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~subject:"Option pricing theory"
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Option pricing theory
Optionspreistheorie
18
Stochastic process
14
Stochastischer Prozess
14
Theorie
13
Theory
13
Hedging
9
Risiko
9
Risk
9
Electricity price
8
Portfolio selection
8
Portfolio-Management
8
Strompreis
8
Volatility
8
Volatilität
8
Electric power industry
6
Elektrizitätswirtschaft
6
Climate change
5
Energiemarkt
5
Energy market
5
Investitionsentscheidung
5
Investment decision
5
Klimawandel
5
Option trading
5
Optionsgeschäft
5
Investition
4
Investment
4
Scenario analysis
4
Szenariotechnik
4
CAPM
3
Corporate Social Responsibility
3
Corporate social responsibility
3
Economic transition
3
Game theory
3
Lévy process
3
Mathematical programming
3
Mathematische Optimierung
3
Nachhaltige Kapitalanlage
3
Risikomanagement
3
Risk management
3
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English
18
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Tankov, Peter
16
Andreis, Luisa
2
Cont, Rama
2
Flora, Maria
2
Fontini, Fulvio
2
Vargiolu, Tiziano
2
Warin, Xavier
2
Bernhart, Marie
1
Brodén, Mats
1
Chau, Huy N.
1
De Franco, Carmine
1
Grbac, Zorana
1
Horvath, Blanka
1
Jacquier, Antoine (Jack)
1
Krief, David
1
Meyer-Brandis, Thilo
1
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1
Ménassé, Clément
1
Pham, Huyen
1
Poirot, Jérémy
1
Runggaldier, Wolfgang J.
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The journal of computational finance
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Chapman & Hall/CRC financial mathematics series
1
Energy economics
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Numerical methods in finance : Bordeaux, June 2010
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Paris Princeton lectures on mathematical finance
1
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ECONIS (ZBW)
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Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
Saved in:
2
Pricing and hedging gap risk
Tankov, Peter
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10003971913
Saved in:
3
Pricing and hedging in exponential Lévy models : review of recent results
Tankov, Peter
- In:
Paris Princeton lectures on mathematical finance
4
(
2010
),
pp. 319-359
Persistent link: https://www.econbiz.de/10009356711
Saved in:
4
Financial modelling with jump processes
Cont, Rama
;
Tankov, Peter
-
2004
Persistent link: https://www.econbiz.de/10001790344
Saved in:
5
Tracking errors from discrete hedging in exponential Lévy models
Brodén, Mats
;
Tankov, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 803-837
Persistent link: https://www.econbiz.de/10009381005
Saved in:
6
Swing options valuation : a BSDE with constrained jumps approach
Bernhart, Marie
;
Pham, Huyen
;
Tankov, Peter
;
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 379-400)
.
2012
Persistent link: https://www.econbiz.de/10009577188
Saved in:
7
Numerical methods for the quadratic hedging problem in Markov models with jumps
De Franco, Carmine
;
Tankov, Peter
;
Warin, Xavier
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011442638
Saved in:
8
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
9
A new look at short-term implied volatility in asset price models with jumps
Mijatović, Aleksandar
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 149-183
Persistent link: https://www.econbiz.de/10011550267
Saved in:
10
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
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