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subject:"Share price"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of futures markets"
~source:"econis"
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Search: subject_exact:"Option pricing theory"
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Share price
Option pricing theory
342
Optionspreistheorie
342
Option trading
101
Optionsgeschäft
101
Volatility
101
Volatilität
101
Theorie
87
Theory
87
Stochastic process
60
Stochastischer Prozess
60
Derivat
51
Derivative
51
USA
43
United States
42
Estimation
40
Schätzung
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Hedging
36
Black-Scholes model
27
Black-Scholes-Modell
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Index futures
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Index-Futures
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Yield curve
21
Zinsstruktur
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ARCH model
16
ARCH-Modell
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Aktienoption
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Börsenkurs
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CAPM
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Credit risk
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Kreditrisiko
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Stock option
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Statistical distribution
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Statistische Verteilung
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Real options analysis
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Realoptionsansatz
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Forecasting model
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Monte Carlo simulation
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Ryu, Doojin
2
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Bergh, Willem M. van den
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Chang, Lung-Fu
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Cheng, Xin
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Chong, Terence Tai-Leung
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Li, Yong
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The European journal of finance
The journal of futures markets
Finance research letters
11
Research paper series / Swiss Finance Institute
11
Journal of banking & finance
9
Journal of econometrics
7
Quantitative finance
7
International journal of theoretical and applied finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Applied economics
4
CREATES research paper
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Gabler Edition Wissenschaft
4
Journal of empirical finance
4
Journal of financial economics
4
Journal of mathematical finance
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Review of quantitative finance and accounting
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Swiss Finance Institute Research Paper
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The journal of finance : the journal of the American Finance Association
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Asia-Pacific journal of financial studies
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
IMES discussion paper series
3
International journal of financial engineering
3
International review of financial analysis
3
Journal of economic dynamics & control
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial econometrics
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Journal of international financial markets, institutions & money
3
Journal of risk and financial management : JRFM
3
Review of finance : journal of the European Finance Association
3
SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
3
The journal of corporate finance : contracting, governance and organization
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The review of financial studies
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Annals of finance
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Applied economics letters
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ECONIS (ZBW)
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1
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
2
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
3
Option pricing with overnight and intraday volatility
Liang, Fang
;
Du, Lingshan
;
Huang, Zhuo
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1576-1614
Persistent link: https://www.econbiz.de/10014432919
Saved in:
4
Hawkes jump-diffusions and finance : a brief history and review
Hawkes, Alan G.
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 627-641
Persistent link: https://www.econbiz.de/10013373304
Saved in:
5
Differences in the prices of vulnerable options with different counterparties
Wang, Xingchun
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 148-163
Persistent link: https://www.econbiz.de/10011669771
Saved in:
6
Pricing vulnerable options with jump clustering
Ma, Yong
;
Shrestha, Keshab
;
Xu, Weidong
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
Saved in:
7
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
8
Tests on the monotonicity properties of KOSPI 200 options prices
Sim, Myounghwa
;
Ryu, Doojin
;
Yang, Heejin
- In:
The journal of futures markets
36
(
2016
)
7
,
pp. 625-646
Persistent link: https://www.econbiz.de/10011568523
Saved in:
9
A generalization of the recursive integration method for the analytic valuation of American options
Chang, Lung-Fu
;
Guo, Jia-Hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 887-901
Persistent link: https://www.econbiz.de/10011568657
Saved in:
10
Executive stock option pricing in China under stochastic volatility
Chong, Terence Tai-Leung
;
Ding, Yue
;
Li, Yong
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 953-960
Persistent link: https://www.econbiz.de/10011392713
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