//--> //--> //-->
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:"Kwok, Yue-Kuen"
~subject:"Variance options"
~subject:"Volatility"
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:"Option trading"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Variance options
Volatility
Option trading
12
Optionsgeschäft
12
Option pricing theory
9
Optionspreistheorie
9
Theorie
7
Theory
7
Black-Scholes model
2
Black-Scholes-Modell
2
Convertible bond
2
Derivat
2
Derivative
2
Search theory
2
Suchtheorie
2
Volatilität
2
Wandelanleihe
2
Analysis of variance
1
Asian options
1
CAPM
1
Convertible bonds
1
Estimation theory
1
Game theory
1
Optionsanleihe
1
Recursion-quadrature algorithms
1
Schätztheorie
1
Spieltheorie
1
Stochastic process
1
Stochastic volatility models with Lévy jumps
1
Stochastischer Prozess
1
Time-changed Lévy models
1
Variance derivatives
1
Varianzanalyse
1
Warrant bond
1
discrete sampling
1
game option models
1
optimal call policies
1
optimal stopping problems
1
saddlepoint approximation
1
volatility derivatives
1
more ...
less ...
Online availability
All
Undetermined
1
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
Kwok, Yue-Kuen
Ryu, Doojin
14
Zhang, Jin E.
14
Todorov, Viktor
11
Guirguis, Michel
10
Carr, Peter
9
Fodor, Andy
9
Wang, Xingchun
9
Giglio, Stefano
8
Kelly, Bryan T.
8
McAleer, Michael
8
Ruan, Xinfeng
8
Cui, Zhenyu
7
Fusari, Nicola
7
Wu, Liuren
7
Yang, Heejin
7
Alexander, Carol
6
Andersen, Torben
6
Dew-Becker, Ian
6
Diavatopoulos, Dean
6
Farkas, Walter
6
Guo, Biao
6
Jacquier, Antoine (Jack)
6
Kim, Sol
6
Muck, Matthias
6
Nguyen, Duy
6
Rockinger, Michael
6
Shaikh, Imlak
6
Vorst, Ton
6
Alòs, Elisa
5
Bernales, Alejandro
5
Donders, Monique
5
Doran, James S.
5
Gehricke, Sebastian A.
5
Goldstein, Robert S.
5
Kirkby, J. Lars
5
Lian, Guanghua
5
Lung, Peter P.
5
Madan, Dilip B.
5
Muzzioli, Silvia
5
Padhi, Puja
5
more ...
less ...
Published in...
All
Applied mathematical finance
1
Operations research letters
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
Saved in:
2
Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010351861
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->