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:"Reflection principle"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option trading
11
Optionsgeschäft
11
Reflection principle
11
Option pricing theory
10
Optionspreistheorie
10
Esscher transform
7
Stochastic process
6
Stochastischer Prozess
6
Theorie
4
Theory
4
Barrier option
3
Brownian motion
3
Multi-step barrier
3
Multi-step reflection principle
3
Black-Scholes model
2
Black-Scholes-Modell
2
Icicled barrier option
2
barrier option
2
American barrier options
1
Autocallable structured product
1
Barrier option price
1
Chained option
1
Chained options
1
Correlated random walk
1
Correlation
1
Credit risk
1
Decision
1
Default risk
1
Derivat
1
Derivative
1
Dynamic fund protection
1
Entscheidung
1
Equity-indexed annuities
1
Equity-linked securities
1
European option
1
Ex-Ante Pareto
1
Exchange options
1
Extended static hedging
1
Extreme-or-nothing expectation
1
First hitting time
1
more ...
less ...
Online availability
All
Undetermined
15
Free
2
Type of publication
All
Article
16
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
17
Author
All
Lee, Hangsuck
9
Lee, Gaeun
5
Song, Seongjoo
4
Ha, Hongjun
2
Han, Heejae
2
Jeon, Junkee
2
Kang, Myungjoo
2
Ko, Bangwon
2
Lee, Minha
2
Ahn, Soohan
1
Bovens, Luc
1
Choi, Yang Ho
1
Guo, Xin
1
Hishida, Yuji
1
Ishigaki, Yuta
1
Jeong, Himchan
1
Larrard, Adrien de
1
Mahtani, Anna
1
Nadtochiy, Sergey
1
Necula, Ciprian
1
Obłój, Jan
1
Okumura, Toshiki
1
Ruan, Zhao
1
Zhang, Jiayi
1
Zhou, Ke
1
more ...
less ...
Institution
All
Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti
1
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
7
Finance research letters
2
Mathematics and financial economics
2
Advances in Economic and Financial Research - DOFIN Working Paper Series
1
Asia-Pacific financial markets
1
International journal of theoretical and applied finance
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
RePEc
1
Showing
11
-
17
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Valuing step barrier options and their icicled variations
Lee, Hangsuck
;
Ko, Bangwon
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 396-411
Persistent link: https://www.econbiz.de/10012269361
Saved in:
12
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
13
Optimal placement in a limit order book : an analytical approach
Guo, Xin
;
Larrard, Adrien de
;
Ruan, Zhao
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 189-213
Persistent link: https://www.econbiz.de/10011900541
Saved in:
14
Robust trading of implied skew
Nadtochiy, Sergey
;
Obłój, Jan
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011686820
Saved in:
15
Closed form valuation of American chained knock-in options
Han, Heejae
;
Jeon, Junkee
;
Kang, Myungjoo
- In:
Finance research letters
17
(
2016
),
pp. 176-185
Persistent link: https://www.econbiz.de/10011596280
Saved in:
16
Pricing chained dynamic fund protection
Han, Heejae
;
Jeon, Junkee
;
Kang, Myungjoo
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 267-278
Persistent link: https://www.econbiz.de/10011672972
Saved in:
17
Pricing European and Barrier Options in the Fractional Black-Scholes Market
Necula, Ciprian
-
Center for Advanced Research in Finance and Banking …
-
2008
-Scholes market. We also obtain a
reflection
principle
for the fractional Brownian motion. …
Persistent link: https://www.econbiz.de/10005036721
Saved in:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
