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USA
Theorie
36
Theory
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Option pricing theory
17
Optionspreistheorie
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16
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16
United States
15
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11
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4
option pricing
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English
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Ritchken, Peter H.
14
Fan, Rong
2
Gupta, Anurag
2
Haubrich, Joseph Gerard
2
Krishnan, C.N.V.
2
Pennacchi, George G.
2
Sun, Zhiqiang
2
Thomson, James B.
2
Berndt, Antje
1
Bliss, Robert R.
1
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1
Gruca, E.
1
Krishnan, C. N. V.
1
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1
Ritchken, Peter
1
Sankarasubramanian, L.
1
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The journal of finance : the journal of the American Finance Association
3
The review of financial studies
2
Advances in futures and options research : a research annual
1
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1
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
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1
Options : theory, strategy and applications
Ritchken, Peter H.
-
1987
Persistent link: https://www.econbiz.de/10013502760
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2
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
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3
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
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4
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
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5
Lattice models for pricing American interest rate claims
Li, Anlong
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 719-737
Persistent link: https://www.econbiz.de/10001184823
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6
Exchange traded foreign warrants
Gruca, E.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 53-66
Persistent link: https://www.econbiz.de/10001145854
Saved in:
7
Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
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8
Monitoring and controlling bank risk : does risky debt serve any purpose?
Krishnan, C.N.V.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542592
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9
On credit spread slopes and predicting bank risk
Krishnan, C. N. V.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542724
Saved in:
10
On correlation and default clustering in credit markets
Berndt, Antje
;
Ritchken, Peter H.
;
Sun, Zhiqiang
- In:
The review of financial studies
23
(
2010
)
7
,
pp. 2680-2729
Persistent link: https://www.econbiz.de/10003992037
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