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Two Price Economic Equilibria...
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Subject
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CAPM
Theorie
273
Theory
271
Optionspreistheorie
160
Option pricing theory
157
Stochastic process
111
Stochastischer Prozess
111
Markov chain
82
Markov-Kette
80
Portfolio-Management
73
Portfolio selection
72
Risk
58
Volatilität
58
Risiko
57
Volatility
57
Option trading
48
Optionsgeschäft
48
Hedging
45
Capital income
43
Kapitaleinkommen
43
Großbritannien
42
Estimation
40
Schätzung
40
United Kingdom
40
Derivat
39
Derivative
39
Börsenkurs
37
Share price
37
Pollution
32
Finanzmarkt
31
Umweltbelastung
31
Financial market
30
Credit risk
29
USA
29
United States
29
Kreditrisiko
28
Risk management
28
Auslandsinvestition
27
Foreign investment
27
Black-Scholes-Modell
26
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Free
14
Undetermined
12
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1
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Article
42
Book / Working Paper
18
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Article in journal
40
Aufsatz in Zeitschrift
40
Arbeitspapier
3
Graue Literatur
3
Lehrbuch
3
Non-commercial literature
3
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3
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3
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1
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1
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1
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1
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1
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Language
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English
60
Author
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Madan, Dilip B.
43
Elliott, Robert J.
16
Schoutens, Wim
6
Siu, Tak Kuen
5
Wang, King
5
Yor, Marc
5
Bakshi, Gurdip S.
3
Carr, Peter
3
Geman, Hélyette
3
Milne, Frank
3
Panayotov, George
3
Chesney, Marc
2
Elliott, Robert J. R.
2
Jarrow, Robert A.
2
Kopp, Peter E.
2
Shefrin, Hersh
2
Unal, Haluk
2
Atlan, Marc
1
Bakshi, Gurdip
1
Barone-Adesi, Giovanni
1
Bradrania, Reza
1
Callen, Jeffrey L.
1
Cvitanić, Jakša
1
Dela Vega, Engel John C.
1
Edmister, Robert O.
1
Fard, Farzad Alavi
1
Hamada, Ahmed S.
1
Hoek, John van der
1
Jarrow, Robert
1
Jeanblanc, Monique
1
Jin, Xing
1
Khanna, Ajay
1
Lyle, Matthew R.
1
Malcolm, W. P.
1
Seneta, Eugene
1
Sharaiha, Yazid M.
1
Shen, Yang
1
Tsoi, Allanus H.
1
Yang, Hailiang
1
Yen, Ju-Yi J.
1
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Institution
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Chambre de commerce et d'industrie de Paris
1
Published in...
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Annals of finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
International journal of theoretical and applied finance
4
Robert H. Smith School Research Paper
4
Asia-Pacific financial markets
2
Finance and stochastics
2
The journal of business : B
2
Applied mathematical finance
1
Asia Pacific financial markets
1
Discussion paper / Institute for Economic Research, Queen's University
1
European finance review : the official journal of the European Finance Association
1
Financial Institutions Center
1
Financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Les cahiers de recherche / HEC Paris
1
Oberwolfach
1
Operations research letters
1
Quantitative finance
1
Queen's Economics Department working paper
1
Review of accounting studies
1
Review of futures markets
1
Springer finance
1
Springer finance / Textbook
1
Springer finance / textbook
1
The journal of asset management
1
The journal of computational finance
1
The journal of finance : the journal of the American Finance Association
1
The journal of investment strategies
1
The review of economics and statistics
1
The review of financial studies
1
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ECONIS (ZBW)
60
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1
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
2
On Markov-modulated exponential-affine bond price formulae
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003847135
Saved in:
3
Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10011377522
Saved in:
4
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:
5
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:
6
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000135929
Saved in:
7
Pricing and managing risks of European-style options in a Markovian regime-switching binomial model
Fard, Farzad Alavi
;
Siu, Tak Kuen
- In:
Annals of finance
9
(
2013
)
3
,
pp. 421-438
Persistent link: https://www.econbiz.de/10009776434
Saved in:
8
Mean-variance portfolio selection under a constant elasticity of variance model
Shen, Yang
;
Zhang, Xin
;
Siu, Tak Kuen
- In:
Operations research letters
42
(
2014
)
5
,
pp. 337-342
Persistent link: https://www.econbiz.de/10010404397
Saved in:
9
[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:
10
Estimating the instantaneous volatility and covariance of risky assets
Chesney, Marc
;
Elliott, Robert J.
-
1995
Persistent link: https://www.econbiz.de/10000910595
Saved in:
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