//--> //--> //--> //-->
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:"Optionspreistheorie"
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
THINKING COHERENTLY - Generali...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Theorie
54
Theory
54
Option pricing theory
15
Risiko
13
Risk
13
Stochastischer Prozess
12
Stochastic process
10
Arbitrage
9
Arbitrage Pricing
9
Arbitrage pricing
9
CAPM
9
Finanzmathematik
9
Hedging
9
Portfolio selection
8
Portfolio-Management
8
Derivat
7
Derivative
7
Measurement
7
Messung
7
Probability theory
7
Risikomaß
7
Wahrscheinlichkeitsrechnung
7
minimal market model
7
Risk measure
6
Stochastisches Modell
6
Yield curve
6
Zinsstruktur
6
Insurance
5
Martingal
5
Martingale
5
Mathematical finance
5
Versicherung
5
fair pricing
5
Aktienindex
4
Capital-Asset-Pricing-Modell
4
Stock index
4
growth optimal portfolio
4
index derivatives
4
random scaling
4
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Article
8
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Collection of articles written by one author
2
Lehrbuch
2
Sammlung
2
Textbook
2
more ...
less ...
Language
All
English
15
Author
All
Heath, David C.
10
Platen, Eckhard
9
Delbaen, Freddy
5
Schachermayer, Walter
2
Craddock, Mark
1
Herzel, Stefano
1
Schweizer, Martin
1
Shirakawa, Hiroshi
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Springer finance
3
Asia-Pacific financial markets
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advances in mathematical economics
1
Applied mathematical finance
1
Financial engineering and the Japanese markets
1
Springer Finance
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Passport options
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 299-328
Persistent link: https://www.econbiz.de/10001741937
Saved in:
2
Hedging bounded claims with bounded outcomes
Delbaen, Freddy
- In:
Advances in mathematical economics
8
(
2006
),
pp. 75-86
Persistent link: https://www.econbiz.de/10003308920
Saved in:
3
Numerical inversion of Laplace transforms : a survey of techniques with applications to derivative pricing
Craddock, Mark
;
Heath, David C.
;
Platen, Eckhard
- In:
The journal of computational finance
4
(
2000
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10001528157
Saved in:
4
Valuation of FX barrier options under stochastic volatility
Heath, David C.
- In:
Financial engineering and the Japanese markets
3
(
1996
)
3
,
pp. 195-215
Persistent link: https://www.econbiz.de/10001215397
Saved in:
5
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Saved in:
6
Efficient option valuation using trees
Heath, David C.
;
Herzel, Stefano
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 163-178
Persistent link: https://www.econbiz.de/10001718678
Saved in:
7
Pricing of index options under a minimal market model with lognormal scalling
Heath, David C.
;
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250887
Saved in:
8
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2006
-
Softcover reprint of th hardcover 1st edition 2006
Persistent link: https://www.econbiz.de/10003042060
Saved in:
9
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2010
-
Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
Saved in:
10
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->