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:"Finite-Maturity Timer Options"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Analytic Approximation
1
Finite-Maturity Timer Options
1
Finite-maturity timer options
1
Hilbert transform
1
Hitting time
1
Integrated Diffusion
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Perturbation
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
stochastic volatility models
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Kwok, Yue-Kuen
1
Li, Minqiang
1
Zeng, Pingping
1
Zheng, Wendong
1
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Published in...
All
International journal of theoretical and applied finance
1
MPRA Paper
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analytic Approximation of Finite-Maturity Timer Option Prices
Li, Minqiang
-
Volkswirtschaftliche Fakultät, …
-
2014
We develop an approximation technique for pricing
finite-maturity
timer
options
under Heston-like stochastic volatility …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011111821
Saved in:
2
Fast Hilbert transform algorithms for pricing discrete timer options under stochastic volatility models
Zeng, Pingping
;
Kwok, Yue-Kuen
;
Zheng, Wendong
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-26
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011404362
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
