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: subject:"Esscher transform"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Esscher transform
84
Option pricing theory
59
Optionspreistheorie
59
Stochastic process
47
Stochastischer Prozess
47
Markov chain
23
Markov-Kette
20
Option trading
18
Optionsgeschäft
18
Volatility
18
Volatilität
18
Option pricing
14
Derivat
10
Derivative
10
ARCH model
9
ARCH-Modell
9
Hedging
9
Lévy process
9
Theorie
8
Theory
8
Currency derivative
7
Währungsderivat
7
Black-Scholes model
6
Esscher Transform
6
Estimation theory
6
Risiko
6
Schätztheorie
6
Black-Scholes-Modell
5
Brownian motion
5
CAPM
5
Comonotonicity
5
Exchange rate
5
Portfolio selection
5
Portfolio-Management
5
Reflection principle
5
Risk
5
Risk measures
5
Statistical distribution
5
Statistische Verteilung
5
Wechselkurs
5
more ...
less ...
Online availability
All
Undetermined
70
Free
22
CC license
2
Type of publication
All
Article
102
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
64
Aufsatz in Zeitschrift
64
Working Paper
8
Graue Literatur
6
Non-commercial literature
6
Arbeitspapier
5
Article
2
Hochschulschrift
1
technical-paper
1
more ...
less ...
Language
All
English
77
Undetermined
40
French
1
Author
All
Siu, Tak Kuen
15
Lee, Hangsuck
12
Elliott, Robert J.
10
Lian, Yu-Min
7
Chen, Jun-Home
6
Fard, Farzad Alavi
6
Chan, Leunglung
5
Liao, Szu-Lang
5
Song, Seongjoo
5
Elliott, Robert
4
Goovaerts, Marc J.
4
Ko, Bangwon
4
Lee, Gaeun
4
Lee, Minha
4
Odening, Martin
4
Ritter, Matthias
4
Tang, Qihe
4
Badescu, Alex
3
Chan, Wai-Sum
3
Doko Tchatoka, Firmin
3
Fengler, Matthias
3
Kaas, Rob
3
Kim, Young
3
Laeven, Roger J.A.
3
Li, Chang-Yi
3
Lin, Shih-kuei
3
López Cabrera, Brenda
3
Shen, Yang
3
Siu, Tak
3
Sriananthakumar, Sivagowry
3
Badescu, Alexandru
2
Chen, Son-nan
2
Chiang, Mi-Hsiu
2
ELLIOTT, ROBERT J.
2
Ha, Hongjun
2
Herwartz, Helmut
2
Kulperger, Reg
2
Küchler, Uwe
2
Lee, Jeong
2
Li, Johnny Siu-Hang
2
more ...
less ...
Institution
All
Banque de France
1
Institute of Economic Research, Kyoto University
1
School of Economics and Political Science, Universität St. Gallen
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Tinbergen Institute
1
Tinbergen Instituut
1
World Scientific Publishing Co. Pte. Ltd.
1
more ...
less ...
Published in...
All
Insurance
9
The North American journal of economics and finance : a journal of financial economics studies
9
International Journal of Theoretical and Applied Finance (IJTAF)
5
International journal of theoretical and applied finance
5
Annals of Finance
3
Asia-Pacific Financial Markets
3
Finance and Stochastics
3
Finance research letters
3
Insurance: Mathematics and Economics
3
Journal of Banking & Finance
3
Applied mathematical finance
2
Asia-Pacific financial markets
2
International review of economics & finance : IREF
2
Journal of Risk and Financial Management
2
Journal of mathematical finance
2
Journal of risk and financial management : JRFM
2
Managerial Finance
2
Quantitative finance
2
Review of derivatives research
2
Revista Brasileira de Finanças : RBFin
2
The European journal of finance
2
The journal of futures markets
2
Tinbergen Institute Discussion Papers
2
Annals of actuarial science
1
Annals of finance
1
Applied Mathematical Finance
1
Applied financial economics
1
Asia Pacific financial markets
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Computational Statistics
1
Computational economics
1
Decisions in Economics and Finance
1
Dependence Modeling
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
European journal of operational research : EJOR
1
Finance Research Letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
70
RePEc
41
EconStor
5
BASE
1
Other ZBW resources
1
Showing
21
-
30
of
118
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Nonparametric estimation of risk-neutral distribution via the empirical
Esscher
transform
Pereira, Manoel
;
Veiga, Alvaro
- In:
Revista Brasileira de Finanças : RBFin
15
(
2017
)
2
,
pp. 167-195
Persistent link: https://www.econbiz.de/10011896819
Saved in:
22
GARCH option pricing models with Meixner innovations
Fengler, Matthias
;
Melnikov, Alexander
-
2017
Persistent link: https://www.econbiz.de/10011718747
Saved in:
23
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
24
Foreign currency power option pricing based on
Esscher
transform
Li, Wenhan
;
Li, Cuixiang
;
Liu, Lixia
;
Wang, Mengna
- In:
Computational economics
58
(
2021
)
2
,
pp. 535-548
Persistent link: https://www.econbiz.de/10012615075
Saved in:
25
Modeling housing price dynamics and their impact on the cost of no-negative-equity-guarantees for equity releasing products
Huang, Jr-Wei
;
Yang, Sharon S.
;
Chang, Chuang-chang
- In:
The journal of real estate finance and economics
63
(
2021
)
2
,
pp. 249-279
Persistent link: https://www.econbiz.de/10012617461
Saved in:
26
Stop-loss protection for a large P2P insurance pool
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance
100
(
2021
),
pp. 210-233
Persistent link: https://www.econbiz.de/10012622390
Saved in:
27
Cojump risks and their impacts on option pricing
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 399-410
Persistent link: https://www.econbiz.de/10012655076
Saved in:
28
Bitcoin option pricing with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
Saved in:
29
Valuation of piecewise linear barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013186470
Saved in:
30
Stock index options pricing under jump patterns driven by market states
Lin, Chao-Yang
;
Liu, Huimei
;
Lee, Jia-Ching
;
Lin, Shih-kuei
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
4
,
pp. 840-859
Persistent link: https://www.econbiz.de/10012211508
Saved in:
First
Prev
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
FAQ-Assistent (beta)
×
Loading...
