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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Review of derivatives research"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Optionsgeschäft"
~subject:"Optionspreistheorie"
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Optionsgeschäft
Optionspreistheorie
Theorie
594
Theory
594
Option pricing theory
98
USA
93
United States
93
CAPM
79
Yield curve
62
Zinsstruktur
62
Portfolio selection
59
Portfolio-Management
59
Börsenkurs
56
Share price
56
Capital income
55
Kapitaleinkommen
55
Volatility
54
Volatilität
54
Derivat
53
Derivative
53
Estimation
44
Schätzung
44
Stochastic process
36
Stochastischer Prozess
36
Risiko
32
Risk
32
Estimation theory
30
Schätztheorie
30
Hedging
27
Capital structure
26
Kapitalstruktur
26
Option trading
26
Credit risk
21
Kreditrisiko
21
Risikoprämie
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19
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Non-commercial literature
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English
113
Author
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Løchte Jørgensen, Peter
4
Chen, Ren-Raw
3
Jarrow, Robert A.
3
Ott, Steven Henry
3
Ritchken, Peter H.
3
Schwartz, Eduardo S.
3
Busch, Thomas
2
Childs, Paul D.
2
Christensen, Bent Jesper
2
Chung, San-lin
2
Das, Sanjiv R.
2
Grosen, Anders
2
Handley, John C.
2
Hull, John
2
Ingersoll, Jonathan E.
2
Lando, David
2
Miltersen, Kristian R.
2
Stentoft, Lars
2
Strunk Hansen, Charlotte
2
Yang, Tyler T.
2
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Antonelli, Fabio
1
Attari, Mukarram
1
Bakshi, Gurdip S.
1
Ball, Clifford A.
1
Barraquand, Jérôme
1
Bechmann, Ken L.
1
Benninga, Simon
1
Bizid, Abdelhamid
1
Blenman, Lloyd P.
1
Bossy, Mireille
1
Boyle, Phelim P.
1
Brenner, Menachem
1
Buchen, Peter W.
1
Burnetas, Apostolos N.
1
Carr, Peter
1
Cassano, Mark A.
1
Chang, Hsieh-chung
1
Chang, Lung-fu
1
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Centre for Analytical Finance <Århus>
17
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Journal of financial and quantitative analysis : JFQA
Review of derivatives research
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Mathematical finance : an international journal of mathematics, statistics and financial theory
196
Finance and stochastics
121
International journal of theoretical and applied finance
115
The journal of derivatives : the official publication of the International Association of Financial Engineers
104
The journal of futures markets
87
The journal of computational finance
69
Journal of banking & finance
67
Applied mathematical finance
63
The review of financial studies
48
The journal of finance : the journal of the American Finance Association
46
Journal of economic dynamics & control
42
The journal of real estate finance and economics
39
Journal of financial economics
35
Working paper / National Bureau of Economic Research, Inc.
33
Gabler Edition Wissenschaft
31
Working paper series / Centre for Practical Quantitative Finance
31
Advances in futures and options research : a research annual
28
SFB 649 discussion paper
27
Finance : revue de l'Association Française de Finance
25
SpringerLink / Bücher
23
Discussion paper / B
22
Série des documents de travail / Centre de Recherche en Économie et Statistique
21
The European journal of finance
21
The journal of fixed income
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Asia-Pacific financial markets
18
Europäische Hochschulschriften / 5
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
18
Discussion paper / Centre for Economic Policy Research
17
Journal of econometrics
17
The journal of risk and insurance : the journal of the American Risk and Insurance Association
17
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
16
Lecture notes in economics and mathematical systems : LNEMS
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
16
Mathematical methods of operations research
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
15
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ECONIS (ZBW)
113
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1
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113
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1
Diversification with options and structured products
Yuan, Shuonan
;
Rieger, Marc Oliver
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012498474
Saved in:
2
Heterogeneous beliefs and risk-neutral skewness
Friesen, Geoffrey C.
;
Zhang, Yi
;
Zorn, Thomas S.
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
4
,
pp. 851-872
Persistent link: https://www.econbiz.de/10009672401
Saved in:
3
A forward started jump-diffusion model and pricing of cliquet style exotics
Drimus, Gabriel
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008695496
Saved in:
4
Analytical approximations for the critical stock prices of American options : a performance comparison
Li, Minqiang
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10008695500
Saved in:
5
Exchange option pricing under stochastic volatility : a correlation expansion
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10008695501
Saved in:
6
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
Saved in:
7
A fast Fourier transform technique for pricing American options under stochastic volatility
Zhylyevskyy, Oleksandr
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10008695503
Saved in:
8
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
9
Trading volume in dealer markets
Malinova, Katya
;
Park, Andreas
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1447-1484
Persistent link: https://www.econbiz.de/10008909159
Saved in:
10
Pricing American options under the constant elasticity of variance model and subject to bankruptcy
Nunes, Joaõ Pedro Vidal
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1231-1263
Persistent link: https://www.econbiz.de/10003939136
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