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~isPartOf:"Applied economics"
~isPartOf:"Computational economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Option pricing theory
414
Optionspreistheorie
414
CAPM
256
Volatility
207
Theorie
202
Theory
202
Stochastic process
194
Stochastischer Prozess
194
Capital income
119
Kapitaleinkommen
119
Estimation
115
Schätzung
114
Option trading
109
Optionsgeschäft
109
Portfolio selection
102
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102
Börsenkurs
97
Share price
97
Derivat
92
Derivative
92
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71
Pricing strategy
71
Black-Scholes model
68
Black-Scholes-Modell
68
Option pricing
56
Hedonic price index
55
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55
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55
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55
Hedging
52
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52
USA
51
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51
Experiment
49
Aktienmarkt
41
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41
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41
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41
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12
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205
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207
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24
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24
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Non-commercial literature
23
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207
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He, Xin-Jiang
4
Kim, Jeong-Hoon
4
Dempsey, Michael
3
Fabozzi, Frank J.
3
Felpel, Mike
3
Gatheral, Jim
3
Horvath, Blanka Nora
3
Huh, Jeonggyu
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, See-Woo
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bayer, Christian
2
Carr, Peter
2
Chalamandaris, Georgios
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Coakley, Jerry
2
De Marco, Stefano
2
Dunis, Christian
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Gehricke, Sebastian A.
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
Itkin, Andrey
2
Jeon, Jaegi
2
Kim, Young Shin
2
Lin, Sha
2
Liu, Xiaoquan
2
Ma, Yong
2
Ma, Yong-Ki
2
Martini, Claude
2
Mehrdoust, Farshid
2
Mozumder, Sharif
2
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Published in...
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Applied economics
Computational economics
Discussion paper / Tinbergen Institute
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
175
Journal of banking & finance
112
The journal of futures markets
84
Applied mathematical finance
83
Finance research letters
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of econometrics
65
The journal of computational finance
63
Review of derivatives research
55
The North American journal of economics and finance : a journal of financial economics studies
53
International journal of financial engineering
49
Journal of economic dynamics & control
48
Finance and stochastics
47
International review of economics & finance : IREF
46
European journal of operational research : EJOR
45
Energy economics
44
Journal of empirical finance
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
International review of financial analysis
38
Journal of mathematical finance
37
Economic modelling
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Annals of finance
32
Review of quantitative finance and accounting
30
The journal of finance : the journal of the American Finance Association
29
The review of financial studies
29
Risks : open access journal
28
Insurance / Mathematics & economics
27
Journal of risk and financial management : JRFM
26
Applied financial economics
23
Journal of financial and quantitative analysis : JFQA
22
Journal of financial markets
22
Asia-Pacific financial markets
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
20
Economics letters
19
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ECONIS (ZBW)
207
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207
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1
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:
2
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
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
Saved in:
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