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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:"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
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
18
CAPM
18
Estimation
13
Schätzung
13
Hedging
12
Aktienoption
11
Risk
11
Credit risk
10
Kreditrisiko
10
Yield curve
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Zinsstruktur
10
Markov chain
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Markov-Kette
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Börsenkurs
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Share price
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Capital income
7
Kapitaleinkommen
7
Option pricing
7
USA
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United States
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ARCH model
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ARCH-Modell
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Investitionsentscheidung
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English
35
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3
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Chen, Ren-Raw
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
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Blau, Benjamin
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Cao, Charles Q.
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1
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1
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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.
1
Gaschik, David
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Gu, Jenny
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Han, Seung Hun
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Ielpo, Florian
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Kim, Dongcheol
1
Koussis, Nicos
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
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
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
7
Journal of derivatives & hedge funds
7
NBER Working Paper
7
The review of financial studies
7
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ECONIS (ZBW)
38
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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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