//--> //--> //--> //-->
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:"olc"
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-implied intrahorizon va...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
19
Language
All
Undetermined
19
Author
All
Leippold, Markus
19
Vanini, Paolo
6
Egloff, Daniel
4
Trojani, Fabio
4
Blöchlinger, Andreas
2
Lohre, Harald
2
Wu, Liuren
2
Cheng, Jun
1
Ebnoether, Silvan
1
Ibraimi, Meriton
1
Jovic, Dean
1
Syz, Jürg
1
Wiener, Zvi
1
Zhang, Jin E.
1
more ...
less ...
Published in...
All
Journal of banking & finance
3
Journal of economic dynamics & control
3
Applied mathematical finance
2
Finanzmarkt und Portfolio-Management
2
Journal of financial and quantitative analysis : JFQA
2
The review of financial studies
2
Applied financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of derivatives research
1
The European journal of finance
1
The journal of futures markets
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
161
RePEc
26
USB Cologne (business full texts)
23
Other ZBW resources
2
EconStor
1
USB Cologne (EcoSocSci)
1
more ...
less ...
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset Pricing under the Quadratic Class
Leippold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10006695598
Saved in:
2
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models
Leippold, Markus
;
Wiener, Zvi
- In:
Review of derivatives research
7
(
2004
)
3
,
pp. 213-240
Persistent link: https://www.econbiz.de/10005925702
Saved in:
3
Das Standardverfahren zur Eigenmittelunterlegung : Analyse der Wahlmöglichkeiten
Leippold, Markus
;
Jovic, Dean
- In:
Finanzmarkt und Portfolio-Management
13
(
1999
)
3
,
pp. 260-290
Persistent link: https://www.econbiz.de/10006095596
Saved in:
4
Numerische Methoden in der Optionspreistheorie : Monte Carlo und Quasi-Monte Carlo Methoden
Leippold, Markus
- In:
Finanzmarkt und Portfolio-Management
11
(
1997
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10006099516
Saved in:
5
Economic benefit of powerful credit scoring
Blöchlinger, Andreas
;
Leippold, Markus
- In:
Journal of banking & finance
30
(
2006
)
3
,
pp. 851-874
Persistent link: https://www.econbiz.de/10005878513
Saved in:
6
Optimal credit limit management under different information regimes
Leippold, Markus
;
Vanini, Paolo
;
Ebnoether, Silvan
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 463-488
Persistent link: https://www.econbiz.de/10005878632
Saved in:
7
A remark on Lin and Chang's paper ‘Consistent modeling of S&P 500 and VIX derivatives’
Cheng, Jun
;
Ibraimi, Meriton
;
Leippold, Markus
;
Zhang, …
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 708-716
Persistent link: https://www.econbiz.de/10009840987
Saved in:
8
Learning and Asset Prices Under Ambiguous Information
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
The review of financial studies
21
(
2013
)
6
,
pp. 2565-2564
Persistent link: https://www.econbiz.de/10010114004
Saved in:
9
A simple model of credit contagion
Egloff, Daniel
;
Leippold, Markus
;
Vanini, Paolo
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2475-2492
Persistent link: https://www.econbiz.de/10007757874
Saved in:
10
The Valuation of American Options with Stochastic Stopping Time Constraints
Egloff, Daniel
;
Leippold, Markus
- In:
Applied mathematical finance
16
(
2009
)
3-4
,
pp. 287-306
Persistent link: https://www.econbiz.de/10008336485
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->