//--> //--> //-->
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:"The review of financial studies"
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
Progressive filtration expansi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
1995-1998
1
Black-Scholes model
1
Black-Scholes-Modell
1
Liquidity
1
Liquidität
1
Market microstructure
1
Marktmikrostruktur
1
Risiko
1
Risk
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
USA
1
United States
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
Undetermined
2
English
1
Author
All
Warachka, M.
3
Çetin, U.
3
Jarrow, R.
2
Protter, P.
2
Jarrow, Robert A.
1
Protter, Philip E.
1
Published in...
All
The review of financial studies
Finance and stochastics
12
Johnson School Research Paper Series
9
Finance and Stochastics
6
International Journal of Theoretical and Applied Finance (IJTAF)
5
International journal of theoretical and applied finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Papers / arXiv.org
5
Annals of finance
4
Stochastic Processes and their Applications
3
Financial engineering
2
International Review of Finance
2
Journal of banking & finance
2
Mathematical Finance
2
Mathematics and financial economics
2
The journal of finance : the journal of the American Finance Association
2
The journal of portfolio management : a publication of Institutional Investor
2
Annals of Applied Probability, Forthcoming
1
Annals of Finance
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Finance Research Letters
1
Finance research letters
1
Frontiers of mathematical finance : FMF
1
Journal of Banking & Finance
1
Journal of Multivariate Analysis
1
LSE Research Online Documents on Economics
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative Finance
1
Review of Derivatives Research
1
Review of Financial Studies
1
Review of derivatives research
1
SFB 373 Discussion Paper
1
SFB 373 Discussion Papers
1
Sonderforschungsbereich 373
1
The credit market handbook : advanced modeling issues
1
more ...
less ...
Source
All
OLC EcoSci
2
ECONIS (ZBW)
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.
;
Jarrow, Robert A.
;
Protter, Philip E.
; …
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
Saved in:
2
Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence
Çetin, U.
;
Jarrow, R.
;
Protter, P.
;
Warachka, M.
- In:
The review of financial studies
19
(
2013
)
2
,
pp. 493-492
Persistent link: https://www.econbiz.de/10010114538
Saved in:
3
Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence
Çetin, U.
;
Jarrow, R.
;
Protter, P.
;
Warachka, M.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-530
Persistent link: https://www.econbiz.de/10007019756
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->