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~subject:"Option pricing theory"
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Option pricing theory
Theorie
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Theory
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23
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22
Optionspreistheorie
17
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11
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10
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affiliated utility function
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Price elasticity
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standard risk aversion
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English
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Stapleton, Richard C.
15
Subrahmanyam, Marti G.
12
Franke, Günter
7
Ho, Teng-suan
3
Peterson, Sandra
2
Huang, Cheng-Teh James
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Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Diskussionsbeiträge / 2
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Journal of banking & finance
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Journal of economic theory
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Review of derivatives research
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Schmalenbach business review : sbr
1
The journal of finance : the journal of the American Finance Association
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The review of financial studies
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ECONIS (ZBW)
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The valuation of American-style swaptions in a two-factor spot-futures model
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, …
-
1999
Persistent link: https://www.econbiz.de/10001463939
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2
The pricing of options on credit-sensitive bonds
Peterson, Sandra
;
Stapleton, Richard C.
- In:
Schmalenbach business review : sbr
55
(
2003
)
3
,
pp. 178-193
Persistent link: https://www.econbiz.de/10001770485
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3
The valuation of American options on bonds
Ho, Teng-suan
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1487-1513
Persistent link: https://www.econbiz.de/10001236735
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4
The pricing of marked-to-market contingent claims in a no-arbitrage economy
Satchell, Stephen
- In:
Australian journal of management
22
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001256338
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5
Who buys and who sells options : the role of options in an economy with background risk
Franke, Günter
- In:
Journal of economic theory
82
(
1998
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10001246473
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6
Multivariate binomial approximations for asset prices with nonstationary variance and covariance characteristics
Ho, Teng-suan
- In:
The review of financial studies
8
(
1995
)
4
,
pp. 1125-1252
Persistent link: https://www.econbiz.de/10001198366
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7
Standard risk aversion and the demand for risky assets in the presence of background risk
Franke, Günter
;
Stapleton, Richard C.
;
Subrahmanyam, …
-
2000
Persistent link: https://www.econbiz.de/10001544833
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8
The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique
Ho, Teng-suan
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10001222419
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9
The pricing of Bermudan-style options on correlated assets
Peterson, Sandra J.
;
Stapleton, Richard C.
- In:
Review of derivatives research
5
(
2002
)
2
,
pp. 127-151
Persistent link: https://www.econbiz.de/10001722137
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10
The intertemporal behaviour of asset prices and the equivalent martingale measure for the valuation of contingent claims
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1989
Persistent link: https://www.econbiz.de/10000760810
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