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:"Option pricing theory"
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
Liquidity and credit risk
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
26
Theory
26
Kreditrisiko
20
Credit risk
19
Optionspreistheorie
19
Corporate bond
18
Unternehmensanleihe
18
Risikoprämie
16
Risk premium
16
Volatility
9
Capital structure
8
Kapitalstruktur
8
Unvollkommener Markt
8
Volatilität
8
Yield curve
8
Zinsstruktur
8
Incomplete market
7
Martingal
7
Martingale
7
USA
7
Credit derivative
6
Insolvency
6
Insolvenz
6
Kreditderivat
6
Risikomanagement
6
United States
6
Betriebliche Liquidität
5
Corporate liquidity
5
Risk management
5
Capital income
4
Financial leverage
4
Kapitaleinkommen
4
corporate bonds
4
credit risk
4
1986-2000
3
Anleihe
3
Black-Scholes-Modell
3
Bond market
3
Börsenkurs
3
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Book / Working Paper
10
Article
7
Type of publication (narrower categories)
All
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
7
Working Paper
7
Article in journal
6
Aufsatz in Zeitschrift
6
Amtsdruckschrift
2
Government document
2
Aufsatz im Buch
1
Book section
1
Collection of articles written by one author
1
Hochschulschrift
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
English
17
Author
All
Renault, Olivier
9
Scaillet, Olivier
9
Ericsson, Jan
8
Prigent, Jean-Luc
8
Reneby, Joel
6
Doshi, Hitesh
1
Fournier, Mathieu
1
Leblanc, Boris
1
Seo, Sang Byung
1
more ...
less ...
Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
4
Published in...
All
Applied mathematical finance
2
SSE EFI working paper series in economics and finance
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Working paper series in economics and finance
2
Discussion paper
1
Discussion paper series / LSE Financial Markets Group
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Journal of empirical finance
1
Journal of financial economics
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Research paper / International Center for Financial Asset Management and Engineering
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit risk in corporate securities and derivatives : valuation and optimal capital structure choice
Ericsson, Jan
-
1997
Persistent link: https://www.econbiz.de/10000961237
Saved in:
2
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
Saved in:
3
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
4
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Leblanc, Boris
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 109-111
Persistent link: https://www.econbiz.de/10001486629
Saved in:
5
Lookback and barrier options : a comparison between black-scholes and ABC pricing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 143-152
Persistent link: https://www.econbiz.de/10001544338
Saved in:
6
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001707061
Saved in:
7
An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 353-373)
.
2002
Persistent link: https://www.econbiz.de/10001679460
Saved in:
8
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001881022
Saved in:
9
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
10
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
