Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
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
On the representation of gener...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
12
Optionspreistheorie
12
Theorie
12
Theory
12
Stochastic process
9
Stochastischer Prozess
9
CAPM
5
Interest rate
5
Yield curve
5
Zins
5
Zinsstruktur
5
Börsenkurs
4
Portfolio selection
4
Portfolio-Management
4
Share price
4
Hedging
3
Lévy processes
3
Anleihe
2
Bond
2
Derivat
2
Derivative
2
Discounting
2
Diskontierung
2
Financial analysis
2
Financial market
2
Finanzanalyse
2
Finanzmarkt
2
Finanzmathematik
2
Lévy models
2
Mathematical finance
2
Option trading
2
Optionsgeschäft
2
Social discount rate
2
Soziale Diskontrate
2
Volatility
2
Volatilität
2
information-based asset pricing
2
nonlinear filtering
2
option pricing
2
pricing kernels
2
more ...
less ...
Online availability
All
Free
6
Undetermined
4
CC license
1
Type of publication
All
Article
13
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Collection of articles of several authors
3
Sammelwerk
3
Aufsatz im Buch
2
Aufsatzsammlung
2
Book section
2
Arbeitspapier
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Konferenzschrift
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
24
Undetermined
1
Author
All
Hughston, Lane P.
20
Macrina, Andrea
8
Brody, Dorje C.
7
Hughston, L. P.
3
Bouzianis, George
2
Filipović, Damir
2
Hughston, Lane
2
Sánchez-Betancourt, Leandro
2
Balland, P.
1
Benth, Fred Espen
1
Brody, Dorje
1
Corcuera, José Manuel
1
Flesaker, Bjorn
1
Grasselli, Matheus
1
Hoyle, Edward
1
Mackie, Ewan
1
Meier, David M.
1
Meron, Robet C.
1
Rafailidis, Avraam
1
Schoutens, Wim
1
Turnbull, Stuart M.
1
more ...
less ...
Institution
All
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Published in...
All
International journal of theoretical and applied finance
7
Applied mathematical finance
2
Advanced mathematical methods for finance
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Options : classic approaches to pricing and modelling
1
Research paper series / Swiss Finance Institute
1
Risks : open access journal
1
Swiss Finance Institute Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
31
OLC EcoSci
3
USB Cologne (EcoSocSci)
3
USB Cologne (business full texts)
1
BASE
1
EconStor
1
more ...
less ...
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing: past, present, future ; introduction
Hughston, Lane P.
- In:
Options : classic approaches to pricing and modelling
,
(pp. XIII-XVIII)
.
1999
Persistent link: https://www.econbiz.de/10001772442
Saved in:
2
The new interest rate models
Hughston, Lane P.
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001522106
Saved in:
3
Options : classic approaches to pricing and modelling
Hughston, Lane P.
(
ed.
)
-
1999
Persistent link: https://www.econbiz.de/10013552260
Saved in:
4
Modelling information flows in financial markets
Brody, Dorje C.
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
Advanced mathematical methods for finance
,
(pp. 133-153)
.
2011
Persistent link: https://www.econbiz.de/10008991316
Saved in:
5
Pricing fixed-income securities in an information-based framework
Hughston, Lane P.
;
Macrina, Andrea
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 361-379
Persistent link: https://www.econbiz.de/10009710964
Saved in:
6
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
Saved in:
7
Special issue on financial derivatives and risk management
Grasselli, Matheus
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009562521
Saved in:
8
Information-based asset pricing
Brody, Dorje C.
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 107-142
Persistent link: https://www.econbiz.de/10003692732
Saved in:
9
Social discounting and the long rate of interest
Brody, Dorje C.
;
Hughston, Lane P.
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 306-334
Persistent link: https://www.econbiz.de/10011969159
Saved in:
10
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
