//--> //--> //--> //-->
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:"Option pricing 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
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
215
Theory
195
continuous time
114
Stochastischer Prozess
102
Stochastic process
93
Continuous time
86
Game theory
66
Markov chain
66
Markov-Kette
65
Spieltheorie
63
Zeitreihenanalyse
54
Time series analysis
50
Optionspreistheorie
41
Portfolio selection
37
Volatilität
36
Volatility
34
Mathematical programming
33
Mathematische Optimierung
33
Portfolio-Management
33
Schätztheorie
32
Estimation theory
31
CAPM
29
stochastic volatility
26
Experiment
25
Dynamisches Gleichgewicht
24
Prinzipal-Agent-Theorie
24
Agency theory
23
Continuous-time model
20
Kontrolltheorie
19
Continuous-time
18
Dynamic equilibrium
18
Moral hazard
18
Control theory
17
Monetary policy
17
Moral Hazard
17
Continuous Time
16
Forecasting model
16
Prognoseverfahren
16
continuous-time
16
more ...
less ...
Online availability
All
Undetermined
21
Free
7
Type of publication
All
Article
33
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Graue Literatur
4
Non-commercial literature
4
Arbeitspapier
3
Working Paper
3
Hochschulschrift
2
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
37
Undetermined
1
Author
All
Cui, Zhenyu
6
Benth, Fred Espen
2
De Angelis, Tiziano
2
Dorfleitner, Gregor
2
Elliott, Robert J.
2
Ferrari, Giorgio
2
Gerer, Johannes
2
Kirkby, J. Lars
2
Ma, Jingtang
2
Martyr, Randall
2
Moriarty, John
2
Tong, Zhigang
2
Yang, Wensheng
2
Blanco, Sara Ana Solanilla
1
Bodie, Zvi
1
Brockhaus, Oliver
1
Cai, Ning
1
Chen, Carl R.
1
Ding, Kailin
1
Dokučaev, Nikolaj G.
1
Dontis-Charitos, Panagiotis
1
Dubois, Mathieu
1
El Alabi, Emilio
1
Fan, Yunfeng
1
Gapeev, Pavel V.
1
Geršôn, Dāwid
1
Gough, Orla
1
Hamada, Ahmed S.
1
Haslip, Gareth G.
1
He, Xin-Jiang
1
Herzberg, Frederik
1
Hoek, John van der
1
Horst, Ulrich
1
Ji, Huang
1
Kaishev, Vladimir K.
1
Klüppelberg, Claudia
1
Kolb, Aaron M.
1
Kou, Steven
1
Koziol, Christian
1
Kristensen, Dennis
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
5
Annals of finance
2
European journal of operational research : EJOR
2
International journal of bonds and derivatives
2
Quantitative finance
2
The journal of computational finance
2
Applied mathematical finance
1
CESifo working papers
1
Dissertation Series CentER
1
Energy economics
1
Financial markets and portfolio management
1
INFORMS journal on computing : JOC
1
International Journal of Financial Studies : open access journal
1
International journal of financial engineering
1
Journal of Financial Economics
1
Journal of contemporary management : JMC
1
Journal of economic dynamics & control
1
Journal of economic theory
1
Journal of empirical finance
1
MIT Sloan Research Paper
1
Mathematical methods of operations research : ZOR
1
Mathematics and financial economics
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Review of derivatives research
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
1
more ...
less ...
Source
All
ECONIS (ZBW)
37
RePEc
1
Showing
31
-
38
of
38
Sort
Relevance
Date (newest first)
Date (oldest first)
31
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
32
Option pricing using a regime switching stochastic discount factor
Elliott, Robert J.
;
Hamada, Ahmed S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
Saved in:
33
Default times in a
continuous
time
Markov chain economy
Elliott, Robert J.
;
Hoek, John van der
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 450-460
Persistent link: https://www.econbiz.de/10010235596
Saved in:
34
Continuous and discrete time modelling of spillovers in equity and bond markets
Dontis-Charitos, Panagiotis
;
Gough, Orla
;
Nowman, Kalid Ben
- In:
International journal of bonds and derivatives
1
(
2013
)
1
,
pp. 54-87
Persistent link: https://www.econbiz.de/10010338909
Saved in:
35
First steps towards an equilibrium theory for Lévy financial markets
Herzberg, Frederik
- In:
Annals of finance
9
(
2013
)
3
,
pp. 543-572
Persistent link: https://www.econbiz.de/10009776388
Saved in:
36
Continuous equilibrium in affine and information-based capital asset pricing models
Horst, Ulrich
;
Kupper, Michael
;
Macrina, Andrea
; …
- In:
Annals of finance
9
(
2013
)
4
,
pp. 725-755
Persistent link: https://www.econbiz.de/10010196576
Saved in:
37
Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
Saved in:
38
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in
continuous-time
models
Kristensen, Dennis
;
Mele, Antonio
- In:
Journal of Financial Economics
102
(
2011
)
2
,
pp. 390-415
We develop a new approach to approximating asset prices in the context of
continuous-time
models. For any pricing model …
Persistent link: https://www.econbiz.de/10011039202
Saved in:
First
Prev
1
2
3
4
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->