//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Quantitative finance"
~subject:"Option pricing"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"PRICING"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing
Volatilität
CAPM
465
Theorie
320
Theory
320
Option pricing theory
317
Optionspreistheorie
317
Capital income
241
Kapitaleinkommen
241
Volatility
212
Estimation
171
Schätzung
170
Börsenkurs
164
Share price
164
Risikoprämie
149
Risk premium
149
Stochastic process
144
Stochastischer Prozess
144
Portfolio selection
135
Portfolio-Management
135
USA
97
United States
97
Risk
93
Risiko
92
Option trading
88
Optionsgeschäft
88
Preismanagement
71
Pricing strategy
71
Derivat
69
Derivative
69
Yield curve
65
Zinsstruktur
65
Forecasting model
60
Prognoseverfahren
60
Asset pricing
57
Behavioural finance
52
Anlageverhalten
51
Hedonic price index
51
Hedonischer Preisindex
51
Hedging
47
Aktienmarkt
44
more ...
less ...
Online availability
All
Undetermined
177
Free
11
Type of publication
All
Article
226
Type of publication (narrower categories)
All
Article in journal
226
Aufsatz in Zeitschrift
226
Conference paper
3
Konferenzbeitrag
3
Language
All
English
226
Author
All
Christoffersen, Peter F.
5
Bayer, Christian
4
Gatheral, Jim
4
Jacobs, Kris
4
Radoičić, Radoš
4
Bollerslev, Tim
3
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
Ornthanalai, Chayawat
3
Pirjol, Dan
3
Todorov, Viktor
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bai, Jennie
2
Ben Hammouda, Chiheb
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Cui, Zhenyu
2
De Marco, Stefano
2
Dempsey, Michael
2
Elyasiani, Elyas
2
Filipović, Damir
2
Friz, Peter K.
2
Funahashi, Hideharu
2
Fusari, Nicola
2
Garces, Len Patrick Dominic M.
2
Gehricke, Sebastian A.
2
Goldstein, Robert S.
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
Kim, Jeong-Hoon
2
Li, Lingfei
2
Martini, Claude
2
Muguruza, Aitor
2
Muravyev, Dmitriy
2
more ...
less ...
Published in...
All
Applied economics
Journal of financial economics
Quantitative finance
International journal of theoretical and applied finance
179
Journal of banking & finance
115
The journal of futures markets
91
Applied mathematical finance
85
Finance research letters
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of econometrics
67
Review of derivatives research
66
The journal of computational finance
66
The North American journal of economics and finance : a journal of financial economics studies
61
Computational economics
56
European journal of operational research : EJOR
54
International journal of financial engineering
54
International review of economics & finance : IREF
53
Finance and stochastics
50
Journal of economic dynamics & control
50
Working paper / National Bureau of Economic Research, Inc.
49
NBER working paper series
48
Energy economics
47
Research paper series / Swiss Finance Institute
47
Journal of empirical finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Economic modelling
41
International review of financial analysis
41
NBER Working Paper
39
Physica A: Statistical Mechanics and its Applications
39
Journal of mathematical finance
37
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Annals of finance
36
The European journal of finance
33
Insurance / Mathematics & economics
31
Review of quantitative finance and accounting
31
Swiss Finance Institute Research Paper
30
The journal of finance : the journal of the American Finance Association
30
The review of financial studies
29
Risks : open access journal
28
Journal of risk and financial management : JRFM
26
more ...
less ...
Source
All
ECONIS (ZBW)
226
Showing
1
-
10
of
226
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
8
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:
9
Option
pricing
under stochastic volatility models with latent volatility
Bégin, Jean-François
;
Godin, Frédéric
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1079-1097
Persistent link: https://www.econbiz.de/10014321665
Saved in:
10
Equal risk
pricing
and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->