
product options and using them to complete markets for functions of two underlying asset prices
Madan, Dilip B.
;
Wang, King
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
8
,
pp. 1-19
to synthesize joint densities and replicate differentiable functions of two underlying asset prices. The
pricing
of such …
Persistent link: https://www.econbiz.de/10012626539
Saved in:
2
Platform design biases in ad-funded two-sided markets
Choi, Jay Pil
;
Jeon, Doh-Shin
- In:
The Rand journal of economics
54
(
2023
)
2
,
pp. 240-267
Persistent link: https://www.econbiz.de/10014289623
Saved in:
3
The valuation of corporations : a derivative
pricing
perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
4
A leverage theory of tying in two-sided markets
Choi, Jay Pil
;
Jeon, Doh-Shin
-
2016
Persistent link: https://www.econbiz.de/10012217275
Saved in:
5
Measuring dependence in a set of asset returns
Madan, Dilip B.
;
Wang, King
- In:
Asia Pacific financial markets
30
(
2023
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10014342359
Saved in:
6
Compatibility choices, switching costs, and data portability
Jeon, Doh-Shin
;
Menicucci, Domenico
;
Nasr, Nikrooz
- In:
American economic journal
15
(
2023
)
1
,
pp. 30-73
Persistent link: https://www.econbiz.de/10014228918
Saved in:
7
Decomposing long bond returns : a decentralized theory
Carr, Peter
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
Saved in:
8
Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
Saved in:
9
Returns of Claims on the Upside and the Viability of U-Shaped
Pricing
Kernels
Bakshi, Gurdip
-
2018
When the
pricing
kernel is U-shaped, then expected returns of claims with payout on the upside are negative for strikes … that we denote as kernel call, we find broad support for the implications of U-shaped
pricing
kernels. A possible …
Persistent link: https://www.econbiz.de/10012940716
Saved in:
10
Additive logistic processes in option
pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->