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Option pricing theory
Theorie
54
Theory
54
Stochastischer Prozess
27
Stochastic process
26
Optionspreistheorie
19
Volatility
15
Volatilität
14
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English
19
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Yor, Marc
15
Geman, Hélyette
8
Madan, Dilip B.
7
Chesney, Marc
3
Jeanblanc, Monique
3
Carr, Peter
2
Roynette, Bernard
2
Ewald, Christian-Oliver
1
Friz, Peter
1
Gerhold, Stefan
1
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1
Göing-Jaeschke, Anja
1
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1
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1
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Bachelier Finance Society
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
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3
Applied mathematical finance
1
Aspects of mathematical finance
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
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1
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1
Les cahiers de recherche / HEC Paris
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Risk measures for the 21st century
1
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ECONIS (ZBW)
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Bessel processes, Asian options, and perpetuities
Geman, Hélyette
- In:
Mathematical finance : an international journal of …
3
(
1993
)
4
,
pp. 349-375
Persistent link: https://www.econbiz.de/10001185120
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2
Time changes for Lévy processes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001650919
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3
The fine structure of asset returns : an empirical investigation
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 305-332
Persistent link: https://www.econbiz.de/10001682409
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4
Self-decomposability and option pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
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5
Exponential functionals of Brownian motion and related processes
Yor, Marc
-
2001
Persistent link: https://www.econbiz.de/10001559455
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6
Pure jump Lévy processes for asset price modelling
Geman, Hélyette
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1297-1316
Persistent link: https://www.econbiz.de/10001688486
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7
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
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8
A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
Göing-Jaeschke, Anja
;
Yor, Marc
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 413-415
Persistent link: https://www.econbiz.de/10001772723
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9
Option prices as probabilities : a new look at generalized black-scholes formulae
Profeta, Christophe
;
Roynette, Bernard
;
Yor, Marc
-
2010
Persistent link: https://www.econbiz.de/10003919904
Saved in:
10
Mathematical methods for financial markets
Jeanblanc, Monique
;
Yor, Marc
;
Chesney, Marc
- In:
Finance : revue de l'Association Française de Finance
31
(
2010
)
1
,
pp. 81-85
Persistent link: https://www.econbiz.de/10008660582
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