//--> //--> //--> //-->
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
The Role of Signal Precision a...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
77
Theory
77
Börsenkurs
22
Share price
22
Derivat
20
Derivative
20
Portfolio-Management
19
Volatility
19
Capital income
18
Kapitaleinkommen
18
Portfolio selection
18
Volatilität
18
Optionspreistheorie
17
Anlageverhalten
15
Behavioural finance
15
Welt
15
World
15
Forecasting model
14
Prognoseverfahren
14
Risiko
14
Risk
14
CAPM
12
Schweiz
12
Switzerland
12
Time series analysis
12
USA
12
United States
12
Zeitreihenanalyse
12
State space model
11
Zustandsraummodell
11
Yield curve
10
Zinsstruktur
10
Aktienmarkt
9
Devisenmarkt
9
Financial market
9
Finanzmarkt
9
Foreign exchange market
9
Hedging
9
Schätzung
9
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
10
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
7
Article in journal
7
Aufsatz in Zeitschrift
7
Working Paper
7
Graue Literatur
4
Non-commercial literature
4
Systematic review
2
Übersichtsarbeit
2
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
16
Author
All
Gibson, Rajna
13
Chesney, Marc
9
Elliott, Robert J.
2
Gençay, Ramazan
2
Lhabitant, François-Serge
2
Talay, Denis
2
Altay-Salih, Aslihan
1
Botteron, Pascal
1
Bruand, Martin
1
Duan, Yunpeng
1
Garcia, René
1
Hoesli, Martin
1
Shan, Jiajun
1
Xue, Yi
1
more ...
less ...
Institution
All
Chambre de commerce et d'industrie de Paris
1
Published in...
All
Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
5
Les cahiers de recherche / HEC Paris
3
Advances in futures and options research : a research annual
1
Annals of economics and finance
1
Economics letters
1
Foundations and trends in finance
1
Journal of econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research paper series / Swiss Finance Institute
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc
;
Gibson, Rajna
- In:
The European journal of finance
5
(
1999
)
2
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001439614
Saved in:
2
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:
3
Option pricing theory, security design and shareholders' risk incentives
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000906346
Saved in:
4
State space symmetry and two-factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000907917
Saved in:
5
Options, futures and stock market interactions : empirical evidence from the Swiss stock market
Bruand, Martin
;
Gibson, Rajna
-
1996
Persistent link: https://www.econbiz.de/10000954650
Saved in:
6
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:
7
State space symmetry and two-factor option pricing models
Chesney, Marc
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 85-112
Persistent link: https://www.econbiz.de/10001211306
Saved in:
8
State space symmetry and two factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
-
2. rev. Oct. 1993
Persistent link: https://www.econbiz.de/10000890491
Saved in:
9
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
Saved in:
10
The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc
;
Gibson, Rajna
-
1999
Persistent link: https://www.econbiz.de/10001414551
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->