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~isPartOf:"Applied financial economics"
~subject:"Volatility"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
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Search: subject:"Optionspreistheorie"
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Volatility
Zinsstruktur
Option pricing theory
39
Optionspreistheorie
39
Volatilität
12
Theorie
10
Theory
10
Stochastic process
9
Stochastischer Prozess
9
Option trading
8
Optionsgeschäft
8
Derivat
5
Derivative
5
Estimation
5
Schätzung
5
Index futures
4
Index-Futures
4
Interest rate
4
Taiwan
4
Zins
4
ARCH model
3
ARCH-Modell
3
Incomplete market
3
Unvollkommener Markt
3
Asymmetric information
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Asymmetrische Information
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Black-Scholes model
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Großbritannien
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Simulation
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USA
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1967-1987
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1985-1997
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Article
13
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Article in journal
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13
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English
13
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Kanniainen, Juho
2
Cardinali, Alessandro
1
Chen, Shiau-hung
1
Fabozzi, Frank J.
1
Fornari, Fabio
1
Fukuta, Yuichi
1
Halme, Tero
1
Hansen, Charlotte S.
1
Huang, Hung-hsi
1
Juneja, Januj
1
Kim, Young Shin
1
Klingler, Sven
1
Larikka, Mauri
1
Mele, Antonio
1
Moyaert, Thibaut
1
Petitjean, Mikael
1
Račev, Svetlozar T.
1
Realdon, Marco
1
Sorwar, Ghulam
1
Sáez, Marc
1
Tuypens, Bjorn E.
1
Wang, Ching-ping
1
Wenjie Ma
1
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Applied financial economics
International journal of theoretical and applied finance
183
Quantitative finance
114
Applied mathematical finance
90
Journal of banking & finance
89
Mathematical finance : an international journal of mathematics, statistics and financial theory
86
The journal of futures markets
84
The journal of computational finance
79
Review of derivatives research
64
International journal of financial engineering
59
Finance and stochastics
56
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
Finance research letters
50
European journal of operational research : EJOR
46
Journal of mathematical finance
41
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of econometrics
40
Journal of economic dynamics & control
38
Computational economics
37
Risks : open access journal
36
Insurance / Mathematics & economics
30
Journal of financial economics
29
The European journal of finance
29
Annals of finance
28
Review of quantitative finance and accounting
28
International review of economics & finance : IREF
24
Asia-Pacific financial markets
23
Applied economics
22
Journal of risk and financial management : JRFM
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Journal of empirical finance
20
The journal of finance : the journal of the American Finance Association
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Energy economics
19
International review of financial analysis
19
The journal of fixed income
19
Journal of financial and quantitative analysis : JFQA
18
Economic modelling
17
Mathematics and financial economics
17
Mathematical finance : an international journal of mathematics, statistics and financial economics
16
Asia-Pacific journal of financial studies
15
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1
A study of the solution to the Riccati equation in term structure modelling
Juneja, Januj
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1797-1803
Persistent link: https://www.econbiz.de/10010337262
Saved in:
2
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
3
Implied volatility smiles in the Nikkei 225 options
Fukuta, Yuichi
;
Wenjie Ma
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 789-804
Persistent link: https://www.econbiz.de/10009750979
Saved in:
4
Calibrated GARCH models and exotic options
Kanniainen, Juho
;
Halme, Tero
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 403-414
Persistent link: https://www.econbiz.de/10009718911
Saved in:
5
Estimating volatility from ATM options with lognormal stochastic variance and long memory
Cardinali, Alessandro
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 733-748
Persistent link: https://www.econbiz.de/10009624321
Saved in:
6
Calibration strategies of stochastic volatility models for option pricing
Larikka, Mauri
;
Kanniainen, Juho
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1979-1992
Persistent link: https://www.econbiz.de/10009719310
Saved in:
7
Pricing Taiwan option market with GARCH and stochastic volatility
Huang, Hung-hsi
;
Wang, Ching-ping
;
Chen, Shiau-hung
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 747-754
Persistent link: https://www.econbiz.de/10009231596
Saved in:
8
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
9
The performance of popular stochastic volatility option pricing models during the subprime crisis
Moyaert, Thibaut
;
Petitjean, Mikael
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1059-1068
Persistent link: https://www.econbiz.de/10009317438
Saved in:
10
Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
Saved in:
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