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isPartOf:"Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement"
~isPartOf:"Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The European journal of finance"
~subject:"Black-Scholes model"
~subject:"Risiko"
~subject:"Stock option"
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Search: subject_exact:"Optionspreismodell"
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Black-Scholes model
Risiko
Stock option
Option pricing theory
163
Optionspreistheorie
163
Volatility
51
Volatilität
51
Stochastic process
37
Stochastischer Prozess
37
Theorie
37
Theory
37
Option trading
35
Optionsgeschäft
35
Derivat
23
Derivative
23
Black-Scholes-Modell
22
CAPM
19
Real options analysis
19
Realoptionsansatz
19
Risk
16
Estimation
14
Schätzung
14
Hedging
12
Aktienoption
11
Yield curve
11
Zinsstruktur
11
Credit risk
10
Kreditrisiko
10
Markov chain
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Markov-Kette
9
Option pricing
9
Börsenkurs
8
Share price
8
Capital income
7
Interest rate
7
Kapitaleinkommen
7
Statistical distribution
7
Statistische Verteilung
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USA
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42
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3
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Chen, Ren-Raw
2
Paxson, Dean A.
2
Wang, Guanying
2
Yao, Kai
2
Adkins, Roger
1
Anderluh, J. H. M.
1
Andreou, Panayiotis C.
1
Bakshi, Gurdip S.
1
Bernard, Carole
1
Blau, Benjamin
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Borovkova, Svetlana
1
Boyle, Phelim P.
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Cao, Charles Q.
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Carleton, Willard T.
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Chan, Chia-ying
1
Chang, Chuang-chang
1
Charalambous, Chris
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
Couch, Robert B.
1
Dothan, Michael U.
1
Fan, Yunfeng
1
García-Machado, Juan J.
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Gaschik, David
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Gibson, Rajna
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Gu, Jenny
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Gu, Yuchi
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Han, Seung Hun
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Hoffjan, Andreas
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Howell, Sydney D.
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Ielpo, Florian
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Kim, Dongcheol
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
Review of quantitative finance and accounting
The European journal of finance
International journal of theoretical and applied finance
68
Applied mathematical finance
34
Review of derivatives research
31
The journal of futures markets
31
Computational economics
29
Quantitative finance
29
Journal of banking & finance
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Finance and stochastics
27
The journal of computational finance
26
International journal of financial engineering
25
Journal of mathematical finance
22
The North American journal of economics and finance : a journal of financial economics studies
21
Journal of financial economics
20
Research paper series / Swiss Finance Institute
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Risks : open access journal
17
European journal of operational research : EJOR
15
Finance research letters
15
Insurance / Mathematics & economics
15
Journal of economic dynamics & control
15
Journal of risk and financial management : JRFM
13
Applied economics
11
Asia-Pacific financial markets
11
The journal of finance : the journal of the American Finance Association
11
Journal of empirical finance
10
Mathematics and financial economics
9
NBER working paper series
9
Annals of finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
International review of economics & finance : IREF
8
International review of financial analysis
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Working paper / National Bureau of Economic Research, Inc.
8
Journal of derivatives & hedge funds
7
NBER Working Paper
7
The review of financial studies
7
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ECONIS (ZBW)
45
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1
Solution method and parameter estimation of uncertain partial differential equation with application to China's population
Yang, Lu
;
Liu, Yang
- In:
Fuzzy optimization and decision making : a journal of …
23
(
2024
)
1
,
pp. 155-177
Persistent link: https://www.econbiz.de/10014500867
Saved in:
2
Uncertain energy model for electricity and gas futures with application in spark-spread option price
Mehrdoust, Farshid
;
Noorani, Idin
;
Xu, Wei
- In:
Fuzzy optimization and decision making : a journal of …
22
(
2023
)
1
,
pp. 123-148
Persistent link: https://www.econbiz.de/10014227971
Saved in:
3
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:
4
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:
5
Barrier option pricing formulas of an uncertain stock model
Yao, Kai
;
Qin, Zhongfeng
- In:
Fuzzy optimization and decision making : a journal of …
20
(
2021
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10012487840
Saved in:
6
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:
7
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:
8
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:
9
Option pricing formulas based on uncertain fractional differential equation
Wang, Weiwei
;
Ralescu, Dan A.
- In:
Fuzzy optimization and decision making : a journal of …
20
(
2021
)
4
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012651808
Saved in:
10
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
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