//--> //--> //-->
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
isPartOf:"Finance : revue de l'Association Française de Finance"
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:"Optionspreistheorie"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
30
Optionspreistheorie
30
Theorie
20
Theory
20
Option trading
7
Optionsgeschäft
7
OTC market
4
OTC-Handel
4
Interest rate risk
3
Yield curve
3
Zinsrisiko
3
Zinsstruktur
3
Börsenkurs
2
Credit risk
2
Derivat
2
Derivative
2
EU countries
2
EU-Staaten
2
Financial market
2
Finanzmarkt
2
France
2
Frankreich
2
Hedging
2
Index futures
2
Index-Futures
2
Kreditrisiko
2
Modellierung
2
Scientific modelling
2
Share price
2
USA
2
United States
2
ARCH model
1
ARCH-Modell
1
Aktienoption
1
Aktionäre
1
Anleihe
1
Asia
1
Asien
1
Bankruptcy
1
Belgien
1
more ...
less ...
Type of publication
All
Article
27
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Collection of articles of several authors
3
Sammelwerk
3
Language
All
English
16
French
15
Author
All
Augros, Jean-Claude
3
Jeanblanc, Monique
3
Quittard-Pinon, François
3
Chesney, Marc
2
Djamen, Idriss Tchapda
2
El Karoui, Nicole
2
François, Pascal
2
Moraux, Franck
2
Selmi, Farhat
2
Allegretto, Walter
1
Barone-Adesi, Giovanni
1
Belhaj, Riadh
1
Bellalah, Mondher
1
Bellamy, Nadine
1
Bernard, Carole
1
Brunel, Vivien
1
Bühlmann, Hans
1
Chan, Terence
1
Chung, San-Lin
1
De Winne, Rudy
1
Deelstra, Griselda
1
Dinenis, Elias
1
Hege, Ulrich
1
Hübner, Georges
1
Lacoste, Vincent
1
Le Courtois, Olivier
1
Lin, X. Sheldon
1
Lin, Yanping
1
Mella-Barral, Pierre
1
Prigent, Jean-Luc
1
Pujal, Dominique
1
Queruel, Michel
1
Randrianarivony, Rivo
1
Renault, Olivier
1
Saint-Pierre, Patrick
1
Scaillet, Olivier
1
Shackleton, Mark B.
1
Sibille, Jean-Roch
1
Sorwar, Ghulam
1
Wojakowski, Rafal
1
more ...
less ...
Published in...
All
Finance : revue de l'Association Française de Finance
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
Finance research letters
116
International journal of financial engineering
116
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
30
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On bankruptcy procedures and the valuation of corporate securities
Moraux, Franck
- In:
Finance : revue de l'Association Française de Finance
40
(
2019
)
3
,
pp. 141-191
Persistent link: https://www.econbiz.de/10012154184
Saved in:
2
A structural balance sheet model of sovereign credit risk
François, Pascal
;
Hübner, Georges
;
Sibille, Jean-Roch
- In:
Finance : revue de l'Association Française de Finance
32
(
2011
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10009519893
Saved in:
3
Mathematical methods for financial markets
Jeanblanc, Monique
;
Yor, Marc
;
Chesney, Marc
- In:
Finance : revue de l'Association Française de Finance
31
(
2010
)
1
,
pp. 81-85
Persistent link: https://www.econbiz.de/10008660582
Saved in:
4
Exchange options when one underlying price can jump
Quittard-Pinon, François
;
Randrianarivony, Rivo
- In:
Finance : revue de l'Association Française de Finance
31
(
2010
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10008660587
Saved in:
5
Evaluation en fair value de contrats participatifs
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
1
,
pp. 73-107
Persistent link: https://www.econbiz.de/10003229686
Saved in:
6
L' algorithme du bassin de capture appliqué à l'évaluation d'options
Pujal, Dominique
;
Saint-Pierre, Patrick
- In:
Finance : revue de l'Association Française de Finance
25
(
2004
)
1
,
pp. 75-106
Persistent link: https://www.econbiz.de/10002353339
Saved in:
7
Multidimensional valuation
Bühlmann, Hans
- In:
Finance : revue de l'Association Française de Finance
25
(
2004
)
Numéro hors séries
,
pp. 15-29
Persistent link: https://www.econbiz.de/10002877308
Saved in:
8
Some applications of Lévy processes in insurance and finance
Chan, Terence
- In:
Finance : revue de l'Association Française de Finance
25
(
2004
)
Numéro hors séries
,
pp. 71-94
Persistent link: https://www.econbiz.de/10002877337
Saved in:
9
Evaluation d'options en présence d'un plusieurs risques de défaut
Augros, Jean-Claude
;
Djamen, Idriss Tchapda
- In:
Finance : revue de l'Association Française de Finance
24
(
2003
)
2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10001896898
Saved in:
10
Indexed executive stock options with a ratchet mechanism and average prices
Wu, Jian
;
Yu, Wei
- In:
Finance : revue de l'Association Française de Finance
24
(
2003
)
2
,
pp. 85-127
Persistent link: https://www.econbiz.de/10001896910
Saved in:
11
Efficient quadratic approximation of floating strike Asian option values
Chung, San-Lin
;
Shackleton, Mark B.
