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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~subject:"Option pricing"
~subject:"Share price"
~subject:"Volatilität"
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Option pricing
Share price
Volatilität
Option pricing theory
238
Optionspreistheorie
238
CAPM
145
Volatility
141
Stochastic process
121
Stochastischer Prozess
121
Theorie
117
Theory
117
Estimation
83
Schätzung
82
Capital income
80
Kapitaleinkommen
80
Option trading
66
Optionsgeschäft
66
Portfolio selection
66
Portfolio-Management
66
Börsenkurs
63
Preismanagement
62
Pricing strategy
62
Derivat
54
Derivative
54
Hedonic price index
51
Hedonischer Preisindex
51
Risiko
38
Risk
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Hedging
34
USA
33
United States
33
Experiment
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Monte Carlo simulation
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31
Risikoprämie
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Risk premium
31
Aktienmarkt
29
Black-Scholes model
29
Black-Scholes-Modell
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Stock market
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English
204
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Bayer, Christian
4
Gatheral, Jim
4
Radoičić, Radoš
4
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Zaremba, Adam
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
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
Friz, Peter K.
2
Funahashi, Hideharu
2
Garces, Len Patrick Dominic M.
2
Gehricke, Sebastian A.
2
Grobys, Klaus
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
Hilliard, Jimmy E.
2
Kim, Jeong-Hoon
2
Li, Lingfei
2
Martini, Claude
2
Muguruza, Aitor
2
Muzzioli, Silvia
2
Rosenbaum, Mathieu
2
Schoutens, Wim
2
Talukdar, Bakhtear
2
Tempone, Raúl
2
Tudor, Sebastian F.
2
Wang, Tianyi
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Applied economics
Quantitative finance
International journal of theoretical and applied finance
195
Journal of banking & finance
194
Finance research letters
150
Journal of financial economics
150
NBER working paper series
125
Working paper / National Bureau of Economic Research, Inc.
103
The journal of futures markets
100
NBER Working Paper
98
International review of financial analysis
97
The North American journal of economics and finance : a journal of financial economics studies
94
International review of economics & finance : IREF
91
Applied mathematical finance
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
Journal of empirical finance
79
Journal of economic dynamics & control
77
Pacific-Basin finance journal
76
Journal of econometrics
74
Management science : journal of the Institute for Operations Research and the Management Sciences
74
The journal of finance : the journal of the American Finance Association
74
Research paper series / Swiss Finance Institute
72
Review of quantitative finance and accounting
72
Review of derivatives research
67
The journal of computational finance
67
The review of financial studies
64
Computational economics
63
European journal of operational research : EJOR
61
The European journal of finance
60
Energy economics
59
Finance and stochastics
59
International journal of financial engineering
59
Economic modelling
56
Economics letters
54
Journal of financial markets
53
Journal of risk and financial management : JRFM
47
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Discussion paper / Centre for Economic Policy Research
46
Journal of international financial markets, institutions & money
46
Journal of mathematical finance
44
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ECONIS (ZBW)
204
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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
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
Saved in:
4
An adaptive model for security prices driven by latent values : parameter estimation and option
pricing
effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
5
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
6
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:
7
Antinoise in U.S. equity markets
Cheng, Enoch
;
Struck, Clemens C.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
Saved in:
8
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:
9
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:
10
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
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