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:"Optionsgeschäft"
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
Esscher transforms and the min...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionsgeschäft
Esscher transform
83
Optionspreistheorie
55
Option pricing theory
54
Levy processes
45
Stochastic process
43
Stochastischer Prozess
43
Option trading
21
Option pricing
18
Volatility
17
Volatilität
17
Markov chain
16
Markov-Kette
15
martingale measures
15
Derivat
13
Derivative
13
Martingale measures
13
option pricing
11
Lévy process
10
Theorie
10
Theory
10
Black-Scholes model
9
Black-Scholes-Modell
9
Hedging
9
Currency derivative
8
Martingal
8
Martingale
8
Währungsderivat
8
CAPM
7
stochastic volatility
7
ARCH model
6
ARCH-Modell
6
Esscher Transform
6
Incomplete market
6
Risiko
6
Risk
6
Brownian motion
5
Comonotonicity
5
Exchange rate
5
Portfolio selection
5
more ...
less ...
Online availability
All
Undetermined
17
Free
2
Type of publication
All
Article
19
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
21
Author
All
Lee, Hangsuck
12
Song, Seongjoo
5
Ko, Bangwon
4
Lee, Gaeun
4
Lee, Minha
4
Ha, Hongjun
2
Kirkby, J. Lars
2
Adinya, Ini
1
Ahn, Soohan
1
Chen, Jun-Home
1
Chen, Son-nan
1
Choi, Yang Ho
1
Doko Tchatoka, Firmin
1
Ekhaguere, G. O. S.
1
Fard, Farzad Alavi
1
Fengler, Matthias R.
1
Herwartz, Helmut
1
Jeong, Himchan
1
Kim, Eunchae
1
Kong, Byungdoo
1
Kye, Yisub
1
Li, Chang-Yi
1
Lian, Yu-Min
1
Liao, Szu-Lang
1
Lin, Shih-kuei
1
Schoutens, Wim
1
Siu, Tak Kuen
1
Sriananthakumar, Sivagowry
1
Van Damme, Geert
1
Werner, Christian
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of futures markets
2
Applied mathematical finance
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Finance research letters
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
Mathematics and financial economics
1
Review of derivatives research
1
School of Economics working papers / The University of Adelaide, School of Economics
1
The European journal of finance
1
The journal of computational finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The [beta]-variance gamma model
Schoutens, Wim
;
Van Damme, Geert
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10009349988
Saved in:
2
Robust option pricing with characteristic functions and the B-spline order of density projection
Kirkby, J. Lars
- In:
The journal of computational finance
21
(
2017/2018
)
2
,
pp. 61-100
Persistent link: https://www.econbiz.de/10011848311
Saved in:
3
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
Saved in:
4
Optimal timing of investments modeled as perpetual American options in a Levy market
Adinya, Ini
;
Ekhaguere, G. O. S.
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10013188768
Saved in:
5
Option pricing under time varying correlation with conditional dependence : a copula based approach to recover the index skew from the constituent dynamics
Fengler, Matthias R.
;
Herwartz, Helmut
;
Werner, Christian
-
2010
Persistent link: https://www.econbiz.de/10009240321
Saved in:
6
Maximum entropy evaluation of asymptotic hedging error under a generalised jump-diffusion model
Fard, Farzad Alavi
;
Doko Tchatoka, Firmin
; …
-
2015
Persistent link: https://www.econbiz.de/10011502469
Saved in:
7
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi
;
Chen, Son-nan
;
Lin, Shih-kuei
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
Saved in:
8
Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
Lee, Hangsuck
;
Ahn, Soohan
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
Saved in:
9
Valuing step barrier options and their icicled variations
Lee, Hangsuck
;
Ko, Bangwon
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 396-411
Persistent link: https://www.econbiz.de/10012269361
Saved in:
10
Cojump risks and their impacts on option pricing
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 399-410
Persistent link: https://www.econbiz.de/10012655076
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
