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35 research outputs found
On the Valuation of Fader and Discrete Barrier Options in Heston's Stochastic Volatility Model
Author
A Gr�nbichler
C Becker
+29 more
C Chiarella
C Kahl
C Kahl
C Kahl
D Duffie
D Higham
E Lukacs
F Kilin
H Albecher
J Da Fonseca
J Hakala
J Zhu
L Andersen
M Broadie
M Dempster
M Overhaus
N G Shephard
O Faulhaber
P Carr
P Davis
R Lord
R W Lee
S Kruse
S L Heston
Susanne Griebsch
T Kluge
U Wystup
Uwe Wystup
W H Press
Publication venue
'Elsevier BV'
Publication date
01/01/2008
Field of study
Full text link
Crossref
Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland
Author
A Gr�nbichler
A Rathgeber
+28 more
B Benet
C Schenk
D Kahneman
D Kahneman
F Black
H Johnson
H Shefrin
J Cox
J Cox
J Hausman
J Hull
M Musiela
M Szymanowska
Martin Diethelm
Martin Wallmeier
P Boyle
P Boyle
R Hafner
R Hernandez
R Rendleman
R Stulz
R Thaler
R.-R Chen
S Burth
S Wilkens
S Wilkens
W Breuer
Wilkens Stoimenov
Publication venue
'Elsevier BV'
Publication date
01/01/2008
Field of study
Full text link
Crossref
On the Winning Virtuous Strategies for Ultra High Frequency Electronic Trading in Foreign Currencies Exchange Markets
Author
+196 more
A D Abramenkov
A D Chandler
A D Chandler
A D Chandler
A D Chandler
A D Chandler
A D Chandler
A Einstein
A Einstein
A G Lafley
A G Shepelev
A G Shepelev
A G Shepelev
A G Shepelev
A Markov
A Markov
A Markov
A Markov
A Markov
A Markov
A Markov
A Markov
A S Huff
A Shiryaev
A Turing
Almekinders
B N Anand
Bartram
Bilson
Breedon
C A Montgomery
Campbell
Carrera
Chari
Choi
Curcio
D Besanko
D Creal
D E Schendel
D Gamerman
D L Dowe
D Ledenyov
D O Ledenyov
D Poole
Dacorogna
De Degryse
Dimitri O. Ledenyov
Dunne
E Edelson
E Rich
E Wong
F Bignasca
Fischer
Fujiwara
G Gavetti
G H John
G J R Kohavi
G Luger
G Pasricha
G Pasricha
Gencay Dacorogna
Grammatikos
Grimaldi
Hui Genberg
Humpage
I Fisher
I M Neklyudov
I M Neklyudov
I M Neklyudov
I M Neklyudov
I M Neklyudov
J Bach
J Calmet
J E Mazierska
J E Mazierska
J E Mazierska
J E Mazierska
J Fern�ndez-Villaverde
J Fern�ndez-Villaverde
J Haugeland
J Olsson
J-S R Jang
K Andrews
K Andrews
K Andrews
K Andrews
K Andrews
K Andrews
K Leong
K Schwab
Karjalainen
Killeen
King Fatum
Kov�
Longstaff Gr�nbichler
Lyons Killeen
M Andreasen
M E Porter
M E Porter
M E Porter
M E Porter
M E Porter
M Melvin
M Moldoveanu
M Porter
M Porter
M Porter
M Porter
M Porter
M Porter
M Porter
M Porter
M Porter
M Porter
M Porter
M Porter
M Porter
M Porter
M Porter
M Porter
M Porter
M Porter
M R Rajamani
M Rajamani
M V Jacob
M V Jacob
M V Jacob
Mehrotra
Melino
Menkhoff
N Nilsson
N Nilsson
O Ledenyov
O Ledenyov
O Ledenyov
O Macey
O P Ledenyov
O P Ledenyov
O P Ledenyov
O P Ledenyov
O&apos
Okunev
Osler
Ossolinski Nightingale
Ostdiek Flemming
P Matisko
P Mckiernan
P Misra
P Winston
Pearson Kandel
Pesenti Corsetti
Peter
R Bationo
R Grant
R Martin
R Martin
R Martin
R Martin
R Martin
R Martin
R Neapolitan
R Rumelt
R Rumelt
R Sun
Raviv
Rijken Gilbert
Rose
Rosenberg
S Fr�hwirth-Schnatter
S J Russell
Sheen
Sheng
Spiegel Bhattacharya
Stan Scarlat
Summers Shleifer
Svensson
Szakmary
T Mitchell
T Roncalli
Taylor
Theissen
V O Ledenyov
Vahid
Van Bacchetta
Viktor O. Ledenyov
W Cohen
Westerhoff
