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
Retain my current filters
~isPartOf:"International journal of theoretical and applied 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
Pricing American options under...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Yield curve
3
Zinsstruktur
3
Derivat
2
Derivative
2
Hedging
2
Portfolio selection
2
Portfolio-Management
2
Analysis
1
Anleihe
1
Bond
1
CAPM
1
Commodity derivative
1
Credit derivative
1
Credit risk
1
FFTW
1
Fourier transform
1
Gas sales agreement
1
Heath-Jarrow-Morton framework
1
Incomplete market
1
Incomplete markets
1
Kreditderivat
1
Kreditrisiko
1
Mathematical analysis
1
Option trading
1
Optionsgeschäft
1
Risikoprämie
1
Risk premium
1
Rohstoffderivat
1
Simulation
1
Spread options
1
Stochastic volatility
1
Unvollkommener Markt
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Undetermined
1
Author
All
Chiarella, Carl
5
Schlögl, Erik
3
Kang, Boda
2
Nikitopoulos, Christina Sklibosios
2
Alfeus, Mesias
1
Barton, Geoff
1
CHIARELLA, CARL
1
Cheang, Gerald H. L.
1
Chege Maina, Samuel
1
Clewlow, Les
1
Dun, Tim
1
MAINA, SAMUEL CHEGE
1
Meyer, Gunter H.
1
Mina, Karl Friedrich
1
SKLIBOSIOS, CHRISTINA NIKITOPOULOS
1
Ziogas, Andrew
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Research Paper Series / Finance Discipline Group, Business School
98
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
82
Working Paper Series / Finance Discipline Group, Business School
49
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
44
Journal of economic dynamics & control
27
Journal of economic behavior & organization : JEBO
19
U. of Technology, Sydney Finance and Economics Working Paper
16
Quantitative Finance Research Centre Research Paper
15
Research paper / Quantitative Finance Research Group, University of Technology Sydney
13
Applied mathematical finance
12
Diskussionsarbeit
12
Journal of Economic Behavior & Organization
11
Journal of Economic Dynamics and Control
11
Computational economics
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Computing in Economics and Finance 2002
9
Quantitative and empirical analysis of nonlinear dynamic macromodels
9
The journal of futures markets
9
Computational Economics
8
The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
Macroeconomic dynamics
7
UTS Working Paper
7
Quantitative Finance
6
Studies in Nonlinear Dynamics & Econometrics
6
The European journal of finance
6
Applied Mathematical Finance
5
Asia-Pacific financial markets
5
Computing in Economics and Finance 2006
5
Energy economics
5
Journal of Futures Markets
5
Quantitative Finance Research Centre Working Paper
5
Risks : open access journal
5
Routledge frontiers of political economy
5
SpringerLink / Bücher
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
4
Computing in Economics and Finance 1997
4
Computing in Economics and Finance 2004
4
Discussion paper / B
4
European Journal of Political Economy
4
more ...
less ...
Source
All
ECONIS (ZBW)
7
OLC EcoSci
1
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 155-202
Persistent link: https://www.econbiz.de/10003415746
Saved in:
2
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
3
Simulated swaption delta-hedging in the lognormal forward LIBOR model
Dun, Tim
;
Barton, Geoff
;
Schlögl, Erik
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 677-709
Persistent link: https://www.econbiz.de/10001600372
Saved in:
4
On spread option pricing using two-dimensional fourier transform
Alfeus, Mesias
;
Schlögl, Erik
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012153028
Saved in:
5
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS
CHIARELLA, CARL
;
MAINA, SAMUEL CHEGE
;
SKLIBOSIOS, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
Persistent link: https://www.econbiz.de/10010151928
Saved in:
6
The evaluation of American option prices under stochastic volatitlity and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 393-425
Persistent link: https://www.econbiz.de/10003867417
Saved in:
7
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
8
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
