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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Derivat"
~subject:"Volatilität"
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Search: subject:"PRICING"
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Derivat
Volatilität
Option pricing theory
355
Optionspreistheorie
355
Theorie
349
Theory
349
CAPM
270
Volatility
199
Stochastic process
163
Stochastischer Prozess
163
Estimation
140
Schätzung
139
Capital income
130
Kapitaleinkommen
130
Preismanagement
121
Pricing strategy
121
Börsenkurs
108
Share price
108
Portfolio selection
105
Portfolio-Management
105
Maut
96
Road pricing
96
Option trading
93
Optionsgeschäft
93
Derivative
84
Hedonic price index
82
Hedonischer Preisindex
82
Traffic congestion
65
Verkehrsstau
65
Risiko
63
Risk
63
Bottleneck
61
Engpass
61
USA
55
United States
55
Hedging
51
Risikoprämie
49
Risk premium
49
Aktienmarkt
46
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46
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Graue Literatur
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Non-commercial literature
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2
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1
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English
250
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Wijnbergen, Sweder van
5
Gatheral, Jim
4
McAleer, Michael
4
Radoičić, Radoš
4
Felpel, Mike
3
Félix, Luiz
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
Kräussl, Roman
3
Lord, Roger
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Romagnoli, Silvia
3
Schoutens, Wim
3
Stork, Philip
3
Vorst, Ton
3
Wong, Hoi Ying
3
Zhao, Lin
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Ballotta, Laura
2
Bayer, Christian
2
Bunn, Derek W.
2
Chang, Chia-Lin
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Chen, Son-nan
2
Coakley, Jerry
2
De Marco, Stefano
2
Delage, Erick
2
Dempsey, Michael
2
Dunis, Christian
2
Faber, Riemer P.
2
Friz, Peter K.
2
Funahashi, Hideharu
2
Garces, Len Patrick Dominic M.
2
Gaunersdorfer, Andrea
2
Gehricke, Sebastian A.
2
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
Published in...
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Applied economics
Discussion paper / Tinbergen Institute
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
260
Journal of banking & finance
138
The journal of futures markets
136
Applied mathematical finance
129
The journal of computational finance
99
Mathematical finance : an international journal of mathematics, statistics and financial theory
91
Finance research letters
90
Review of derivatives research
86
Journal of financial economics
83
Journal of econometrics
70
European journal of operational research : EJOR
68
Finance and stochastics
68
The North American journal of economics and finance : a journal of financial economics studies
68
Energy economics
66
Journal of economic dynamics & control
65
Journal of mathematical finance
64
International journal of financial engineering
62
The journal of derivatives : the official publication of the International Association of Financial Engineers
60
International review of economics & finance : IREF
56
NBER working paper series
56
Research paper series / Swiss Finance Institute
56
Working paper / National Bureau of Economic Research, Inc.
55
Computational economics
52
Journal of empirical finance
50
International review of financial analysis
49
The journal of finance : the journal of the American Finance Association
49
The review of financial studies
46
NBER Working Paper
45
Annals of finance
44
Economic modelling
44
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Risks : open access journal
43
Journal of financial and quantitative analysis : JFQA
42
Insurance / Mathematics & economics
40
Swiss Finance Institute Research Paper
36
Journal of risk and financial management : JRFM
35
Review of quantitative finance and accounting
35
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ECONIS (ZBW)
250
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Deep reinforcement learning for option
pricing
and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
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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