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~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Working papers"
~subject:"Martingale"
~subject:"Schätztheorie"
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Search: subject_exact:"Optionspreistheorie"
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Martingale
Schätztheorie
Option pricing theory
376
Optionspreistheorie
376
Volatility
142
Volatilität
142
Stochastic process
129
Stochastischer Prozess
129
Derivat
82
Derivative
82
Option trading
82
Optionsgeschäft
82
Theorie
78
Theory
78
Black-Scholes model
42
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42
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38
Statistical distribution
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CAPM
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Estimation theory
16
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16
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Option pricing
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Todorov, Viktor
4
Wang, Bin
2
Zheng, Xu
2
Albrecher, H.
1
Bandi, Federico M.
1
Bollerslev, Tim
1
Bouzianis, George
1
Cheang, Gerald H. L.
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1
Grynkiv, Iaryna
1
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1
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1
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1
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Applied mathematical finance
Journal of econometrics
Review of quantitative finance and accounting
Working papers
Finance and stochastics
38
International journal of theoretical and applied finance
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Quantitative finance
12
International journal of financial engineering
10
Risks : open access journal
10
Asia-Pacific financial markets
9
Journal of mathematical finance
9
Research paper series / Swiss Finance Institute
9
European journal of operational research : EJOR
8
The journal of computational finance
8
The journal of futures markets
8
Computational economics
7
Journal of risk and financial management : JRFM
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
Review of derivatives research
7
SFB 649 discussion paper
7
Journal of banking & finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of economic dynamics & control
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Finance research letters
5
Mathematical methods of operations research
5
Mathematics and financial economics
5
SFB 649 Discussion Paper
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Swiss Finance Institute Research Paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Annals of finance
4
Applied economics
4
Discussion papers of interdisciplinary research project 373
4
Journal of empirical finance
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Mathematics of operations research
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Working paper
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Cowles Foundation discussion paper
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Discussion paper series / LSE Financial Markets Group
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ECONIS (ZBW)
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1
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
2
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
3
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
4
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
5
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
6
Sieve estimation of option-implied state price density
Luo, Junwen
;
Qu, Zhongjun
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 88-112
Persistent link: https://www.econbiz.de/10013275364
Saved in:
7
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
8
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
9
Portfolio optimization under fast mean-reverting and rough fractional stochastic environment
Fouque, Jean-Pierre
;
Hu, Ruimeng
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 361-388
Persistent link: https://www.econbiz.de/10012129167
Saved in:
10
Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
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