//--> //--> //--> //-->
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
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
Security price process models...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
11
Theory
11
Option pricing theory
10
Optionspreistheorie
10
Optionsgeschäft
7
Volatility
7
Volatilität
7
Option trading
6
USA
6
United States
6
Index futures
3
Index-Futures
3
Analysis of variance
2
Correlation
2
Currency option
2
Devisenoption
2
Estimation
2
Exchange rate
2
Financial market
2
Finanzmarkt
2
Hauptkomponentenanalyse
2
Korrelation
2
Principal component analysis
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Time series analysis
2
Varianzanalyse
2
Wechselkurs
2
Zeitreihenanalyse
2
1982-2003
1
1985-2000
1
1990-1998
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Austria
1
Bias
1
Bisymmetric Matrices
1
Black-Scholes model
1
more ...
less ...
Online availability
All
Free
4
Undetermined
3
Type of publication
All
Article
30
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
2
Book section
2
Graue Literatur
2
Non-commercial literature
2
review-article
2
Arbeitspapier
1
Working Paper
1
more ...
less ...
Language
All
English
23
Undetermined
11
German
1
Author
All
Tompkins, Robert G.
32
D'Ecclesia, Rita L.
3
Glibitsky, Mikhail
2
Hodges, Stewart D.
2
Reiswich, Dimitri
2
Schachermayer, Walter
2
Sosinska, Agnieszka
2
TOMPKINS, ROBERT G.
2
Weinberger, Simon
2
Xiangyang, Wang
2
DAVIS, MARK H.A.
1
Davis, Mark
1
Davis, Mark H. A.
1
D’Ecclesia, Rita L.
1
SCHACHERMAYER, WALTER
1
Tompkins, Robert
1
Ziemba, William T.
1
more ...
less ...
Institution
All
Society for Computational Economics - SCE
1
Published in...
All
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
7
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen
6
The journal of futures markets
4
Journal of Futures Markets
2
Journal of banking & finance
2
The European journal of finance
2
The Journal of Risk Finance
2
Working paper series / Centre for Practical Quantitative Finance
2
Computing in Economics and Finance 2005
1
Finanzmarkt und Portfolio-Management
1
Handbook of sports and lottery markets
1
Journal of Banking & Finance
1
Real options
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Wirtschaftsuniversität Wien - Forschungsbezogene elektronische Publikationen
1
Wirtschaftsuniversität Wien - Institut für Informationsverarbeitung und -wirtschaft - SFB Adaptive Information Systems and Modelling in Economics and Management Science
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
OLC EcoSci
9
RePEc
4
Other ZBW resources
2
USB Cologne (business full texts)
1
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Why smiles exist in foreign exchange options markets : isolating components of the risk neutral process
Tompkins, Robert G.
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 583-603
Persistent link: https://www.econbiz.de/10003382854
Saved in:
2
Implied volatility surfaces : uncovering regularities for options on financial futures
Tompkins, Robert G.
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 198-230
Persistent link: https://www.econbiz.de/10001603501
Saved in:
3
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:
4
The austrian stock market: objective dispersion processes and option pricing
Tompkins, Robert G.
- In:
Finanzmarkt und Portfolio-Management
14
(
2000
)
2
,
pp. 152-179
Persistent link: https://www.econbiz.de/10001510136
Saved in:
5
Stock index futures markets : stochastic volatility models and smiles
Tompkins, Robert G.
- In:
The journal of futures markets
21
(
2001
)
1
,
pp. 43-78
Persistent link: https://www.econbiz.de/10001537233
Saved in:
6
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:
7
Exotic options (part 2) : non-linear exotic contingent claims: the power option
Tompkins, Robert G.
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
47
(
1999
)
10
,
pp. 808-817
Persistent link: https://www.econbiz.de/10001474899
Saved in:
8
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/10009094209
Saved in:
9
Exotic options (part 2) : non-linear exotic contingent claims: the power option
Tompkins, Robert G.
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
47
(
1999
)
10
,
pp. 808-817
Persistent link: https://www.econbiz.de/10009094212
Saved in:
10
Installment Options and Static Hedging
Davis, Mark H. A.
;
Schachermayer, Walter
;
Tompkins, …
-
2001
This paper discusses pricing and risk management of static hedges.
Persistent link: https://www.econbiz.de/10005841597
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->