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:"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
Option pricing: Smile at the u...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
79
Credit risk
48
Kreditrisiko
48
Option pricing theory
37
Optionspreistheorie
37
Derivat
32
Derivative
32
Volatilität
25
Volatility
24
Kreditderivat
22
Credit derivative
20
Stochastic process
20
Stochastischer Prozess
20
Collateral
19
Kreditsicherung
19
Risikomanagement
17
Yield curve
17
Zinsstruktur
17
Risk management
16
Zinsderivat
15
Interest rate derivative
14
Portfolio selection
14
Portfolio-Management
14
Risiko
14
Risk
14
Finanzkrise
10
Hedging
10
Counterparty risk
9
Risikomaß
9
Risk measure
9
Swap
9
Financial crisis
8
Insolvency
8
Insolvenz
8
Multivariate Verteilung
8
Multivariate distribution
8
credit valuation adjustment
8
Asset-Backed Securities
7
Asset-backed securities
7
more ...
less ...
Online availability
All
Free
36
Undetermined
5
Type of publication
All
Book / Working Paper
48
Article
30
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Graue Literatur
11
Non-commercial literature
11
Arbeitspapier
10
Working Paper
10
Hochschulschrift
1
Lehrbuch
1
Textbook
1
Thesis
1
more ...
less ...
Language
All
English
78
Author
All
Brigo, Damiano
58
Mercurio, Fabio
23
Pallavicini, Andrea
19
Francischello, Marco
5
Moraleda Novo, Juan Manuel
5
Morini, Massimo
5
Albanese, Claudio
4
Mosconi, Paola
4
Oertel, Frank
4
Torresetti, Roberto
4
Armstrong, John
3
Buescu, Cristin
3
Capponi, Agostino
3
Chourdakis, Kyriakos
3
Papatheodorou, Vasileios
3
Bellani, Claudio
2
Bonollo, Michele
2
Bormetti, Giacomo
2
Castagna, Antonio
2
Liu, Qing
2
Neuman, Eyal
2
Pede, Nicola
2
Perini, Daniele
2
Petrelli, Andrea
2
Vrins, Frédéric
2
Alfonsi, Aurélien
1
Barucci, Emilio
1
Cousot, Laurent
1
Dalessandro, Antonio
1
Di Graziano, Giuseppe
1
Done, Alex
1
El-Bachir, Naoufel
1
Gland, François le
1
Graceffa, Federico
1
Hanzon, Bernard
1
Jeanblanc, Monique
1
Li, Minqiang
1
Lyashenko, Andrei
1
Mai, Jan-Frederik
1
Marazzina, Daniele
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
9
Discussion paper / Tinbergen Institute
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Finance and stochastics
3
Applied mathematical finance
2
Journal of banking & finance
2
Journal of financial engineering
2
Journal of risk management in financial institutions
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Bloomberg Education and Quantitative Research Paper
1
Bloomberg Portfolio Research Paper
1
Bundesbank Discussion Paper
1
CORE discussion papers : DP
1
Discussion paper
1
European journal of operational research : EJOR
1
International journal of financial engineering
1
Oberwolfach
1
PhD research bulletin / Tinbergen Institute
1
Quantitative finance
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Springer Finance
1
TRACE discussion papers / Tinbergen Institute
1
The European journal of finance
1
The Wiley Finance Ser
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
Tinbergen Institute research series
1
Wiley Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
78
Showing
1
-
10
of
78
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Brigo, Damiano
;
Mercurio, Fabio
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 147-159
Persistent link: https://www.econbiz.de/10001486694
Saved in:
2
A deterministic-shift extension of analytically-tractable and time-homogeneous short-rate models
Brigo, Damiano
;
Mercurio, Fabio
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 369-387
Persistent link: https://www.econbiz.de/10001599290
Saved in:
3
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
4
Mean-variance pricing and risk preferences
Mercurio, Fabio
-
1996
Persistent link: https://www.econbiz.de/10000932106
Saved in:
5
A simple two-period model for option pricing with market imperfections
Mercurio, Fabio
- In:
PhD research bulletin / Tinbergen Institute
9
(
1997
)
1
,
pp. 39-48
Persistent link: https://www.econbiz.de/10001220781
Saved in:
6
Modern LIBOR market models : using different curves for projecting rates and for discounting
Mercurio, Fabio
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10008860420
Saved in:
7
On the nice behaviour of the Gaussian projection filter with small observation noise
Brigo, Damiano
-
1995
Persistent link: https://www.econbiz.de/10000910433
Saved in:
8
New developments on the Gaussian Projection Filter with small observation noise
Brigo, Damiano
-
1996
Persistent link: https://www.econbiz.de/10000929725
Saved in:
9
A family of humped volatility structures
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
-
1996
Persistent link: https://www.econbiz.de/10000948314
Saved in:
10
Claim pricing and hedging under market imperfections
Mercurio, Fabio
-
1996
Persistent link: https://www.econbiz.de/10000956322
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
