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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of banking & finance"
~subject:"Option trading"
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Search: subject_exact:"Bernoulli-Prozess"
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Option trading
Stochastic process
94
Stochastischer Prozess
94
Volatility
51
Volatilität
51
Option pricing theory
40
Optionspreistheorie
40
Theorie
26
Theory
26
Estimation
21
Schätzung
21
Portfolio selection
18
Portfolio-Management
18
Stochastic volatility
13
Capital income
12
Derivat
12
Derivative
12
Kapitaleinkommen
12
Time series analysis
12
Zeitreihenanalyse
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Optionsgeschäft
11
Yield curve
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Zinsstruktur
11
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United States
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CAPM
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Black-Scholes model
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Börsenkurs
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Share price
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Estimation theory
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Finanzmarkt
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Forecasting model
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Hedging
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Jumps
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Lin, Shih-kuei
2
Caldana, Ruggero
1
Chang, Charles
1
Chung, Shing Fung
1
Fuh, Cheng-der
1
Fusai, Gianluca
1
Hansen, Charlotte S.
1
Hull, John
1
Leippold, Markus
1
Lian, Yu-Min
1
Liao, Szu-Lang
1
Lim, Kian-Guan
1
Liu, Xiaoquan
1
Pacati, Claudio
1
Pompa, Gabriele
1
Renò, Roberto
1
Schneider, Lorenz
1
Tavin, Bertrand
1
Ting, Christopher
1
Tuypens, Bjorn E.
1
Vasiljević, Nikola
1
Warachka, Mitch
1
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Applied financial economics
Journal of banking & finance
International journal of theoretical and applied finance
28
Quantitative finance
23
The journal of computational finance
17
Applied mathematical finance
15
The journal of futures markets
14
Journal of economic dynamics & control
11
Finance and stochastics
10
Review of derivatives research
10
Computational economics
9
European journal of operational research : EJOR
9
Finance research letters
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International journal of financial engineering
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of econometrics
8
Journal of mathematical finance
8
Annals of finance
7
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research
5
Operations research letters
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Research paper series / Swiss Finance Institute
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Asia-Pacific financial markets
4
Economic modelling
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Risks : open access journal
4
The journal of derivatives : JOD
4
Advanced series on statistical science & applied probability
3
Applied economics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International review of economics & finance : IREF
3
Journal of financial economics
3
Journal of risk and financial management : JRFM
3
Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical methods of operations research
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Swiss Finance Institute Research Paper
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The European journal of finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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ECONIS (ZBW)
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1
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
2
Smiling twice : the Heston++ model
Pacati, Claudio
;
Pompa, Gabriele
;
Renò, Roberto
- In:
Journal of banking & finance
96
(
2018
),
pp. 185-206
Persistent link: https://www.econbiz.de/10011967200
Saved in:
3
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model
Leippold, Markus
;
Vasiljević, Nikola
- In:
Journal of banking & finance
77
(
2017
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011814354
Saved in:
4
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
5
Pricing gold options under Markov-modulated jump-diffusion processes
Lin, Shih-kuei
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 825-836
Persistent link: https://www.econbiz.de/10010402550
Saved in:
6
Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
Journal of banking & finance
44
(
2014
),
pp. 130-140
Persistent link: https://www.econbiz.de/10010410368
Saved in:
7
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
8
A tale of two regimes : theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications
Chang, Charles
;
Fuh, Cheng-der
;
Lin, Shih-kuei
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3204-3217
Persistent link: https://www.econbiz.de/10009778451
Saved in:
9
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
10
Bid-ask spread, strike prices and risk-neutral densities
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 887-900
Persistent link: https://www.econbiz.de/10003538047
Saved in:
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