//--> //--> //-->
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:"Papapantoleon, Antonis"
~subject:"EU-Staaten"
~type_genre:"Conference paper"
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
Can anyone be the one? Evidenc...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Black-Scholes model
1
Black-Scholes-Modell
1
Derivat
1
Derivative
1
EU countries
1
European quanto derivatives
1
Experiment
1
Malliavin calculus
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
analytical approximations
1
convexity adjustment
1
expansion formula
1
local volatility FX-LIBOR model
1
volatility skew/smile
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Conference paper
Article in journal
1
Aufsatz in Zeitschrift
1
Konferenzbeitrag
1
Language
All
English
1
Author
All
Papapantoleon, Antonis
Amendola, Giovanni Battista
1
Beltrán, Fernando
1
Benedetto, Giacomo
1
Champroux, Nathalie
1
Creţu, Diana
1
Eser, Fabian
1
Falianty, Telisa Aulia
1
Falk, Martin
1
Fredebeul-Krein, Markus
1
Garcia-López, Miquel-Àngel
1
García Sánchez, Francisco José
1
Georgoutsos, Demetris A.
1
Grigorescu, Adriana
1
Grose, Chris
1
Hagsten, Eva
1
Hok, Julien
1
Hudson, Robert
1
Ion, Amalia-Elena
1
Kanella, Aglaia
1
Kargidis, Theodoros
1
Kouretas, Georgios P.
1
Lemke, Wolfgang
1
Lulić, Mira
1
Malešević Sučić, Zrinka
1
Massaro, Maria
1
Mocanu, Mihaela
1
Moffat, John D.
1
Muhvić, Davor
1
Ngare, Philip
1
Nyholm, Ken
1
Pasidis, Ilias-Nikiforos
1
Požega, Željko
1
Radde, Sören
1
Ribalaygua, Cecilia Batalla
1
Roth, Duncan
1
Schäfer, Benjamin
1
Spyridis, Τheodoros
1
Swanson, Eric T.
1
Szládek, Dániel
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->