//--> //--> //-->
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:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~person:"Pirjol, Dan"
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:"Option trading"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Behavioural finance
Black-Scholes model
Index futures
Black-Scholes-Modell
4
Option pricing theory
4
Option trading
4
Optionsgeschäft
4
Optionspreistheorie
4
Volatility
3
Volatilität
3
Asian options
2
Derivat
2
Derivative
2
large deviations
2
Asia
1
Asian option
1
Asien
1
Asymptotic expansions
1
Finance
1
Fälligkeit
1
Greece
1
Greeks
1
Griechenland
1
Interest rate
1
Maturity
1
Option asymptotics
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Stochastic process
1
Stochastischer Prozess
1
Zins
1
approximation
1
local volatility model
1
local volatility models
1
sensitivity analysis
1
short maturity asymptotics
1
time integral of the geometric Brownian motion
1
variational problems
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Pirjol, Dan
Thomsett, Michael C.
12
Ryu, Doojin
11
Perrakis, Stylianos
9
Bernales, Alejandro
7
Zhang, Jin E.
7
Choy, Siu Kai
5
Cici, Gjergji
5
Constantinides, George M.
5
Gehricke, Sebastian A.
5
Jackwerth, Jens Carsten
5
Kühn, Christoph
5
Orosi, Greg
5
Palacios, Luis-Felipe
5
Singh, Vipul Kumar
5
Wystup, Uwe
5
Zanette, Antonino
5
Alexander, Carol
4
Andersen, Torben
4
Chance, Don M.
4
Czerwonko, Michal
4
Fodor, Andy
4
Fusai, Gianluca
4
Fusari, Nicola
4
Griebsch, Susanne
4
Heston, Steven L.
4
Kang, Jangkoo
4
Kim, Sol
4
Ko, Bangwon
4
Kōnstantinidēs, Giōrgos
4
Lee, Hangsuck
4
Levy, Jared
4
Lieberman, Offer
4
Lung, Peter P.
4
Muravyev, Dmitriy
4
Ofek, Eli
4
Phillips, Peter C. B.
4
Shaikh, Imlak
4
Verousis, Thanos
4
Wang, Yaw-Huei
4
more ...
less ...
Published in...
All
International journal of theoretical and applied finance : IJTAF
2
Applied mathematical finance
1
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Short-maturity asymptotics for option prices with interest rate effects
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014500189
Saved in:
2
Subleading correction to the Asian options volatility in the black-scholes model
Pirjol, Dan
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014365668
Saved in:
3
Short maturity forward start Asian options in local volatility models
Pirjol, Dan
;
Wang, Jing
;
Zhu, Lingjiong
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
Saved in:
4
Sensitivities of Asian options in the black-scholes model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->