Wolff Ch
Yamaguchi
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
Full text link
Crossref
Probability Misestimation and Preferences in Financial Investment Decision
Author
Amos Tversky
Amos Tversky
+12 more
Andreas Gr�nbichler
C A Holt
Carole Bernard
Hersh Shefrin
Marc Oliver Rieger
Martin Wallmeier
Nicole Branger
Niklas Siebenmorgen
Paul Slovic
R Cameron
Sascha Wilkens
Thorsten Hens
Publication venue
'Elsevier BV'
Publication date
01/01/2008
Field of study
No full text
Crossref
Pricing Bounds for VIX Derivatives via Least Squares Monte Carlo
Author
A Gr�nbichler
A Sepp
+15 more
C P Fries
F A Longstaff
G H Lian
Grrgoire Loeper
Ivan Guo
J Baldeaux
J Detemple
J E Zhang
J Schoenmakers
L Andersen
L C Rogers
M B Haugh
M Joshi
R Cont
R E Whaley
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
No full text
Crossref
The Impact of Screen Trading on the Link Between Stock Index and Stock Index Futures Prices: Evidence from UK Markets
Author
A F Herbst
A Frino
+17 more
A Gr�nbichler
A H Abhyankar
Alex Frino
C Pirrong
G Shyy
H R Stoll
I Domowitz
I G Kawaller
I G Kawaller
J Fleming
J H Min
K Chan
L R Glosten
Michael D. McKenzie
R F Engle
T Andersen
Y K Tse
Publication venue
'Elsevier BV'
Publication date
01/01/2002
Field of study
No full text
Crossref
Pricing of Bank-Issued Investment Products - Premium Shifts and Investor Wealth
Author
A Gr�nbichler
B A Benet
+18 more
B Dumas
F Black
Felix Fritz
J Berkowitz
J C Hull
J Hull
M Muck
O Entrop
P Christoffersen
P Stoimenov
R Baule
R Baule
R C Merton
S L Heston
S Wilkens
S Wilkens
Stephan Meyer
W K Newey
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
Crossref
Beyond Payoff Diagrams: How to Present Risk and Return Characteristics of Structured Products
Author
A Bl�mke
A Gr�nbichler
+48 more
A Klos
B Benet
B Henderson
C Bernard
C Bernard
C Fox
C Schenk
D Breeden
D Kahneman
D Kahneman
E Fama
E Haisley
G Barron
H He
H Leland
H Shefrin
J Beshears
J Cox
J Ingersoll
J Treynor
M Brennan
M Meier
M Rieger
M Rubinstein
M Szymanowska
M Wallmeier
M Wallmeier
Martin Wallmeier
N Branger
P Carr
P Dybvig
P Dybvig
P Jorion
R Hafner
R Hafner
R Hau
R Hernandez
R Hertwig
R Merton
S Benartzi
S Benartzi
S Burth
T Hens
T Lindauer
T Rakow
T Rakow
W Breuer
Wilkens Stoimenov
Publication venue
Publication date
01/01/2010
Field of study
Get PDF
Crossref
RERO DOC Digital Library
Trading System and Market Integration
Author
A Gr�nbichler
Alexander Kempf
+19 more
C M S Sutcliffe
D A Dickey
E Jokivuolle
F X Diebold
G Schwarz
G Shyy
H R Stoll
H Schmidt
I Domowitz
I G Kawaller
I M Werner
K D Garbade
M C Massimb
Olaf Korn
P C B Phillips
R F Engle
R J Rendleman
W Newey
Z Chen
Publication venue
'Elsevier BV'
Publication date
01/01/1997
Field of study
No full text
Crossref
The Effects of Asymmetric Volatility and Jumps on the Pricing of VIX Derivatives
Author
A Gr�nbichler
A R Gallant
+23 more
C Alexander
C Jones
D Bates
E Berndt
G Bakshi
G Bakshi
G Bakshi
G Jiang
H Li
J Goard
J Menc�a
M Broadie
O E Barndorff-Nielsen
R Bikbov
S G Kou
S G Kou
S Huang
S J Julier
S L Heston
T G Andersen
Y A�?ta�?t-Sahalia
Y A�?ta�?t-Sahalia
Yang-Ho Park
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
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