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~subject:"Option pricing theory"
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Option pricing theory
Theorie
130
Theory
130
Arbitrage
38
Transaction costs
36
Transaktionskosten
27
Portfolio selection
26
Portfolio-Management
26
CAPM
24
Optionspreistheorie
24
Financial market
18
Finanzmarkt
18
Hedging
17
Risk
16
Agency theory
15
Incomplete market
15
Prinzipal-Agent-Theorie
15
Unvollkommener Markt
15
Equilibrium theory
14
Gleichgewichtstheorie
14
pessimism
14
equilibrium
13
Pessimism
12
Risiko
12
Stochastic process
12
Stochastischer Prozess
12
Volatility
12
Volatilität
11
Derivat
10
Derivative
10
Arbitrage Pricing
9
Contract theory
9
Erwartungsbildung
9
Expectation formation
9
Heterogeneous beliefs
9
Risk aversion
9
Vertragstheorie
9
viscosity solutions
9
Arbitrage pricing
8
Asymmetric information
8
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Article
14
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9
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6
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4
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English
23
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Touzi, Nizar
14
Jouini, Elyès
7
Renault, Eric
5
Koehl, Pierre-François
4
Alziary, Bénédicte
2
Bizid, Abdelhamid
2
Cvitanić, Jakša
2
Décamps, Jean-Paul
2
Kallal, Hédi D.
2
Napp, Clotilde
2
Pastorello, Sergio
2
Pham, Huyên
2
Bouchard, Bruno
1
Chazal, Marie
1
Fournié, E.
1
Galichon, Alfred
1
Gouriéroux, Christian
1
Henry-Labordere, Pierre
1
Henry-Labordère, Pierre
1
Kabanov, Jurij M.
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Lasry, J. M.
1
Musiela, Marek
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Finance and stochastics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
Handbooks in mathematical finance
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of mathematical economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
Numerical methods in finance
1
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ECONIS (ZBW)
23
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1
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
2
Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
- In:
Review of derivatives research
2
(
1999
)
4
,
pp. 287-314
Persistent link: https://www.econbiz.de/10001445801
Saved in:
3
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
;
Décamps, Jean-Paul
;
Koehl, …
-
1996
Persistent link: https://www.econbiz.de/10000936713
Saved in:
4
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
- In:
Journal of banking & finance
21
(
1997
)
5
,
pp. 613-640
Persistent link: https://www.econbiz.de/10001222189
Saved in:
5
American options exercise boundary when the volatility changes randomly
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924111
Saved in:
6
Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
Saved in:
7
Statistical inference for random-variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 358-367
Persistent link: https://www.econbiz.de/10001493867
Saved in:
8
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
9
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
10
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
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