//--> //--> //--> //-->
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
~accessRights:"restricted"
~person:"Korn, Ralf"
~person:"Račev, Svetlozar T."
~person:"Sarkar, Sudipto"
~subject:"Option pricing theory"
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:"Option"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Optionspreistheorie
13
Stochastic process
7
Stochastischer Prozess
7
Derivat
5
Derivative
5
Theorie
5
Theory
5
Option pricing
4
Real option
4
Real options analysis
4
Realoptionsansatz
4
Volatility
4
Volatilität
4
Investition
3
Investment
3
Portfolio selection
3
Portfolio-Management
3
Real-option model
3
Risiko
3
Risk
3
Statistical distribution
3
Statistische Verteilung
3
Black-Scholes model
2
Black-Scholes-Modell
2
CAPM
2
Capital structure
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Financial market
2
Finanzmarkt
2
Hedging
2
Investitionsentscheidung
2
Investment decision
2
Investment incentive
2
Investment subsidy
2
Investment trigger
2
Kapitalstruktur
2
Option trading
2
Optionsgeschäft
2
more ...
less ...
Online availability
All
Undetermined
Free
15
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Korn, Ralf
Račev, Svetlozar T.
Sarkar, Sudipto
Wang, Xingchun
30
Cui, Zhenyu
28
Fabozzi, Frank J.
21
Lee, Cheng F.
19
Madan, Dilip B.
19
He, Xin-Jiang
15
Lee, Hangsuck
15
Kirkby, J. Lars
13
Benth, Fred Espen
12
Nguyen, Duy
12
Zhang, Jin E.
12
Elliott, Robert J.
11
Kim, Young Shin
11
Kwok, Yue-Kuen
11
Li, Lingfei
11
Takahashi, Akihiko
11
Wang, King
11
Xu, Wei
11
Alòs, Elisa
10
Bayer, Christian
10
Carr, Peter
10
Escobar, Marcos
10
Fusai, Gianluca
10
Kim, Jeong-Hoon
10
Leippold, Markus
10
Lin, Shih-kuei
10
Lorig, Matthew
10
Ryu, Doojin
10
Siu, Tak Kuen
10
Zhu, Song-Ping
10
Godin, Frédéric
9
Hainaut, Donatien
9
Hess, Markus
9
Lian, Yu-Min
9
Oosterlee, Cornelis Willebrordus
9
Pirjol, Dan
9
Radoičić, Radoš
9
Ruan, Xinfeng
9
Schoutens, Wim
9
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
3
Applied economics
1
Computational economics
1
Econometric reviews
1
Economics letters
1
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
1
Finance research letters
1
Journal of economic dynamics & control
1
The European journal of finance
1
The journal of computational finance
1
The journal of derivatives : JOD
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market complete
option
valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
A natural disasters index
Mahanama, Thilini
;
Shirvani, Abootaleb
;
Račev, Svetlozar T.
- In:
Environmental economics and policy studies : the …
24
(
2022
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10013199401
Saved in:
3
Option
pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
4
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
5
Option
pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
6
Multiple subordinated modeling of asset returns : implications for
option
pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
7
Option
pricing with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
8
The investment decision with technological and market uncertainties
Fan, Yunfeng
;
Sarkar, Sudipto
;
Zhang, Chuanqian
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 116-138
Persistent link: https://www.econbiz.de/10012206960
Saved in:
9
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
10
Enhancing binomial and trinomial equity
option
pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->