//--> //--> //-->
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:"Scaillet, Olivier"
~subject:"Black-Scholes model"
~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
Black-Scholes model
Martingal
Option pricing theory
8
Optionspreistheorie
8
Theorie
8
Theory
8
Stochastic process
4
Stochastischer Prozess
4
Volatility
3
Volatilität
3
Incomplete market
2
Interest rate
2
Martingale
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-Modell
1
OTC market
1
OTC-Handel
1
Option trading
1
Optionsgeschäft
1
more ...
less ...
Type of publication
All
Article
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Aufsatz im Buch
1
Book section
1
Language
All
English
3
Author
All
Scaillet, Olivier
Jarrow, Robert A.
11
Madan, Dilip B.
11
Elliott, Robert J.
10
Câmara, António
9
Carr, Peter
8
Singh, Vipul Kumar
8
Siu, Tak Kuen
8
Bayraktar, Erhan
7
Rogers, Leonard C. G.
6
Ševčovič, Daniel
6
Ehrhardt, Matthias
5
Hobson, David G.
5
Jeanblanc, Monique
5
Ko, Bangwon
5
Korn, Ralf
5
Lee, Hangsuck
5
Protter, Philip E.
5
Schoutens, Wim
5
Zanette, Antonino
5
Zhu, Lingjiong
5
Alghalith, Moawia
4
Arai, Takuji
4
Campi, Luciano
4
Chance, Don M.
4
Cui, Zhenyu
4
Fontana, Claudio
4
Fouque, Jean-Pierre
4
Fukasawa, Masaaki
4
Fusai, Gianluca
4
Glau, Kathrin
4
Härdle, Wolfgang
4
Kim, Junseok
4
Kim, Sol
4
Lee, Cheng F.
4
Lee, Roger
4
Li, Yuying
4
Linetsky, Vadim
4
Merton, Robert C.
4
Nutz, Marcel
4
Pirjol, Dan
4
more ...
less ...
Published in...
All
Journal of empirical finance
1
Journal of financial economics
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)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing American options under stochastic volatility and stochastic interest rates
Medvedev, Alexey
;
Scaillet, Olivier
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10008702738
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->