Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Black-Scholes model"
~subject:"Optionsgeschäft"
~language:"eng"
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
Installment Options and Static...
Similar by person
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
Optionsgeschäft
Theorie
54
Theory
54
Optionspreistheorie
26
Option pricing theory
25
Portfolio-Management
21
Portfolio selection
20
Transaktionskosten
13
Transaction costs
12
Stochastic process
10
Stochastischer Prozess
10
CAPM
9
Finanzmathematik
9
Martingal
8
Martingale
8
Unvollkommener Markt
8
Arbitrage Pricing
7
Arbitrage pricing
7
Mathematical finance
7
Volatility
7
Volatilität
7
Arbitrage
6
Incomplete market
6
Option trading
6
USA
6
United States
6
Black-Scholes-Modell
5
Capital-Asset-Pricing-Modell
5
Mathematical programming
5
Mathematische Optimierung
5
Credit risk
4
Hedging
4
Kontrolltheorie
4
Kreditrisiko
4
Probability theory
4
Semimartingal
4
Wahrscheinlichkeitsrechnung
4
Arbitrage-Pricing-Theorie
3
Börsenkurs
3
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
9
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Aufsatz im Buch
1
Book section
1
Collection of articles written by one author
1
Sammlung
1
Language
All
English
German
1
Undetermined
1
Author
All
Tompkins, Robert G.
6
Schachermayer, Walter
5
Hodges, Stewart D.
2
Delbaen, Freddy
1
Hubalek, Friedrich
1
Kreps, David M.
1
Sosinska, Agnieszka
1
Teichmann, Josef
1
Xiangyang, Wang
1
Ziemba, William T.
1
more ...
less ...
Published in...
All
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Handbook of sports and lottery markets
1
Springer finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
Theoretical economics : TE ; an open access journal in economic theory
1
Zurich lectures in advanced mathematics
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Exotic options (part 3) : simple barrier options
Tompkins, Robert G.
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
47
(
1999
)
12
,
pp. 996-1005
Persistent link: https://www.econbiz.de/10001474888
Saved in:
2
Options on bond futures : isolating the risk premium
Tompkins, Robert G.
- In:
The journal of futures markets
23
(
2002
)
2
,
pp. 169-215
Persistent link: https://www.econbiz.de/10001762673
Saved in:
3
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
Saved in:
4
Exotic options : pay as you go options ; compounds and installments; Pt. 6:
Tompkins, Robert G.
;
Sosinska, Agnieszka
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
49
(
2001
)
8
,
pp. 366-376
Persistent link: https://www.econbiz.de/10001669065
Saved in:
5
Exotic options : averaged options; Pt. 7:
Tompkins, Robert G.
;
Xiangyang, Wang
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
49
(
2001
)
8
,
pp. 618-629
Persistent link: https://www.econbiz.de/10001669302
Saved in:
6
The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.
;
Ziemba, William T.
;
Hodges, Stewart D.
- In:
Handbook of sports and lottery markets
,
(pp. 161-180)
.
2008
Persistent link: https://www.econbiz.de/10003779564
Saved in:
7
Asymptotic theory of transaction costs
Schachermayer, Walter
-
2017
Persistent link: https://www.econbiz.de/10011763489
Saved in:
8
When does convergence of asset price processes imply convergence of option prices?
Hubalek, Friedrich
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 385-403
Persistent link: https://www.econbiz.de/10001252755
Saved in:
9
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10002123958
Saved in:
10
How close are the option pricing formulas of Bachelier and Black-Merton-Scholes?
Schachermayer, Walter
;
Teichmann, Josef
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 155-170
Persistent link: https://www.econbiz.de/10003643489
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
