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~subject:"Option pricing theory"
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Option pricing theory
Theorie
42
Theory
42
Credit risk
22
Kreditrisiko
21
Derivat
18
Derivative
18
Risikomanagement
13
Risk management
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Optionspreistheorie
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Counterparty risk
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Crépey, Stéphane
7
Carmona, René
5
Chataigner, Marc
2
Dixon, Matthew F.
2
Nadtochiy, Sergey
2
Bielecki, Tomasz R.
1
Cousin, Areski
1
Del Moral, Pierre
1
Hinz, Juri
1
Hu, Peng
1
Jeanblanc, Monique
1
Oudjane, Nadia
1
Pu, Jiang
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The journal of computational finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Finance and stochastics
1
International journal of theoretical and applied finance
1
Lecture notes in mathematics : a collection of informal reports and seminars
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
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Paris-Princeton lectures on mathematical finance ; 4.2010
Cousin, Areski
(
contributor
);
Carmona, René
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009349792
Saved in:
2
Tangent models as a mathematical framework for dynamic calibration
Carmona, René
;
Nadtochiy, Sergey
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 107-135
Persistent link: https://www.econbiz.de/10008908384
Saved in:
3
Tangent Lévy market models
Carmona, René
;
Nadtochiy, Sergey
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009423250
Saved in:
4
Numerical methods in finance : Bordeaux, June 2010
Carmona, René
(
ed.
);
Del Moral, Pierre
(
ed.
);
Hu, Peng
(
ed.
)
-
2012
Persistent link: https://www.econbiz.de/10009532927
Saved in:
5
Risk-neutral models for emission allowance prices and option valuation
Carmona, René
;
Hinz, Juri
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1453-1468
Persistent link: https://www.econbiz.de/10009297007
Saved in:
6
Financial modeling : a backward stochastic differential equations perspective
Crépey, Stéphane
-
2013
Persistent link: https://www.econbiz.de/10009770436
Saved in:
7
Pricing convertible bonds with call protection
Crépey, Stéphane
;
Rahal, Abdallah
- In:
The journal of computational finance
15
(
2011/12
)
2
,
pp. 37-75
Persistent link: https://www.econbiz.de/10009424802
Saved in:
8
Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
Saved in:
9
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
10
Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations
Crépey, Stéphane
;
Dixon, Matthew F.
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10012421957
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