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:"Kim, Young Shin"
~person:"Kwok, Yue-Kuen"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
70
Optionspreistheorie
70
Stochastic process
24
Stochastischer Prozess
24
Volatility
22
Volatilität
22
Theorie
21
Theory
21
Option trading
14
Optionsgeschäft
14
Derivat
12
Derivative
12
Lévy process
7
CAPM
6
Statistical distribution
6
Statistische Verteilung
6
ARCH model
5
ARCH-Modell
5
Option pricing
5
Convertible bond
4
Hedging
4
Markov chain
4
Markov-Kette
4
Swap
4
Wandelanleihe
4
Yield curve
4
Zinsstruktur
4
Black-Scholes model
3
Black-Scholes-Modell
3
Capital income
3
Finanzmathematik
3
Game theory
3
Kapitaleinkommen
3
Mathematical finance
3
Simulation
3
Spieltheorie
3
USA
3
United States
3
discrete sampling
3
stochastic volatility
3
more ...
less ...
Online availability
All
Undetermined
22
Free
8
Type of publication
All
Article
59
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Arbeitspapier
2
Aufsatz im Buch
2
Book section
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Conference paper
1
Konferenzbeitrag
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
72
Author
All
Kim, Young Shin
Kwok, Yue-Kuen
Madan, Dilip B.
93
Cui, Zhenyu
73
Härdle, Wolfgang
72
Fabozzi, Frank J.
67
Joshi, Mark S.
67
Carr, Peter
64
Schoutens, Wim
61
Takahashi, Akihiko
59
Chiarella, Carl
53
Elliott, Robert J.
53
Stentoft, Lars
52
Jacobs, Kris
46
Wystup, Uwe
45
Hull, John
42
Jarrow, Robert A.
40
Benth, Fred Espen
39
Korn, Ralf
38
Oosterlee, Cornelis W.
36
Belomestny, Denis
35
Schlögl, Erik
35
Chesney, Marc
34
Fusai, Gianluca
34
Platen, Eckhard
33
Schoenmakers, John
33
Siu, Tak Kuen
33
Barone-Adesi, Giovanni
32
Christoffersen, Peter F.
32
Perrakis, Stylianos
32
Schwartz, Eduardo S.
31
Wang, Xingchun
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Scaillet, Olivier
30
Wilmott, Paul
30
Račev, Svetlozar T.
29
Subrahmanyam, Marti G.
29
Alghalith, Moawia
28
Jacquier, Antoine (Jack)
28
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
12
The journal of futures markets
6
Applied mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Review of derivatives research
4
Journal of banking & finance
3
Journal of economic dynamics & control
2
Journal of financial engineering
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
The Frank J. Fabozzi series
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Working paper series in economics
2
Applied financial economics
1
Chapman & Hall/CRC financial mathematics series
1
Computational Management Science : CMS
1
Computational economics
1
Economics letters
1
European journal of operational research : EJOR
1
Finance research letters
1
Frank J. Fabozzi Ser
1
International journal of financial engineering
1
International review of financial analysis
1
Journal of econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical methods of operations research
1
New developments in financial modelling
1
Operations research letters
1
Risk assessment : decisions in banking and finance
1
Springer finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
1
-
10
of
72
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Accuracy and reliability considerations of option pricing algorithms
Kwok, Yue-Kuen
;
Lau, Ka-wo
- In:
The journal of futures markets
21
(
2001
)
10
,
pp. 875-903
Persistent link: https://www.econbiz.de/10001613564
Saved in:
2
Knock-in American options
Dai, Min
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
24
(
2004
)
2
,
pp. 179-192
Persistent link: https://www.econbiz.de/10001905050
Saved in:
3
Options with multiple reset rights
Dai, Min
;
Kwok, Yue-Kuen
;
Wu, Li Xin
- In:
International journal of theoretical and applied finance
6
(
2003
)
6
,
pp. 637-653
Persistent link: https://www.econbiz.de/10001794275
Saved in:
4
Mathematical models of financial derivatives : with 2 tables
Kwok, Yue-Kuen
-
1998
Persistent link: https://www.econbiz.de/10000628948
Saved in:
5
Asian options with the American early exercise feature
Wu, Lixin
;
Kwok, Yue-Kuen
;
Yu, Hong
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 101-111
Persistent link: https://www.econbiz.de/10001372098
Saved in:
6
Pricing multi-asset options with an external barrier
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 523-541
Persistent link: https://www.econbiz.de/10001255555
Saved in:
7
Game options analysis of the information role of call policies in convertible bonds
Leung, Chi Man
;
Chen, Nan
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 297-335
Persistent link: https://www.econbiz.de/10011436213
Saved in:
8
Reward-risk momentum strategies using classical tempered stable distribution
Choi, Jaehyung
;
Kim, Young Shin
;
Mitov, Ivan
- In:
Journal of banking & finance
58
(
2015
),
pp. 194-213
Persistent link: https://www.econbiz.de/10011543976
Saved in:
9
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
10
Recursive algorithms for pricing discrete variance options and volatility swaps under time-changed Lévy processes
Zheng, Wendong
;
Yuen, Chi Hung
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011455019
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
