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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:"Option trading"
~subject:"Risiko"
~subject:"Stock option"
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Search: subject_exact:"Optionspreismodell"
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Black-Scholes model
Option trading
Risiko
Stock option
Option pricing theory
152
Optionspreistheorie
152
Volatility
48
Volatilität
48
Theorie
37
Theory
37
Optionsgeschäft
34
Stochastic process
33
Stochastischer Prozess
33
Derivat
22
Derivative
22
Real options analysis
19
Realoptionsansatz
19
Black-Scholes-Modell
18
CAPM
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Estimation
13
Schätzung
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Hedging
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Aktienoption
11
Risk
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Credit risk
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Kreditrisiko
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Yield curve
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Markov chain
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Share price
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Capital income
7
Kapitaleinkommen
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Option pricing
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ARCH model
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ARCH-Modell
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57
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3
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Chen, Ren-Raw
3
Chang, Chuang-chang
2
Dotsis, George
2
Kuo, I.-doun
2
Palmon, Oded
2
Paxson, Dean A.
2
Romagnoli, Silvia
2
Wang, Guanying
2
Wang, Xingchun
2
Abad Díaz, David
1
Adkins, Roger
1
Anderluh, J. H. M.
1
Andreou, Panayiotis C.
1
Arratia, Argimiro
1
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1
Bajo, Emanuele
1
Bakshi, Gurdip S.
1
Ballotta, Laura
1
Barbi, Massimiliano
1
Bernard, Carole
1
Blau, Benjamin
1
Borovkova, Svetlana
1
Boyle, Phelim P.
1
Cabaña, Alejandra
1
Cao, Charles Q.
1
Carleton, Willard T.
1
Chan, Chia-ying
1
Chang, Hao-Han
1
Charalambous, Chris
1
Chen, Cathy Yi-Hsuan
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Chen, Sonnan
1
Chen, Yibing
1
Chendra, Erwinna
1
Cherubini, Umberto
1
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1
Chiu, Chun-Yuan
1
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1
Chu, Quentin C.
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
132
The journal of futures markets
106
The journal of computational finance
74
Review of derivatives research
73
Applied mathematical finance
72
Quantitative finance
69
The journal of derivatives : the official publication of the International Association of Financial Engineers
61
Journal of banking & finance
60
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Finance and stochastics
51
Finance research letters
48
Journal of economic dynamics & control
47
Computational economics
46
International journal of financial engineering
45
The North American journal of economics and finance : a journal of financial economics studies
43
Journal of mathematical finance
41
European journal of operational research : EJOR
38
Research paper series / Swiss Finance Institute
36
Journal of financial economics
33
Risks : open access journal
31
Insurance / Mathematics & economics
27
Asia-Pacific financial markets
25
International review of economics & finance : IREF
25
Journal of risk and financial management : JRFM
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
The journal of derivatives : JOD
20
Economic modelling
18
Annals of finance
17
Applied economics
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
17
NBER working paper series
17
Swiss Finance Institute Research Paper
17
Mathematics and financial economics
15
International review of financial analysis
14
Journal of empirical finance
14
Applied economics letters
13
Journal of econometrics
13
Journal of financial markets
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ECONIS (ZBW)
60
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1
A reduced-form model for lease contract valuation with embedded options
Chang, Chuang-chang
;
Ho, Hsiao-Wei
;
Huang, Henry Hongren
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
Saved in:
2
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
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
Analytical pricing formulae for vulnerable vanilla and barrier options
Liu, Liang-Chih
;
Chiu, Chun-Yuan
;
Wang, Chuan-Ju
;
Dai, …
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012796126
Saved in:
5
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
6
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:
7
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:
8
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:
9
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:
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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