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Theory
Theorie
36
Option pricing theory
17
Optionspreistheorie
17
Yield curve
16
Zinsstruktur
16
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15
United States
15
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11
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Kapitalstruktur
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option pricing
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36
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Ritchken, Peter H.
35
Sankarasubramanian, L.
9
Popova, Ivilina
3
Thomson, James B.
3
Babich, Volodymyr
2
Bliss, Robert R.
2
Kuo, Shyanjaw
2
Li, Hantao
2
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2
McWalter, Thomas A.
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Review of derivatives research
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Working paper / Federal Reserve Bank of Cleveland
3
Advances in futures and options research : a research annual
2
Advances in international banking and finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of finance : the journal of the American Finance Association
2
The journal of futures markets
2
CMBF papers
1
Derivatives and intermediation
1
European journal of operational research : EJOR
1
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1
Journal of economic dynamics & control
1
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1
Journal of money, credit and banking : JMCB
1
Manufacturing & service operations management : M & SOM
1
Review of quantitative finance and accounting
1
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1
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ECONIS (ZBW)
36
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1
Bond price representations and the volatility of spot interest rates
Ritchken, Peter H.
;
Sankarasubramanian, L.
- In:
Review of quantitative finance and accounting
7
(
1996
)
3
,
pp. 279-288
Persistent link: https://www.econbiz.de/10001467576
Saved in:
2
Minimum option prices under decreasing absolute risk aversion
Mathur, Kamlesh
;
Ritchken, Peter H.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10001484569
Saved in:
3
Interest rate option pricing with volatility humps
Ritchken, Peter H.
;
Chuang, Iyuan
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10001493259
Saved in:
4
Empirical tests of two state-variable HJM models
Bliss, Robert R.
;
Ritchken, Peter H.
-
1995
Persistent link: https://www.econbiz.de/10000925737
Saved in:
5
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
Saved in:
6
On rational jump diffusion models : an approach using potentials
Burnetas, Apostolos N.
- In:
Review of derivatives research
1
(
1997
)
4
,
pp. 325-349
Persistent link: https://www.econbiz.de/10001238756
Saved in:
7
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
8
Empirical tests of two state-variable Heath-Jarrow-Morton models
Bliss, Robert R.
- In:
Journal of money, credit and banking : JMCB
28
(
1996
)
3
,
pp. 452-476
Persistent link: https://www.econbiz.de/10001334599
Saved in:
9
On bounding option prices in Paretian stable markets
Popova, Ivilina
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
Saved in:
10
Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
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