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
~subject:"Asymptotic expansions"
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
Eurodollar futures pricing in...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Asymptotic expansions
Option pricing theory
9
Optionspreistheorie
9
Stochastic process
8
Stochastischer Prozess
8
Option trading
7
Optionsgeschäft
7
Volatility
7
Volatilität
7
Theorie
6
Theory
6
Black-Scholes model
5
Black-Scholes-Modell
5
Asia
4
Asian options
4
Asien
4
Yield curve
4
Zinsstruktur
4
CAPM
3
Derivat
2
Derivative
2
Explosion
2
HJM model
2
Interest rate
2
Markov chain
2
Markov functional model
2
Markov-Kette
2
Short rate models
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic modeling
2
Zins
2
large deviations
2
log-normal interest rate models
2
ARCH model
1
ARCH-Modell
1
Aggregation
1
Annuities
1
Asian option
1
Convexity
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Pirjol, Dan
2
Lewis, Alan L.
1
Published in...
All
International journal of theoretical and applied finance : IJTAF
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Subleading correction to the Asian options volatility in the black-scholes model
Pirjol, Dan
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014365668
Saved in:
2
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
