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~isPartOf:"Applied 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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Search: subject:"PRICING"
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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
Preismanagement
64
Pricing strategy
64
Hedonic price index
52
Hedonischer Preisindex
52
Risiko
52
Risk
52
USA
48
United States
48
Hedging
44
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41
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41
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39
Black-Scholes model
39
Black-Scholes-Modell
39
Stock market
39
Monte Carlo simulation
36
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36
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35
Option pricing
34
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10
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167
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24
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Non-commercial literature
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169
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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
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
Muguruza, Aitor
2
Muzzioli, Silvia
2
Pirjol, Dan
2
Rosenbaum, Mathieu
2
Schoutens, Wim
2
Tudor, Sebastian F.
2
Wang, Tianyi
2
Yamazaki, Akira
2
Yang, Nian
2
Zhang, Jin E.
2
Zhu, Song-Ping
2
Ziveyi, Jonathan
2
AbaOud, Mohammed A.
1
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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
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
Computational economics
38
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)
169
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61
A comparison of
pricing
and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
62
Machine learning for quantitative finance : fast derivative
pricing
, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
Saved in:
63
On perceptions of financial volatility in price sequences
Duxbury, Darren
;
Summers, Barbara
- In:
The European journal of finance
24
(
2018
)
7/9
,
pp. 521-543
Persistent link: https://www.econbiz.de/10012244369
Saved in:
64
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
65
Which volatility model for option valuation in China? : empirical evidence from SSE 50 ETF options
Huang, Zhuo
;
Tong, Chen
;
Wang, Tianyi
- In:
Applied economics
52
(
2020
)
17
,
pp. 1866-1880
Persistent link: https://www.econbiz.de/10012197620
Saved in:
66
Modelling the joint behaviour of electricity prices in interconnected markets
Christensen, Troels Sønderby
;
Benth, Fred Espen
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1441-1456
Persistent link: https://www.econbiz.de/10012295613
Saved in:
67
Pricing
European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
68
Risk aversion, fanning preference and volatility smirk on S&P 500 index options
Chen, Jian
;
Ma, Chenghu
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3277-3292
Persistent link: https://www.econbiz.de/10011617231
Saved in:
69
How is β related to asset returns?
Bollen, Bernard
;
Gharghori, Philip
- In:
Applied economics
48
(
2016
)
19/21
,
pp. 1925-1935
Persistent link: https://www.econbiz.de/10011590029
Saved in:
70
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
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