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
~person:"Badescu, Alexandru"
~person:"Scaillet, Olivier"
~subject:"Martingal"
~type:"article"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Martingal
Option pricing theory
17
Optionspreistheorie
17
Volatility
9
Volatilität
9
Stochastic process
8
Stochastischer Prozess
8
Theorie
8
Theory
8
ARCH model
5
ARCH-Modell
5
CAPM
4
Hedging
4
Martingale
4
Derivat
3
Derivative
3
Incomplete market
3
Unvollkommener Markt
3
Bivariate diffusion limit
2
Black-Scholes model
2
Black-Scholes-Modell
2
Estimation
2
GARCH models
2
Interest rate
2
Portfolio selection
2
Portfolio-Management
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
USA
2
United States
2
Yield curve
2
Zins
2
Zinsstruktur
2
ARSV Models
1
Affine models
1
Autocorrelation
1
Autokorrelation
1
Conditional Esscher transform
1
Derivatives pricing
1
more ...
less ...
Type of publication
All
Article
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Aufsatz im Buch
1
Book section
1
Language
All
English
4
Author
All
Badescu, Alexandru
Scaillet, Olivier
Siu, Tak Kuen
6
Bayraktar, Erhan
5
Hobson, David G.
5
Campi, Luciano
4
Elliott, Robert J.
4
Fontana, Claudio
4
Arai, Takuji
3
Biagini, Francesca
3
Dolinsky, Yan
3
Grbac, Zorana
3
Kabanov, Jurij M.
3
Madan, Dilip B.
3
Nutz, Marcel
3
Tankov, Peter
3
Callegaro, Giorgia
2
Carr, Peter
2
Cox, Alexander M. G.
2
Criens, David
2
Dupire, Bruno
2
Fouque, Jean-Pierre
2
Frittelli, Marco
2
Glau, Kathrin
2
Guyon, Julien
2
Hou, Zhaoxu
2
Hung, Mao-Wei
2
Jeanblanc, Monique
2
Kallsen, Jan
2
Menoukeu-Pamen, Olivier
2
Miyahara, Yoshio
2
Muhle-Karbe, Johannes
2
Mwaniki, Ivivi Joseph
2
Neufeld, Ariel
2
Obłój, Jan
2
Papapantoleon, Antonis
2
Prigent, Jean-Luc
2
Protter, Philip E.
2
Renault, Olivier
2
Ruf, Johannes
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
Saved in:
2
An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 353-373)
.
2002
Persistent link: https://www.econbiz.de/10001679460
Saved in:
3
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001881022
Saved in:
4
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