;
Wojakowski, Rafal
- In:
Finance : revue de l'Association Française de Finance
24
(
2003
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10001771593
Saved in:
12
Financial mathematics
El Karoui, Nicole
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001782527
Saved in:
13
Les fonctions d'utilité et l'avantage informationnel des moments d'ordre supérieurs : application à la couverture des options
Selmi, Farhat
;
Bellalah, Mondher
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
Numéro hors série
,
pp. 11-27
Persistent link: https://www.econbiz.de/10001782538
Saved in:
14
Super-replication problem in a jumping financial market
Brunel, Vivien
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
Numéro hors série
,
pp. 29-45
Persistent link: https://www.econbiz.de/10001782540
Saved in:
15
Choix de la moins chère à livrer : un raccourci utile
Lacoste, Vincent
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
Numéro hors série
,
pp. 77-92
Persistent link: https://www.econbiz.de/10001782547
Saved in:
16
On cumulative parisian options
Moraux, Franck
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
Numéro hors série
,
pp. 127-132
Persistent link: https://www.econbiz.de/10001782552
Saved in:
17
Options et couverture optimale des risques extrêmes
Selmi, Farhat
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
Numéro hors série
,
pp. 133-152
Persistent link: https://www.econbiz.de/10001782554
Saved in:
18
Evaluation, dans un univers forward-neutre, de produits de taux d'intéret soumis au défaut
Augros, Jean-Claude
;
Djamen, Idriss Tchapda
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10001683657
Saved in:
19
Modélisation des obligations à coupons en présence d'un risque de défaut
Belhaj, Riadh
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
1
,
pp. 25-49
Persistent link: https://www.econbiz.de/10001683658
Saved in:
20
Evaluation et finance d'entreprise
Hege, Ulrich
(
contributor
);
Mella-Barral, Pierre
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001559678
Saved in:
21
Options exotiques et options réelles
Chesney, Marc
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001544306
Saved in:
22
Options exotiques
El Karoui, Nicole
;
Jeanblanc, Monique
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 49-67
Persistent link: https://www.econbiz.de/10001544315
Saved in:
23
Asian options in a market driven by a discontinuous process
Bellamy, Nadine
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 69-93
Persistent link: https://www.econbiz.de/10001544317
Saved in:
24
Valuation of options on the maximum-minimum of multiple assets, discrete lookback options and equity-indexed annuities
Lin, X. Sheldon
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 95-114
Persistent link: https://www.econbiz.de/10001544326
Saved in:
25
Lookback and barrier options : a comparison between black-scholes and ABC pricing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 143-152
Persistent link: https://www.econbiz.de/10001544338
Saved in:
26
A new approach to check the free boundary of single factor interest rate put option
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Dinenis, Elias
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 153-168
Persistent link: https://www.econbiz.de/10001544341
Saved in:
27
Yield option pricing in the generalized Cox-Ingersoll-Ross model
Deelstra, Griselda
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 169-183
Persistent link: https://www.econbiz.de/10001544353
Saved in:
28
Modèle d'évaluation d'un actif contingent aux taux d'intérêt et à deux actifs risqués
Augros, Jean-Claude
;
Queruel, Michel
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
1
,
pp. 7-39
Persistent link: https://www.econbiz.de/10001398786
Saved in:
29
Processus de diffusion et biais de discrétisation : une analyse empirique par inférence indirecte appliquée aux taux d'intérêt
De Winne, Rudy
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10001398790
Saved in:
30
Contrat de dette et formes optionnelles de l'action
François, Pascal
- In:
Finance : revue de l'Association Française de Finance
17
(
1996
)
2
,
pp. 71-103
Persistent link: https://www.econbiz.de/10001229452
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->