Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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: isPartOf_id:10008275769
Narrow search
Narrow search
Year of publication
From:
To:
Type of publication
All
Article
478
Language
All
Undetermined
478
Author
All
White, Alan
11
Hull, John
10
Chen, Son-Nan
6
Derman, Emanuel
6
Figlewski, Stephen
6
Wu, Ting-Pin
6
Kupiec, Paul H.
5
Rich, Don
5
Ritchken, Peter
5
Ederington, Louis H.
4
Gastineau, Gary L.
4
Kat, Harry M.
4
Kritzman, Mark
4
Pelsser, Antoon
4
Rosenberg, Joshua V.
4
Bernard, Carole
3
Boyle, Phelim
3
Buckle, Mike
3
Carr, Peter
3
Chance, Don M.
3
Christie-David, Rohan
3
Engle, Robert F.
3
Glasserman, Paul
3
Jarrow, Robert
3
Jung, Alan
3
Kawaller, Ira G.
3
Klein, Peter
3
Lyuu, Yuh-Dauh
3
Poulsen, Rolf
3
Rubinstein, Mark
3
Stone, Charles A.
3
Tang, Gordon Y.N.
3
Thomas, Stephen
3
Vorst, Ton
3
Wei, Jason Z.
3
Wu, Liuren
3
Zissu, Anne
3
Babsiri, Mohamed El
2
Bennett, Michael N.
2
Bodurtha Jr, James N.
2
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
478
Source
All
OLC EcoSci
478
Showing
1
-
10
of
478
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
PRICING AMERICAN OPTIONS IN THE HESTON MODEL: A Close Look at Incorporating Correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
- In:
The journal of derivatives : the official publication …
20
(
2013
)
3
,
pp. 9-30
Persistent link: https://www.econbiz.de/10010094067
Saved in:
2
AN ERROR OF COLLATERAL: Why Selling SPX Put Options May Not be Profitable
Berkovich, Efraim
;
Shachmurove, Yochanan
- In:
The journal of derivatives : the official publication …
20
(
2013
)
3
,
pp. 31-42
Persistent link: https://www.econbiz.de/10010094068
Saved in:
3
PRICING EARLY-EXERCISE OPTIONS USING GENETIC OPTIMIZATION
Powell, Stephen G
- In:
The journal of derivatives : the official publication …
20
(
2013
)
3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10010094069
Saved in:
4
EUROPEAN COMPOUND OPTIONS WRITTEN ON PERPETUAL AMERICAN OPTIONS
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2013
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10010094070
Saved in:
5
SYNCHRONIZE YOUR DATA OR GET OUT OF STEP WITH YOUR RISKS
Scherer, B
- In:
The journal of derivatives : the official publication …
20
(
2013
)
3
,
pp. 75-84
Persistent link: https://www.econbiz.de/10010094071
Saved in:
6
COMMENTS FROM THE EDITORIAL BOARD - ADVANCES IN THE COMMODITY FUTURES LITERATURE: A Review
Skiadopoulos, George
- In:
The journal of derivatives : the official publication …
20
(
2013
)
3
,
pp. 85-96
Persistent link: https://www.econbiz.de/10010094072
Saved in:
7
CDS AUCTIONS AND RECOVERY RATES: An Appraisal
Sundaram, Rangarajan K
- In:
The journal of derivatives : the official publication …
20
(
2013
)
3
,
pp. 97-96
Persistent link: https://www.econbiz.de/10010094073
Saved in:
8
Counterparty Credit Risk and American Options
Klein, Peter
;
Yang, Jun
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 7-22
Persistent link: https://www.econbiz.de/10010135721
Saved in:
9
Static Hedging and Pricing American Knock-Out Options
Chung, San-Lin
;
Shih, Pai-Ta
;
Tsai, Wei-Che
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 23-48
Persistent link: https://www.econbiz.de/10010135722
Saved in:
10
Valuing Interest Rate Swaps Using Overnight Indexed Swap (OIS) Discounting
Smith, Donald J
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 49-59
Persistent link: https://www.econbiz.de/10010135723
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
