//--> //--> //--> //-->
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:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Optionsgeschäft"
~subject:"Volatility"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Optionsgeschäft
Volatility
Volatilität
Option pricing theory
319
Optionspreistheorie
319
CAPM
228
Theorie
176
Theory
176
Stochastic process
148
Stochastischer Prozess
148
Capital income
119
Kapitaleinkommen
119
Estimation
109
Schätzung
108
Börsenkurs
94
Share price
94
Portfolio selection
93
Portfolio-Management
93
Option trading
84
Derivat
79
Derivative
79
Preismanagement
64
Pricing strategy
64
Hedonic price index
52
Hedonischer Preisindex
52
Risiko
52
Risk
52
USA
48
United States
48
Hedging
45
Risikoprämie
42
Risk premium
42
Aktienmarkt
41
Stock market
41
Black-Scholes model
40
Black-Scholes-Modell
40
Monte Carlo simulation
37
Monte-Carlo-Simulation
37
Experiment
35
Option pricing
34
more ...
less ...
Online availability
All
Undetermined
182
Free
14
Type of publication
All
Article
221
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
223
Aufsatz in Zeitschrift
223
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
223
Author
All
Bayer, Christian
5
Gatheral, Jim
4
Radoičić, Radoš
4
Felpel, Mike
3
He, Xin-Jiang
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Muzzioli, Silvia
3
Pirjol, Dan
3
Romagnoli, Silvia
3
Schoutens, Wim
3
Tempone, Raúl
3
Wang, Xingchun
3
Zhu, Song-Ping
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Ballotta, Laura
2
Chan, Tat Lung
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Coakley, Jerry
2
De Marco, Stefano
2
Dempsey, Michael
2
Dunis, Christian
2
Elyasiani, Elyas
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Gehricke, Sebastian A.
2
Glau, Kathrin
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
Kim, Kyoung-Kuk
2
Kitapbayev, Yerkin
2
Li, Lingfei
2
Lim, Dong-Young
2
more ...
less ...
Published in...
All
Applied economics
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
237
The journal of futures markets
147
Journal of banking & finance
139
The journal of computational finance
112
Applied mathematical finance
111
Mathematical finance : an international journal of mathematics, statistics and financial theory
110
Finance research letters
109
Review of derivatives research
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
88
Journal of financial economics
85
The North American journal of economics and finance : a journal of financial economics studies
80
Finance and stochastics
77
Journal of economic dynamics & control
76
International journal of financial engineering
68
Journal of econometrics
68
European journal of operational research : EJOR
65
International review of economics & finance : IREF
61
Computational economics
60
Research paper series / Swiss Finance Institute
60
Journal of mathematical finance
59
NBER working paper series
58
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
51
Journal of empirical finance
51
Economic modelling
49
NBER Working Paper
46
International review of financial analysis
44
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Risks : open access journal
44
Review of quantitative finance and accounting
41
Annals of finance
40
Insurance / Mathematics & economics
40
Swiss Finance Institute Research Paper
38
Journal of risk and financial management : JRFM
37
Asia-Pacific financial markets
36
The review of financial studies
36
The journal of finance : the journal of the American Finance Association
34
more ...
less ...
Source
All
ECONIS (ZBW)
223
Showing
51
-
60
of
223
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
Market returns and risk factors for the emerging economies
Talukdar, Bakhtear
;
Parhizgari, Ali M.
- In:
Applied economics
52
(
2020
)
48
,
pp. 5230-5243
Persistent link: https://www.econbiz.de/10012307212
Saved in:
52
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option
pricing
Yamada, Toshihiro
;
Yamamoto, Kenta
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1825-1837
Persistent link: https://www.econbiz.de/10012313518
Saved in:
53
A PDE method for estimation of implied volatility
Matić, Ivan
;
Radoičić, Radoš
;
Stefanica, Dan
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 393-408
Persistent link: https://www.econbiz.de/10012194873
Saved in:
54
Option implied beta and option return
Ze-To, Samuel Yau Man
- In:
Applied economics
50
(
2018
)
2
,
pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
Saved in:
55
Dynamic programming for optimal stopping via pseudo-regression
Bayer, Christian
;
Redmann, Martin
;
Schoenmakers, John
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10012424631
Saved in:
56
Deep neural network framework based on backward stochastic differential equations for
pricing
and hedging American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
Saved in:
57
Explicit option valuation in the exponential NIG model
Aguilar, Jean-Philippe
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1281-1299
Persistent link: https://www.econbiz.de/10012608646
Saved in:
58
Informative option portfolios in filter design for option
pricing
models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
59
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
60
Fractional stochastic volatility correction to CEV implied volatility
Kim, Hyun-Gyoon
;
Kwon, Se-Jin
;
Kim, Jeong-Hoon
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 565-574
Persistent link: https://www.econbiz.de/10012483839
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->