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~isPartOf:"Annual review of economics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of risk"
~subject:"European option"
~subject:"Statistical distribution"
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European option
Statistical distribution
Option trading
62
Optionsgeschäft
62
Option pricing theory
47
Optionspreistheorie
47
Volatility
14
Volatilität
14
Stochastic process
12
Stochastischer Prozess
12
Theorie
11
Theory
11
Derivat
10
Derivative
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Statistische Verteilung
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Black-Scholes model
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Black-Scholes-Modell
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Hedging
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Portfolio selection
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Portfolio-Management
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Numerical analysis
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Numerisches Verfahren
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EU countries
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EU-Staaten
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ARCH model
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Aktienindex
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American option
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American options
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Barrier option
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Chen, Yingshan
1
Dai, Min
1
Daníelsson, Jón
1
Fabozzi, Frank J.
1
Hamidieh, Kam
1
He, Xin-Jiang
1
Hu, Yuan
1
Kaeck, Andreas
1
Kim, Dahea
1
Kim, Sol
1
Lindquist, W. Brent
1
Mohrschladt, Hannes
1
Muroi, Yoshifumi
1
Račev, Svetlozar T.
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Schlögl, Erik
1
Schneider, Judith Christiane
1
Shin, Hyun Song
1
Shirvani, Abootaleb
1
Suda, Shintaro
1
Wan, Xiangwei
1
Xu, Jing
1
Xu, Mingyu
1
Yang, Nian
1
Zhu, Song-Ping
1
Zigrand, Jean-Pierre
1
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Annual review of economics
Journal of economic dynamics & control
Journal of risk
Review of derivatives research
5
The journal of futures markets
5
International journal of theoretical and applied finance
4
Journal of econometrics
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Asia-Pacific journal of financial studies
3
Computational economics
3
Discussion paper / Tinbergen Institute
3
Journal of mathematical finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Quantitative finance
3
Applied economics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Economics letters
2
Finance research letters
2
Journal of banking & finance
2
Review of quantitative finance and accounting
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of computational finance
2
Working papers / Bank of England
2
Working papers / Rutgers University, Department of Economics
2
Annals of finance
1
Annals of financial economics
1
Applied mathematical finance
1
CCBS technical handbooks
1
CFS working paper series
1
CREATES research paper
1
Discussion paper / ICMA Centre, Henley Business School, University of Reading
1
Econometric Institute research papers
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in behavioural financial markets and asset pricing
1
Eurasian economic review : a journal of the Eurasia Business and Economics Society
1
European journal of operational research : EJOR
1
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
1
Financial services review : the journal of individual financial management
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Georgetown McDonough School of Business Research Paper
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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
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
3
Option-implied skewness : Insights from ITM-options
Mohrschladt, Hannes
;
Schneider, Judith Christiane
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818193
Saved in:
4
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
Saved in:
5
An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
6
Delta-hedged gains and risk-neutral moments
Kim, Dahea
;
Kim, Sol
- In:
Journal of risk
19
(
2016
)
2
,
pp. 31-59
Persistent link: https://www.econbiz.de/10013177077
Saved in:
7
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
8
Superhedging under ratio constraint
Chen, Yingshan
;
Dai, Min
;
Xu, Jing
;
Xu, Mingyu
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 250-264
Persistent link: https://www.econbiz.de/10011574773
Saved in:
9
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
Saved in:
10
Asymmetry in the jump-size distribution of the S&P 500 : evidence from equity and option markets
Kaeck, Andreas
- In:
Journal of economic dynamics & control
37
(
2013
)
9
,
pp. 1872-1888
Persistent link: https://www.econbiz.de/10009786062
Saved in:
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