//--> //--> //-->
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:"Hou, Zhaoxu"
~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
10
Optionspreistheorie
10
Theorie
8
Theory
8
Martingale
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
3
Volatilität
3
Hedging
2
Incomplete market
2
Interest rate
2
Martingale optimal transport
2
Pricing-hedging duality
2
Robust pricing and hedging
2
USA
2
United States
2
Unvollkommener Markt
2
Yield curve
2
Zins
2
Zinsstruktur
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Black-Scholes model
1
Black-Scholes-Modell
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Financial bubble
1
Local martingale models
1
Mathematical programming
1
Mathematische Optimierung
1
OTC market
1
OTC-Handel
1
Option trading
1
Optionsgeschäft
1
Path space restrictions
1
Pathwise modelling
1
more ...
less ...
Online availability
All
Undetermined
2
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
Hou, Zhaoxu
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
Badescu, Alexandru
2
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
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
Finance and stochastics
2
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
Robust pricing and hedging under trading restrictions and the emergence of local martingale models
Cox, Alexander M. G.
;
Hou, Zhaoxu
;
Obłój, Jan
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 669-704
Persistent link: https://www.econbiz.de/10011531314
Saved in:
2
Robust pricing-hedging dualities in continuous time
Hou, Zhaoxu
;
Obłój, Jan
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 511-567
Persistent link: https://www.econbiz.de/10011945812
Saved in:
3
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:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->