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isPartOf:"Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement"
~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"
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Search: subject_exact:"Optionspreismodell"
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Black-Scholes model
Capital income
Risiko
Stock option
Option pricing theory
152
Optionspreistheorie
152
Volatility
48
Volatilität
48
Theorie
37
Theory
37
Option trading
34
Optionsgeschäft
34
Stochastic process
33
Stochastischer Prozess
33
Derivat
22
Derivative
22
Real options analysis
19
Realoptionsansatz
19
Black-Scholes-Modell
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CAPM
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Estimation
13
Schätzung
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Hedging
12
Aktienoption
11
Risk
11
Credit risk
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Kreditrisiko
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Yield curve
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Zinsstruktur
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Markov chain
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Markov-Kette
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Börsenkurs
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Share price
8
Kapitaleinkommen
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Option pricing
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USA
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ARCH model
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ARCH-Modell
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38
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3
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Chen, Ren-Raw
2
Lin, Shih-kuei
2
Paxson, Dean A.
2
Wang, Guanying
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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Boyle, Phelim P.
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Cao, Charles Q.
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1
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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
Couch, Robert B.
1
Dothan, Michael U.
1
Doukas, John A.
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Fan, Yunfeng
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1
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Gu, Yuchi
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Han, Seung Hun
1
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1
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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
Decisions in economics and finance : DEF ; a journal of applied mathematics
9
International review of economics & finance : IREF
9
Journal of financial markets
9
Mathematics and financial economics
9
Working paper
9
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ECONIS (ZBW)
41
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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
Debt rollover-induced local volatility model
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 1065-1084
Persistent link: https://www.econbiz.de/10012172912
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