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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Preismanagement"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject:"PRICING"
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Preismanagement
Volatilität
Option pricing theory
312
Optionspreistheorie
312
CAPM
226
Theorie
174
Theory
174
Volatility
169
Stochastic process
144
Stochastischer Prozess
144
Capital income
117
Kapitaleinkommen
117
Estimation
108
Schätzung
107
Portfolio selection
93
Portfolio-Management
93
Börsenkurs
89
Share price
89
Option trading
82
Optionsgeschäft
82
Derivat
77
Derivative
77
Pricing strategy
64
Hedonic price index
52
Hedonischer Preisindex
52
Risiko
52
Risk
52
USA
48
United States
48
Hedging
44
Risikoprämie
41
Risk premium
41
Aktienmarkt
39
Black-Scholes model
39
Black-Scholes-Modell
39
Stock market
39
Monte Carlo simulation
36
Monte-Carlo-Simulation
36
Experiment
35
Option pricing
34
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231
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233
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78
Working Paper
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Graue Literatur
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Non-commercial literature
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233
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Felpel, Mike
3
Gatheral, Jim
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bayer, Christian
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Chenavaz, Régis
2
Coakley, Jerry
2
De Marco, Stefano
2
Dempsey, Michael
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
He, Xin-Jiang
2
Liu, Xiaoquan
2
Martini, Claude
2
Mañez Castillejo, Juan A.
2
Muguruza, Aitor
2
Muzzioli, Silvia
2
Pirjol, Dan
2
Rosenbaum, Mathieu
2
Rousset, Xavier
2
Schoutens, Wim
2
Tudor, Sebastian F.
2
Wang, Tianyi
2
Yamazaki, Akira
2
Yang, Nian
2
Zhang, Jin E.
2
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Applied economics
Discussion paper / Tinbergen Institute
Quantitative finance
The European journal of finance
European journal of operational research : EJOR
369
Journal of revenue and pricing management
331
Management science : journal of the Institute for Operations Research and the Management Sciences
280
International journal of production economics
230
International journal of industrial organization
201
Economics letters
191
International journal of theoretical and applied finance
179
Journal of banking & finance
119
International journal of production research
117
Energy economics
114
Journal of business research : JBR
112
Operations research
112
Transportation research / E : an international journal
112
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
106
Manufacturing & service operations management : M & SOM
105
Journal of retailing and consumer services
97
Production and operations management : an international journal of the Production and Operations Management Society
91
Finance research letters
87
Journal of economic dynamics & control
87
The journal of futures markets
86
Applied mathematical finance
84
Journal of financial economics
80
The journal of industrial economics
79
The American economic review
76
Omega : the international journal of management science
74
The Rand journal of economics
73
International journal of hospitality management
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Economic modelling
70
Journal of econometrics
68
Journal of economic behavior & organization : JEBO
68
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
68
Journal of economics & management strategy : JEMS
65
Review of industrial organization : RIO
65
International review of economics & finance : IREF
64
The journal of computational finance
63
Journal of retailing
59
Operations research letters
58
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ECONIS (ZBW)
233
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233
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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
Adoption of Covid-19 safety certification and
pricing
strategy in the hotel industry
Giannoni, Sauveur
;
Petit, Sylvain
;
Voltaire, Louinord
; …
- In:
Applied economics
56
(
2024
)
15
,
pp. 1723-1747
Persistent link: https://www.econbiz.de/10014473207
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
Export product quality and markup of firms : evidence from China
Yue, Wen
- In:
Applied economics
55
(
2023
)
53
,
pp. 6294-6309
Persistent link: https://www.econbiz.de/10014381600
Saved in:
6
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:
7
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:
8
Consumer vulnerability to dynamic
pricing
in online environments
Paraschiv, Corina
;
Ayadi, Nawel
;
Rousset, Xavier
; …
- In:
Applied economics
56
(
2024
)
25
,
pp. 3032-3047
Persistent link: https://www.econbiz.de/10014526571
Saved in:
9
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:
10
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
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