//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Review of derivatives research"
~subject:"Optionsgeschäft"
~subject:"Optionspreistheorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optionsgeschäft
Optionspreistheorie
Theorie
480
Theory
480
USA
90
United States
90
Option pricing theory
79
CAPM
73
Portfolio selection
58
Portfolio-Management
58
Capital income
52
Kapitaleinkommen
52
Derivat
51
Derivative
51
Börsenkurs
49
Share price
49
Yield curve
47
Zinsstruktur
47
Volatility
43
Volatilität
43
Estimation
35
Schätzung
35
Risiko
30
Risk
30
Capital structure
25
Kapitalstruktur
25
Hedging
23
Option trading
22
Credit risk
19
Estimation theory
19
Kreditrisiko
19
Schätztheorie
19
Stochastic process
19
Stochastischer Prozess
19
Risikoprämie
18
Risk premium
18
Asymmetric information
16
Asymmetrische Information
16
Aktienmarkt
15
Anlageverhalten
15
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
90
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
91
Aufsatz in Zeitschrift
91
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
91
Author
All
Chen, Ren-Raw
3
Jarrow, Robert A.
3
Ott, Steven Henry
3
Ritchken, Peter H.
3
Schwartz, Eduardo S.
3
Childs, Paul D.
2
Chung, San-lin
2
Das, Sanjiv R.
2
Handley, John C.
2
Hull, John
2
Ingersoll, Jonathan E.
2
Lando, David
2
Miltersen, Kristian R.
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
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
Busch, Thomas
1
Carr, Peter
1
Cassano, Mark A.
1
Chang, Hsieh-chung
1
Chang, Lung-fu
1
Christensen, Peter Ove
1
Chuang, Iyuan
1
Chung, San-Lin
1
Clark, Steven P.
1
Clewlow, Les
1
Coleman, T. F.
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
Review of derivatives research
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
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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
more ...
less ...
Source
All
ECONIS (ZBW)
91
Showing
1
-
10
of
91
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->