//--> //--> //-->
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:"Hull, John"
~person:"Kim, Young Shin"
~type_genre:"Aufsatz im Buch"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
4
Optionspreistheorie
4
Theorie
2
Theory
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Black-Scholes model
1
Black-Scholes-Modell
1
Forecasting model
1
Neural networks
1
Neuronale Netze
1
Option trading
1
Options
1
Optionsgeschäft
1
Prognoseverfahren
1
Risikoneutralität
1
Risk neutrality
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
deep learning
1
implied volatility movements
1
neural networks
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz im Buch
Article in journal
32
Aufsatz in Zeitschrift
32
Lehrbuch
21
Textbook
19
Glossar enthalten
12
Glossary included
12
Arbeitspapier
4
Book section
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Accompanied by computer file
2
Aufgabensammlung
2
CD-ROM, DVD
2
Elektronischer Datenträger als Beilage
2
Conference paper
1
Konferenzbeitrag
1
Reprint
1
Rezension
1
more ...
less ...
Language
All
English
4
Author
All
Hull, John
Kim, Young Shin
Fabozzi, Frank J.
12
Merton, Robert C.
6
Bellalah, Mondher
4
Chiarella, Carl
4
El Karoui, Nicole
4
Elliott, Robert J.
4
Fusai, Gianluca
4
Karmann, Alexander
4
Keber, Christian
4
Levin, Alexander
4
Rogers, Leonard C. G.
4
Samuelson, Paul Anthony
4
Tankov, Peter
4
Eberlein, Ernst
3
Engström, Malin
3
Gray, Dale
3
Huchzermeier, Arnd
3
Jarrow, Robert A.
3
Kallsen, Jan
3
Kalotay, Andrew J.
3
Kanne, Stefan
3
MacKenzie, Donald A.
3
Meyer, Gunter H.
3
Mordecki, Ernesto
3
Moreno, Manuel
3
Račev, Svetlozar T.
3
Rudolf, Markus
3
Skiadopoulos, George
3
Ziogas, Andrew
3
Arnold, Tom
2
Bamberg, Günter
2
Barrieu, Pauline
2
Bensoussan, Alain
2
Benth, Fred Espen
2
Bianchi, Michele Leonardo
2
Bielecki, Tomasz R.
2
Black, Fischer
2
Bordag, Ljudmila A.
2
Boyle, Phelim P.
2
Breeden, Douglas T.
2
more ...
less ...
Published in...
All
New developments in financial modelling
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Options : classic approaches to pricing and modelling
1
Risk assessment : decisions in banking and finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The pricing of options on assets with stochastic volatilities
Hull, John
;
White, Alan
- In:
Options : classic approaches to pricing and modelling
,
(pp. 323-344)
.
1999
Persistent link: https://www.econbiz.de/10001772463
Saved in:
2
A modified tempered stable distribution with volatility clustering
Kim, Young Shin
;
Račev, Svetlozar T.
;
Chung, Dong Myung
; …
- In:
New developments in financial modelling
,
(pp. 344-365)
.
2008
Persistent link: https://www.econbiz.de/10003981863
Saved in:
3
A new tempered stable distribution and its application to finance
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 77-109)
.
2008
Persistent link: https://www.econbiz.de/10003781614
Saved in:
4
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->