//--> //--> //--> //-->
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
isPartOf:"Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The European journal of finance"
~subject:"Black-Scholes model"
~subject:"Capital income"
~subject:"Risiko"
~subject:"Stock option"
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_exact:"Optionspreismodell"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
Capital income
Risiko
Stock option
Option pricing theory
199
Optionspreistheorie
199
Volatility
67
Volatilität
67
Theorie
53
Theory
53
Stochastic process
47
Stochastischer Prozess
47
Option trading
46
Optionsgeschäft
46
Derivat
26
Derivative
26
Black-Scholes-Modell
25
CAPM
21
Real options analysis
20
Realoptionsansatz
20
Estimation
16
Schätzung
16
Hedging
15
Credit risk
12
Kreditrisiko
12
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Risk
12
Aktienoption
11
Yield curve
11
Zinsstruktur
11
Markov chain
10
Markov-Kette
10
Option pricing
10
USA
10
United States
10
ARCH model
8
ARCH-Modell
8
Börsenkurs
8
Kapitaleinkommen
8
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
50
Type of publication (narrower categories)
All
Article in journal
50
Aufsatz in Zeitschrift
50
Language
All
English
47
German
3
Author
All
Chen, Ren-Raw
2
Lin, Shih-kuei
2
Paxson, Dean A.
2
Wang, Guanying
2
Adkins, Roger
1
Albeverio, Sergio
1
Alitab, Dario
1
Alòs, Elisa
1
Anderluh, J. H. M.
1
Andreou, Panayiotis C.
1
Bakshi, Gurdip S.
1
Bernard, Carole
1
Blau, Benjamin
1
Bormetti, Giacomo
1
Borovkova, Svetlana
1
Boyle, Phelim P.
1
Cao, Charles Q.
1
Carleton, Willard T.
1
Ceci, Claudia
1
Chan, Chia-ying
1
Chang, Chuang-chang
1
Charalambous, Chris
1
Chen, An-sing
1
Chen, Sonnan
1
Chen, Yibing
1
Chendra, Erwinna
1
Chesney, Marc
1
Choi, Yoon K.
1
Chu, Quentin C.
1
Chuang, Ming-Che
1
Cordoni, Francesco
1
Corsi, Fulvio
1
Couch, Robert B.
1
Di Persio, Luca
1
Dothan, Michael U.
1
Doukas, John A.
1
Fan, Yunfeng
1
García-Machado, Juan J.
1
Gaschik, David
1
Gaudenzi, Marcellino
1
more ...
less ...
Published in...
All
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
Decisions in economics and finance : DEF ; a journal of applied mathematics
Review of quantitative finance and accounting
The European journal of finance
International journal of theoretical and applied finance
71
Journal of banking & finance
42
Quantitative finance
37
Applied mathematical finance
35
The journal of futures markets
35
Review of derivatives research
34
Journal of financial economics
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
31
Computational economics
29
Finance and stochastics
29
The journal of computational finance
28
International journal of financial engineering
26
The North American journal of economics and finance : a journal of financial economics studies
25
Journal of mathematical finance
23
Research paper series / Swiss Finance Institute
21
Insurance / Mathematics & economics
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Finance research letters
19
Risks : open access journal
18
Journal of economic dynamics & control
17
Journal of risk and financial management : JRFM
16
European journal of operational research : EJOR
15
Journal of empirical finance
15
The journal of finance : the journal of the American Finance Association
15
Asia-Pacific financial markets
12
Journal of financial and quantitative analysis : JFQA
12
Applied economics
11
Journal of econometrics
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The review of financial studies
11
International review of financial analysis
10
NBER working paper series
10
Annals of finance
9
International review of economics & finance : IREF
9
Journal of financial markets
9
Mathematics and financial economics
9
Working paper
9
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option implied riskiness and risk-taking incentives of executive compensation
Lu, Chia-Chi
;
Shen, Hsin-han
;
Shih, Pai-Ta
;
Tsai, Wei‐Che
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1143-1160
Persistent link: https://www.econbiz.de/10014291781
Saved in:
2
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
3
The nonlinear relation between financing decisions and option compensation
Choi, Yoon K.
;
Han, Seung Hun
;
Mun, Seongjae
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1343-1356
Persistent link: https://www.econbiz.de/10012549797
Saved in:
4
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
5
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
6
An improved of Hull-White model for valuing Employee stock options (ESOs)
Chendra, Erwinna
;
Sidarto, Kuntjoro Adji
- In:
Review of quantitative finance and accounting
54
(
2020
)
2
,
pp. 651-669
Persistent link: https://www.econbiz.de/10012232883
Saved in:
7
An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
Saved in:
8
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
9
The valuation of vulnerable European options with risky collateral
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The European journal of finance
26
(
2020
)
13
,
pp. 1315-1331
Persistent link: https://www.econbiz.de/10012264969
Saved in:
10
Asymptotic expansion for some local volatility models arising in finance
Albeverio, Sergio
;
Cordoni, Francesco
;
Di Persio, Luca
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 527-573
Persistent link: https://www.econbiz.de/10012127266
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->