Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An Application of Hidden Marko...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
92
Theory
91
Markov chain
54
Markov-Kette
52
Optionspreistheorie
50
Stochastic process
44
Stochastischer Prozess
44
Großbritannien
42
United Kingdom
40
Pollution
32
Umweltbelastung
31
Auslandsinvestition
25
Foreign investment
25
China
23
Estimation
23
Industrie
23
Manufacturing industries
23
Schätzung
23
Portfolio-Management
22
Intra-industry trade
21
Portfolio selection
21
Environmental policy
19
Intraindustrieller Handel
19
Umweltpolitik
19
CAPM
18
Environmental standard
16
Umweltstandard
16
Welt
16
World
16
Lohn
15
USA
15
United States
15
Volatilität
15
Wages
15
Risiko
14
Volatility
14
Zinsstruktur
14
Hedging
13
Risk
13
more ...
less ...
Online availability
All
Undetermined
11
Free
5
Type of publication
All
Article
40
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Aufsatz im Buch
5
Book section
5
Lehrbuch
3
Textbook
3
Arbeitspapier
1
Bibliografie enthalten
1
Bibliography included
1
Rezension
1
Working Paper
1
more ...
less ...
Language
All
English
49
Author
All
Elliott, Robert J.
45
Siu, Tak Kuen
15
Chan, Leunglung
5
Hoek, John van der
5
Badescu, Alexandru
4
Ortega, Juan-Pablo
4
Barone-Adesi, Giovanni
3
Lian, Guanghua
3
Wu, Ping
3
Allegretto, Walter
2
Badescu, Alex
2
Chesney, Marc
2
Gibson, Rajna
2
Kalev, Petko S.
2
Kopp, Peter E.
2
Osakwe, Carlton-James U.
2
Yang, Zhaojun
2
Aldabe, F.
1
Bensoussan, Alain
1
Chen, Zhiping
1
Colwell, David B.
1
Cui, Zhenyu
1
Cvitanić, Jakša
1
Dela Vega, Engel John C.
1
Duan, Qihong
1
Elliott, Robert J. R.
1
Hamada, Ahmed S.
1
Hamada, Mahmoud
1
Kulperger, Reg
1
Madan, Dilip B.
1
Meyer, Gunter H.
1
Miettinen, Jarkko
1
Nishide, Katsumasa
1
Royal, Andrew J.
1
Sviščuk, Anatolij
1
Tertychnyi, Maksym
1
Van der Hoek, John
1
Zhu, Song-Ping
1
more ...
less ...
Published in...
All
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
Annals of finance
2
Applied mathematical finance
2
Finance and stochastics
2
Insurance / Mathematics & economics
2
Journal of economic dynamics & control
2
Mathematical modeling and numerical methods in finance : special volume
2
The European journal of finance
2
Advances in futures and options research : a research annual
1
Asia-Pacific financial markets
1
European journal of operational research : EJOR
1
Financial markets and portfolio management
1
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
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Les cahiers de recherche / HEC Paris
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
New methods in fixed income modeling : fixed income modeling
1
Quantitative finance
1
Rodney L. White Center for Financial Research
1
Springer finance
1
Springer finance / Textbook
1
Springer finance / textbook
1
The journal of derivatives : JOD
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using the Hull and White two factor model in bank treasury risk management
Elliott, Robert J.
;
Hoek, John van der
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 269-280)
.
2002
Persistent link: https://www.econbiz.de/10001679453
Saved in:
2
Binomial models in finance : with 25 tables
Hoek, John van der
;
Elliott, Robert J.
-
2006
Persistent link: https://www.econbiz.de/10002734174
Saved in:
3
Stochastic flows and the forward measure
Elliott, Robert J.
;
Hoek, John van der
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 511-525
Persistent link: https://www.econbiz.de/10001614608
Saved in:
4
[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://www.econbiz.de/10001497491
Saved in:
5
Analytical solutions to the pricing of American bond and yield options
Chesney, Marc
;
Elliott, Robert J.
;
Gibson, Rajna
-
1991
-
Rev. version
Persistent link: https://www.econbiz.de/10000817550
Saved in:
6
Numerical evaluation of the critical price and American options
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Elliott, …
-
1994
Persistent link: https://www.econbiz.de/10000899141
Saved in:
7
Option pricing with regularized fractional Brownian motions
Aldabe, F.
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 379-397)
.
1997
Persistent link: https://www.econbiz.de/10001298418
Saved in:
8
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://www.econbiz.de/10001242839
Saved in:
9
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://www.econbiz.de/10001184866
Saved in:
10
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://www.econbiz.de/10001184869
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
