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Option pricing theory
Irland
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Elliott, Robert J.
45
Siu, Tak Kuen
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Chan, Leunglung
5
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4
Lian, Guanghua
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International journal of theoretical and applied finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
The journal of futures markets
3
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2
Applied mathematical finance
2
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2
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2
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2
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1
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
International journal of financial engineering
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1
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematical modeling and numerical methods in finance : special volume
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New methods in fixed income modeling : fixed income modeling
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Rodney L. White Center for Financial Research
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ECONIS (ZBW)
47
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1
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003334921
Saved in:
2
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001497491
Saved in:
3
Analytical solutions to the pricing of American bond and yield options
Chesney, Marc
;
Elliott, Robert J.
;
Gibson, Rajna
-
1991
-
Rev. version
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000817550
Saved in:
4
Numerical evaluation of the critical price and American options
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Elliott, …
-
1994
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000899141
Saved in:
5
Option pricing with regularized fractional Brownian motions
Aldabe, F.
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 379-397)
.
1997
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001298418
Saved in:
6
A discrete time equivalent martingale measure
Elliott, Robert J.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 127-152
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001242839
Saved in:
7
Discontinuous asset prices and non-attainable contingent claims
Colwell, David B.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 295-308
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001184866
Saved in:
8
Analytical solutions for the pricing of American bond and yield options
Chesney, Marc
;
Elliott, Robert J.
;
Gibson, Rajna
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 277-294
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001184869
Saved in:
9
Atainable claims in a Markov market
Bensoussan, Alain
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 121-131
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001185056
Saved in:
10
Numerical evaluation of the critical price and American options
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Elliott, …
- In:
The European journal of finance
1
(
1995
)
1
,
pp. 69-78
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001192799
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