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~subject:"Option pricing theory"
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Option pricing theory
Theorie
182
Theory
182
Portfolio selection
115
Portfolio-Management
115
Stochastischer Prozess
69
Stochastic process
67
growth optimal portfolio
61
Hedging
49
Optionspreistheorie
48
Martingal
41
Martingale
41
Volatility
40
Volatilität
39
Benchmarking
37
CAPM
36
benchmark approach
33
Derivat
30
Derivative
30
Börsenkurs
29
Share price
29
Yield curve
29
Zinsstruktur
29
stochastic volatility
27
Aktienindex
23
Bewertung
23
Evaluation
23
Stock index
23
Arbitrage Pricing
22
Arbitrage pricing
22
fair pricing
21
minimal market model
21
Analysis
18
Financial economics
18
Kapitalmarkttheorie
18
Mathematical analysis
18
Financial market
17
Finanzmarkt
17
Welt
17
World
17
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Free
21
Undetermined
6
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Book / Working Paper
29
Article
19
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Arbeitspapier
21
Working Paper
21
Graue Literatur
20
Non-commercial literature
20
Article in journal
18
Aufsatz in Zeitschrift
18
Forschungsbericht
2
Lehrbuch
2
Textbook
2
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1
Book section
1
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Language
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English
48
Author
All
Platen, Eckhard
32
Schweizer, Martin
17
Heath, David C.
10
Baldeaux, Jan
4
Fergusson, Kevin
4
Fung, Man Chung
3
Grasselli, Martino
3
Ignatieva, Ekaterina
3
Rudd, Ralph
3
Chan, Leunglung
2
Craddock, Mark
2
Gnoatto, Alessandro
2
Herdegen, Martin
2
Kienitz, Jörg
2
Lamberton, Damien
2
McWalter, Thomas A.
2
Pham, Huyên
2
Wissel, Johannes
2
Baldeaux, Jan F.
1
Barkhagen, Mathias
1
Bauer, Daniel
1
Blomvall, Jörgen
1
Choulli, Tahir
1
Döberlein, Frank
1
Goldman, D.
1
Heath, D.
1
Herzel, Stefano
1
Hofmann, Norbert
1
Hulley, Hardy
1
Kentwell, Glenn
1
Kienitz, Joerg
1
McWalter, Thomas
1
Runggaldier, Wolfgang J.
1
Stricker, Christophe
1
Taylor, David
1
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Deutsche Forschungsgemeinschaft
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Discussion paper / B
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied mathematical finance
2
Asia-Pacific financial markets
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Research paper series / Swiss Finance Institute
2
Swiss Finance Institute Research Paper
2
The journal of computational finance
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in futures and options research : a research annual
1
Decisions in economics and finance : a journal of applied mathematics
1
Financial engineering and the Japanese markets
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research letters
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Springer Finance
1
Springer finance
1
UNSW Business School Research Paper
1
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1
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ECONIS (ZBW)
48
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1
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Saved in:
2
Numerical inversion of Laplace transforms : a survey of techniques with applications to derivative pricing
Craddock, Mark
;
Heath, David C.
;
Platen, Eckhard
- In:
The journal of computational finance
4
(
2000
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10001528157
Saved in:
3
Valuation of FX barrier options under stochastic volatility
Heath, David C.
- In:
Financial engineering and the Japanese markets
3
(
1996
)
3
,
pp. 195-215
Persistent link: https://www.econbiz.de/10001215397
Saved in:
4
Pricing of index options under a minimal market model with lognormal scalling
Heath, David C.
;
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250887
Saved in:
5
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2006
-
Softcover reprint of th hardcover 1st edition 2006
Persistent link: https://www.econbiz.de/10003042060
Saved in:
6
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2010
-
Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
Saved in:
7
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
Saved in:
8
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253953
Saved in:
9
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
10
Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert
-
1992
Persistent link: https://www.econbiz.de/10000834044
Saved in:
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