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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
33
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33
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11
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11
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10
Rohstoffderivat
10
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10
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9
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9
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Geman, Hélyette
9
Madan, Dilip B.
5
Yor, Marc
5
Carr, Peter
2
Kourouvakalis, Stelios
1
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1
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Bachelier Finance Society
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Applied mathematical finance
1
Journal of banking & finance
1
Risk measures for the 21st century
1
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1
The journal of business : B
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ECONIS (ZBW)
9
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1
Pure jump Lévy processes for asset price modelling
Geman, Hélyette
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1297-1316
Persistent link: https://www.econbiz.de/10001688486
Saved in:
2
Bessel processes, Asian options, and perpetuities
Geman, Hélyette
- In:
Mathematical finance : an international journal of …
3
(
1993
)
4
,
pp. 349-375
Persistent link: https://www.econbiz.de/10001185120
Saved in:
3
Pricing and hedging double-barrier options : a probabilistic approach
Geman, Hélyette
- In:
Mathematical finance : an international journal of …
6
(
1996
)
4
,
pp. 365-378
Persistent link: https://www.econbiz.de/10001208935
Saved in:
4
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
Geman, Hélyette
(
contributor
);
Madan, Dilip B.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001597059
Saved in:
5
Time changes for Lévy processes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001650919
Saved in:
6
The fine structure of asset returns : an empirical investigation
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 305-332
Persistent link: https://www.econbiz.de/10001682409
Saved in:
7
A lattice-based method for pricing electricity derivatives under the threshold model
Geman, Hélyette
;
Kourouvakalis, Stelios
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 531-567
Persistent link: https://www.econbiz.de/10003815257
Saved in:
8
Self-decomposability and option pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
Saved in:
9
Pricing in incomplete markets: from absence of good deals to acceptable risk
Geman, Hélyette
;
Madan, Dilip B.
- In:
Risk measures for the 21st century
,
(pp. 451-474)
.
2004
Persistent link: https://www.econbiz.de/10002081637
Saved in:
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