//--> //--> //-->
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:"Derivative"
~subject:"Stochastischer Prozess"
~type_genre:"Konferenzbeitrag"
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
Derivative
Stochastischer Prozess
Option trading
7
Optionsgeschäft
7
Option pricing theory
6
Optionspreistheorie
6
Volatility
4
Volatilität
4
Stochastic process
3
Capital market returns
2
Hedging
2
Kapitalmarktrendite
2
Lévy processes
2
Affine jump models
1
Aktienoption
1
American options
1
Ansteckungseffekt
1
Barrier option
1
Bid-ask spread
1
CDS
1
Capital income
1
Characteristic function approximations
1
Cointegration
1
Contagion
1
Contagion effect
1
Credit derivative
1
Debt crisis
1
Delta hedging
1
Derivat
1
Equity option
1
Equity returns
1
Exchange options
1
Experiment
1
Financial crises
1
Financial crisis
1
Finanzkrise
1
Fourier option pricing
1
Fourier transform
1
Geld-Brief-Spanne
1
Heath-Jarrow-Morton modeling
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Konferenzbeitrag
Article in journal
827
Aufsatz in Zeitschrift
827
Working Paper
92
Graue Literatur
90
Non-commercial literature
90
Arbeitspapier
87
Lehrbuch
40
Textbook
39
Aufsatz im Buch
38
Book section
38
Hochschulschrift
33
Glossar enthalten
26
Glossary included
26
Thesis
25
Bibliografie enthalten
7
Bibliography included
7
Collection of articles of several authors
4
Handbook
4
Handbuch
4
Sammelwerk
4
CD-ROM, DVD
3
Conference paper
3
Einführung
3
Ratgeber
3
Accompanied by computer file
2
Amtsdruckschrift
2
Bibliografie
2
Elektronischer Datenträger als Beilage
2
Government document
2
Guidebook
2
Rezension
2
Adressbuch
1
Aufgabensammlung
1
Bibliography
1
Business report
1
Collection of articles written by one author
1
Directory
1
Diskette
1
Floppy disk
1
more ...
less ...
Language
All
English
3
Author
All
Barbachan, José Santiago Fajardo
1
Benth, Fred Espen
1
Mordecki, Ernesto
1
Olivera, Federico de
1
Černý, Aleš
1
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
2
Discrete-time quadratic hedging of barrier options in exponential Lévy model
Černý, Aleš
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 257-275)
.
2016
Persistent link: https://www.econbiz.de/10011800380
Saved in:
3
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->