//--> //--> //--> //-->
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
subject:"Option pricing theory"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
~subject:"Volatility"
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:"Häufigkeitsverteilung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Estimation
Volatility
Statistical distribution
65
Statistische Verteilung
65
Theorie
31
Theory
31
Optionspreistheorie
21
Stochastic process
18
Stochastischer Prozess
18
Volatilität
18
Portfolio selection
16
Portfolio-Management
16
Risikomaß
15
Risk measure
15
Capital income
14
Kapitaleinkommen
14
Estimation theory
11
Schätztheorie
11
Forecasting model
10
Prognoseverfahren
10
Probability theory
9
Schätzung
9
Wahrscheinlichkeitsrechnung
9
Markov chain
8
Markov-Kette
8
CAPM
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Bayes-Statistik
6
Bayesian inference
6
Börsenkurs
6
Risiko
6
Risk
6
Share price
6
ARCH model
5
ARCH-Modell
5
Option pricing
5
Option trading
5
Optionsgeschäft
5
more ...
less ...
Online availability
All
Undetermined
25
Free
2
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Language
All
English
32
Author
All
Mukupa, George M.
2
Offen, Elias R.
2
Aguilar, Jean-Philippe
1
Asmussen, Søren
1
Beare, Brendan K.
1
Bladt, Mogens
1
Bollinger, Thomas R.
1
Bunn, Derek W.
1
Canabarro, Askery
1
Cao, Hongduo
1
Chateau, Jean-Pierre D.
1
Chi, Xie
1
Chow, K. Victor
1
Cui, Zhenyu
1
Ding, Kailin
1
Dossani, Asad
1
Douady, Raphaël
1
Elabed, Asma Graja
1
Ensor, Katherine Bennett
1
Favreau, Charles
1
Gagnon, Marie-Hélène
1
Garcia-Jorcano, Laura
1
Giacometti, Rosella
1
Gianfreda, Angelica
1
Ginley, Matthew
1
Glasserman, Paul
1
He, Huaping
1
He, Zhi
1
Huptas, Roman
1
Iwaki, Hideki
1
Jiang, Zhi-Qiang
1
John, Kose
1
Kane, Hayden
1
Kaushansky, Vadim
1
Kim, Young Shin
1
Kirkby, Justin Lars
1
Kuang, Yuming
1
Kunda, Douglas
1
Lai, Tze Leung
1
Li, Jingrui
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Quantitative finance
Journal of econometrics
55
International journal of theoretical and applied finance
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Applied economics
25
Journal of banking & finance
22
Discussion paper / Tinbergen Institute
21
International journal of forecasting
21
Computational economics
19
Economic modelling
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
The journal of futures markets
19
Insurance / Mathematics & economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Finance research letters
17
Economics letters
16
International review of financial analysis
16
Journal of empirical finance
16
Risks : open access journal
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
International review of economics & finance : IREF
14
Review of derivatives research
14
The European journal of finance
14
Working paper
14
Journal of risk and financial management : JRFM
13
Energy economics
12
Journal of economic dynamics & control
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
International journal of financial engineering
11
Journal of international financial markets, institutions & money
11
Research paper series / Swiss Finance Institute
11
Applied economics letters
10
Applied mathematical finance
10
European journal of operational research : EJOR
10
SFB 649 discussion paper
10
Swiss Finance Institute Research Paper
10
The journal of computational finance
10
Econometric reviews
9
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
3
Closed-form option pricing for exponential Lévy models : a residue approach
Aguilar, Jean-Philippe
;
Kirkby, Justin Lars
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10014232627
Saved in:
4
W-shaped implied volatility curves and the Gaussian mixture model
Glasserman, Paul
;
Pirjol, Dan
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 557-577
Persistent link: https://www.econbiz.de/10014304265
Saved in:
5
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
6
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
7
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
Saved in:
8
Forecasting market index volatility using Ross-recovered distributions
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 255-271
Persistent link: https://www.econbiz.de/10013167736
Saved in:
9
Gram-Charlier methods, regime-switching and stochastic volatility in exponential Lévy models
Asmussen, Søren
;
Bladt, Mogens
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 675-689
Persistent link: https://www.econbiz.de/10013367850
Saved in:
10
Higher moments in the fundamental specification of electricity forward prices
Gianfreda, Angelica
;
Scandolo, Giacomo
;
Bunn, Derek W.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2063-2078
Persistent link: https://www.econbiz.de/10013490922
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->