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CAPM
Theorie
94
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93
Markov chain
55
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53
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48
Option pricing theory
47
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44
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English
18
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Elliott, Robert J.
16
Madan, Dilip B.
3
Siu, Tak Kuen
3
Chesney, Marc
2
Elliott, Robert J. R.
2
Kopp, Peter E.
2
Barone-Adesi, Giovanni
1
Bradrania, Reza
1
Callen, Jeffrey L.
1
Cvitanić, Jakša
1
Dela Vega, Engel John C.
1
Hamada, Ahmed S.
1
Hoek, John van der
1
Jeanblanc, Monique
1
Lyle, Matthew R.
1
Malcolm, W. P.
1
Milne, Frank
1
Tsoi, Allanus H.
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1
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Chambre de commerce et d'industrie de Paris
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
International journal of theoretical and applied finance
2
Applied mathematical finance
1
Asia-Pacific financial markets
1
Discussion paper / Institute for Economic Research, Queen's University
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic dynamics & control
1
Les cahiers de recherche / HEC Paris
1
Oberwolfach
1
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1
Review of accounting studies
1
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1
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ECONIS (ZBW)
18
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1
Robust parameter estimation for asset price models with Markov modulated volatilities
Elliott, Robert J. R.
;
Malcolm, W. P.
;
Tsoi, Allanus H.
- In:
Journal of economic dynamics & control
27
(
2003
)
8
,
pp. 1391-1409
Persistent link: https://www.econbiz.de/10001736104
Saved in:
2
On models of default risk
Elliott, Robert J. R.
;
Jeanblanc, Monique
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 179-195
Persistent link: https://www.econbiz.de/10002177437
Saved in:
3
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
Saved in:
4
Estimating the instantaneous volatility and covariance of risky assets
Chesney, Marc
;
Elliott, Robert J.
-
1995
Persistent link: https://www.econbiz.de/10000910595
Saved in:
5
A discrete time equivalent martingale measure
Elliott, Robert J.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001242839
Saved in:
6
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
7
Pricing the treasury bond futures contract as the minimum value of deliverable bond prices
Barone-Adesi, Giovanni
;
Elliott, Robert J.
- In:
Review of futures markets
8
(
1989
)
3
,
pp. 438-444
Persistent link: https://www.econbiz.de/10001099129
Saved in:
8
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000135929
Saved in:
9
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
1999
Persistent link: https://www.econbiz.de/10000663279
Saved in:
10
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
2005
-
2. ed.
Persistent link: https://www.econbiz.de/10001973330
Saved in:
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