//--> //--> //-->
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:"Fusai, Gianluca"
~subject:"Estimation"
~subject:"Stochastischer Prozess"
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:"European option"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Stochastischer Prozess
Option trading
15
Optionsgeschäft
15
Option pricing theory
13
Optionspreistheorie
13
Black-Scholes model
4
Black-Scholes-Modell
4
Stochastic process
4
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Derivat
2
Derivative
2
Finance
2
Option pricing
2
Scientific method
2
Wissenschaftliche Methode
2
Asia
1
Asian option
1
Asien
1
CEV diffusion
1
CEV process
1
Characteristic function
1
Commodity derivative
1
Commodity market
1
Commodity price
1
Control variate
1
Discrete monitoring
1
Discrete-time model
1
Early exercise
1
Exchange option
1
Exotic derivatives
1
Finanzmathematik
1
Fourier inversion
1
Fourier transform
1
Hilbert transform
1
Laplace transform
1
Lévy processes
1
Mathematical finance
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Fusai, Gianluca
McAleer, Michael
9
Todorov, Viktor
9
Giglio, Stefano
8
Kelly, Bryan T.
8
Wang, Xingchun
8
Carr, Peter
7
Cui, Zhenyu
7
Fusari, Nicola
7
Kirkby, J. Lars
7
Nguyen, Duy
7
Dew-Becker, Ian
6
Elliott, Robert J.
6
Escobar, Marcos
6
Lee, Hangsuck
6
Zhang, Jin E.
6
Alòs, Elisa
5
Andersen, Torben
5
Benth, Fred Espen
5
Brignone, Riccardo
5
Chang, Chia-Lin
5
Cici, Gjergji
5
He, Xin-Jiang
5
Kyriakou, Ioannis
5
Levendorskij, Sergej Z.
5
Ma, Yong
5
Palacios, Luis-Felipe
5
Ryu, Doojin
5
Shiraya, Kenichiro
5
Zagst, Rudi
5
Farkas, Walter
4
Funahashi, Hideharu
4
Li, Chenxu
4
Lieberman, Offer
4
Muck, Matthias
4
Phillips, Peter C. B.
4
Schlag, Christian
4
Sgarra, Carlo
4
Siu, Tak Kuen
4
Söhl, Jakob
4
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1
Finance and stochastics
1
Journal of banking & finance
1
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
Saved in:
2
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
Fusai, Gianluca
;
Kyriakou, Ioannis
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 531-559
Persistent link: https://www.econbiz.de/10011520483
Saved in:
3
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
4
An exact analytical solution for discrete barrier options
Fusai, Gianluca
;
Abrahams, I. David
;
Sgarra, Carlo
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003234939
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->