//--> //--> //--> //-->
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:"Annals of financial economics"
~isPartOf:"Applied financial economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Aktienoption"
~subject:"Zinsstruktur"
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:"Optionspreistheorie"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Aktienoption
Zinsstruktur
Option pricing theory
116
Optionspreistheorie
116
Theorie
50
Theory
50
Volatility
37
Volatilität
37
Stochastic process
23
Stochastischer Prozess
23
USA
22
United States
22
Option trading
19
Optionsgeschäft
19
Estimation
16
Index futures
16
Index-Futures
16
Schätzung
16
CAPM
14
Derivat
13
Derivative
13
Yield curve
13
Capital income
8
Interest rate
8
Kapitaleinkommen
8
Zins
8
Black-Scholes model
7
Black-Scholes-Modell
7
Portfolio selection
7
Portfolio-Management
7
Risiko
7
Risikoprämie
7
Risk
7
Risk premium
7
Stock option
7
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Credit risk
5
Kreditrisiko
5
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
19
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Bibliografie enthalten
1
Bibliography included
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
20
Author
All
Ahmad, Hijaz
1
Boenawan, Kiekie
1
Bunch, David S.
1
Bühler, Wolfgang
1
Carr, Peter
1
Collin-Dufresne, Pierre
1
Edeki, Sunday Onos
1
Fergusson, K.
1
Heston, Steven L.
1
Johnson, Herbert
1
Jones, Christopher S.
1
Juneja, Januj
1
Khorram, Mehdi
1
Kuo, Chii-Shyan
1
Li, Shuaiqi
1
Longstaff, Francis A.
1
Mo, Haitao
1
Nawalkha, Sanjay K.
1
Okoli, Deborah Chikwado
1
Realdon, Marco
1
Ritchken, Peter H.
1
Santa-Clara, Pedro
1
Schroder, Mark D.
1
Schwartz, Eduardo S.
1
Solnik, Bruno
1
Sorwar, Ghulam
1
Stoll, Hans R.
1
Subramanian, Ajay
1
Sundaresan, Suresh M.
1
Tzeng, Chi-Feng
1
Uhrig-Homburg, Marliese
1
Walter, Ulrich
1
Weber, Thomas
1
Wong, Wing Keung
1
Wu, Liuren
1
Yamazaki, Akira
1
Yu, Shihti
1
Zhuo, Xiaoyang
1
more ...
less ...
Institution
All
American Finance Association
1
Published in...
All
Annals of financial economics
Applied financial economics
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
46
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of banking & finance
31
The journal of futures markets
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
The journal of computational finance
24
Review of derivatives research
23
Applied mathematical finance
22
Journal of financial economics
21
Quantitative finance
20
Finance and stochastics
19
International journal of financial engineering
15
The journal of fixed income
15
Finance research letters
14
Review of quantitative finance and accounting
12
The review of financial studies
11
Risks : open access journal
10
Asia-Pacific financial markets
9
Research paper series / Swiss Finance Institute
9
The North American journal of economics and finance : a journal of financial economics studies
9
The European journal of finance
8
Working paper
8
Insurance / Mathematics & economics
7
NBER Working Paper
7
NBER working paper series
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
SpringerLink / Bücher
7
Working paper / National Bureau of Economic Research, Inc.
7
European journal of operational research : EJOR
6
Journal of economic dynamics & control
6
Journal of empirical finance
6
Journal of financial and quantitative analysis : JFQA
6
Journal of mathematical finance
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Annals of finance
5
CREATES research paper
5
Discussion paper / B
5
International review of economics & finance : IREF
5
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
2
A theory of equivalent expectation measures for contingent claim returns
Nawalkha, Sanjay K.
;
Zhuo, Xiaoyang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2853-2906
Persistent link: https://www.econbiz.de/10013396297
Saved in:
3
Approximate series solutions of a one-factor term structure model for bond pricing
Edeki, Sunday Onos
;
Okoli, Deborah Chikwado
;
Ahmad, Hijaz
; …
- In:
Annals of financial economics
16
(
2021
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013185499
Saved in:
4
Asymptotics of bond yields and volatilities for extended Vasicek models under the real-world measure
Fergusson, K.
- In:
Annals of financial economics
12
(
2017
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011716067
Saved in:
5
Asset pricing with non-geometric type of dividends
Yamazaki, Akira
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011408577
Saved in:
6
Credit spreads and bankruptcy information from options data
Tzeng, Chi-Feng
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010489092
Saved in:
7
The effects of firm characteristics and recognition policy on employee stock options prices after controlling for self-selection
Kuo, Chii-Shyan
;
Yu, Shihti
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010489119
Saved in:
8
A study of the solution to the Riccati equation in term structure modelling
Juneja, Januj
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1797-1803
Persistent link: https://www.econbiz.de/10010337262
Saved in:
9
Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
Saved in:
10
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->