//--> //--> //--> //-->
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
~subject:"Anleihe"
~subject:"Option pricing theory"
~type_genre:"Government document"
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:"Optionspreismodell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Anleihe
Option pricing theory
Optionspreistheorie
18
Theorie
18
Theory
18
Stochastic process
5
Stochastischer Prozess
5
Volatility
4
Volatilität
4
Black-Scholes model
3
Black-Scholes-Modell
3
Hedging
3
Martingal
3
Martingale
3
Transaction costs
3
Transaktionskosten
3
Eigeninteresse
2
Einkommensteuer
2
Estimation theory
2
Flat Tax
2
Flat tax
2
Income tax
2
Incomplete market
2
Markov chain
2
Markov-Kette
2
Option trading
2
Optionsgeschäft
2
Schätztheorie
2
Self-interest
2
Steuertheorie
2
Theory of taxation
2
Unvollkommener Markt
2
Asymmetric information
1
Asymmetrische Information
1
Autocorrelation
1
Autokorrelation
1
Derivat
1
Derivative
1
Deutschland
1
Entropie
1
Entropy
1
more ...
less ...
Type of publication
All
Book / Working Paper
18
Type of publication (narrower categories)
All
Government document
Article in journal
7,370
Aufsatz in Zeitschrift
7,370
Graue Literatur
1,771
Non-commercial literature
1,771
Arbeitspapier
1,603
Working Paper
1,603
Aufsatz im Buch
539
Book section
539
Hochschulschrift
532
Thesis
422
Lehrbuch
181
Textbook
170
Collection of articles of several authors
117
Sammelwerk
117
Collection of articles written by one author
80
Sammlung
80
Bibliografie enthalten
72
Bibliography included
72
Aufsatzsammlung
69
Conference paper
44
Konferenzbeitrag
44
Forschungsbericht
40
Glossar enthalten
30
Glossary included
30
Konferenzschrift
27
Handbook
26
Handbuch
26
Systematic review
21
Übersichtsarbeit
21
Amtsdruckschrift
18
Bibliografie
15
Conference proceedings
15
Reprint
15
Einführung
12
Mehrbändiges Werk
12
Multi-volume publication
12
CD-ROM, DVD
11
Accompanied by computer file
10
Elektronischer Datenträger als Beilage
10
more ...
less ...
Language
All
English
17
German
1
Author
All
Renault, Eric
5
Touzi, Nizar
4
Garcia, René
3
Prigent, Jean-Luc
3
Scaillet, Olivier
3
Bouchard, Bruno
2
Draaisma, Teun
2
Gordon, Kathryn M.
2
Gouriéroux, Christian
2
Laurent, Jean-Paul
2
Luger, Richard
2
Renault, Olivier
2
Campenhausen, Claus von
1
Clément, Emmanuelle
1
Darolles, Serge
1
Koehl, Pierre-François
1
Leisen, Dietmar
1
Lesne, Jean-Philippe
1
Monfort, Alain
1
Pastorello, Sergio
1
Pham, Huyên
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
OECD working papers
1
Working papers / OECD, Economics Department
1
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
Saved in:
2
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
Saved in:
3
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
4
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549287
Saved in:
5
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
6
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
7
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
8
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
Saved in:
9
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
10
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000975624
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->