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~isPartOf:"Applied economics"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Optionsgeschäft"
~subject:"Volatility"
~subject:"Volatilität"
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Optionsgeschäft
Volatility
Volatilität
Option pricing theory
559
Optionspreistheorie
559
Theorie
264
Theory
264
CAPM
259
Stochastic process
237
Stochastischer Prozess
237
Derivat
144
Derivative
144
Option trading
135
Capital income
122
Kapitaleinkommen
122
Portfolio selection
114
Portfolio-Management
114
Estimation
113
Schätzung
112
Börsenkurs
100
Share price
100
Hedging
79
Black-Scholes model
77
Black-Scholes-Modell
77
Preismanagement
65
Pricing strategy
65
Risiko
65
Risk
65
Yield curve
58
Zinsstruktur
58
Hedonic price index
52
Hedonischer Preisindex
52
Monte Carlo simulation
50
Monte-Carlo-Simulation
50
Risikoprämie
50
Risk premium
50
USA
50
United States
50
Experiment
47
Aktienmarkt
41
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332
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Article in journal
334
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3
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3
Collection of articles of several authors
2
Sammelwerk
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English
334
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Bayer, Christian
5
Escobar, Marcos
4
Gatheral, Jim
4
Howison, Sam
4
Jacquier, Antoine
4
Pirjol, Dan
4
Radoičić, Radoš
4
Wang, Xingchun
4
Yamazaki, Akira
4
Zagst, Rudi
4
Ahn, Hyungsok
3
Alòs, Elisa
3
Cohen, Samuel N.
3
Felpel, Mike
3
Glau, Kathrin
3
He, Xin-Jiang
3
Horvath, Blanka Nora
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
Kitapbayev, Yerkin
3
Kwok, Yue-Kuen
3
Lorig, Matthew
3
McWalter, Thomas A.
3
Muzzioli, Silvia
3
Reisinger, Christoph
3
Romagnoli, Silvia
3
Schoutens, Wim
3
Sircar, Kaushik Ronnie
3
Tempone, Raúl
3
Wang, Guanying
3
Wang, Sheng
3
Zheng, Wendong
3
Zhu, Song-Ping
3
Aguilar, Jean-Philippe
2
Ahlip, Rehez
2
Alexander, Carol
2
Avellaneda, Marco
2
Ballotta, Laura
2
Benth, Fred Espen
2
Bernard, Carole
2
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Applied economics
Applied mathematical finance
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
237
The journal of futures markets
147
Journal of banking & finance
139
The journal of computational finance
112
Mathematical finance : an international journal of mathematics, statistics and financial theory
110
Finance research letters
109
Review of derivatives research
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
88
Journal of financial economics
85
The North American journal of economics and finance : a journal of financial economics studies
80
Finance and stochastics
77
Journal of economic dynamics & control
76
International journal of financial engineering
68
Journal of econometrics
68
European journal of operational research : EJOR
65
International review of economics & finance : IREF
61
Computational economics
60
Research paper series / Swiss Finance Institute
60
Journal of mathematical finance
59
NBER working paper series
58
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
51
Journal of empirical finance
51
Economic modelling
49
NBER Working Paper
46
International review of financial analysis
44
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Risks : open access journal
44
Review of quantitative finance and accounting
41
Annals of finance
40
Insurance / Mathematics & economics
40
Swiss Finance Institute Research Paper
38
Journal of risk and financial management : JRFM
37
Asia-Pacific financial markets
36
The review of financial studies
36
The journal of finance : the journal of the American Finance Association
34
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ECONIS (ZBW)
334
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1
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10
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334
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date (oldest first)
1
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
2
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
3
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
4
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
5
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
6
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:
7
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:
8
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
9
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
10
The
pricing
of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
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