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~isPartOf:"Applied mathematical finance"
~isPartOf:"Risks : open access journal"
~isPartOf:"The journal of computational finance"
~isPartOf:"The review of financial studies"
~isPartOf:"Working papers"
~subject:"USA"
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Search: subject_exact:"Optionspreistheorie"
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Subject
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USA
Option pricing theory
644
Optionspreistheorie
644
Stochastic process
217
Stochastischer Prozess
217
Volatility
174
Volatilität
174
Theorie
162
Theory
162
Option trading
132
Optionsgeschäft
132
Derivat
120
Derivative
120
Monte Carlo simulation
65
Monte-Carlo-Simulation
65
Yield curve
62
Zinsstruktur
62
Black-Scholes model
59
Black-Scholes-Modell
59
Hedging
53
United States
36
Interest rate derivative
34
Zinsderivat
34
option pricing
34
Simulation
33
Swap
33
Portfolio selection
32
Portfolio-Management
32
stochastic volatility
32
CAPM
30
Experiment
29
Credit risk
28
Kreditrisiko
28
Analysis
26
Mathematical analysis
26
Risiko
25
Risk
25
Statistical distribution
24
Statistische Verteilung
24
Martingal
19
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Article
33
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3
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Article in journal
35
Aufsatz in Zeitschrift
35
Collection of articles of several authors
3
Sammelwerk
3
Mehrbändiges Werk
1
Multi-volume publication
1
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English
36
Author
All
Christoffersen, Peter F.
3
Jacobs, Kris
3
Bakshi, Gurdip S.
2
Heston, Steven L.
2
Longstaff, Francis A.
2
Lustig, Hanno
2
Vanden, Joel M.
2
Amin, Kaushik I.
1
Barone-Adesi, Giovanni
1
Biais, Bruno
1
Broadie, Marc
1
Buraschi, Andrea
1
Cao, Charles Q.
1
Carlson, Murray
1
Chen, Zhiwu
1
Chernov, Mikhail
1
Chien, YiLi
1
Cremers, Martijn
1
Deng, Geng
1
Dewaly, Michaël
1
Driessen, Joost
1
Dulaney, Tim
1
Ederington, Louis H.
1
Ekström, Erik
1
Engle, Robert F.
1
Fernando, Chitru S.
1
Fisher, Adlai
1
Fleckenstein, Matthias
1
Fournier, Mathieu
1
Garleanu, Nicolae
1
Giammarino, Ronald P. M.
1
Hepperger, Peter
1
Higham, Desmond J.
1
Hillion, Pierre Henri
1
Hou, Chunli
1
Jackwerth, Jens Carsten
1
Jiang, George J.
1
Johannes, Michael
1
Kadan, Ohad
1
Kapadia, Nikunj
1
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Published in...
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Applied mathematical finance
Risks : open access journal
The journal of computational finance
The review of financial studies
Working papers
The journal of futures markets
41
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
The journal of finance : the journal of the American Finance Association
20
Journal of financial and quantitative analysis : JFQA
17
Working paper / National Bureau of Economic Research, Inc.
17
Journal of financial economics
14
Journal of banking & finance
13
Review of derivatives research
11
The journal of fixed income
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The journal of real estate finance and economics
10
American journal of agricultural economics
6
Finance and economics discussion series
6
International review of economics & finance : IREF
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of business : B
6
Working paper
6
Discussion paper / Centre for Economic Policy Research
5
Review of quantitative finance and accounting
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
Federal Reserve Bank of Cleveland working paper series
4
Insurance / Mathematics & economics
4
International journal of theoretical and applied finance
4
Journal of empirical finance
4
Journal of international money and finance
4
Review of financial economics : RFE
4
The financial review : the official publication of the Eastern Finance Association
4
Working paper series / Federal Reserve Bank of Atlanta
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advances in quantitative analysis of finance and accounting : a research annual
3
CORE discussion paper : DP
3
CREATES research paper
3
Canadian journal of agricultural economics : CJAE
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International journal of business
3
International review of financial analysis
3
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
3
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
3
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ECONIS (ZBW)
36
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1
A bound on expected stock returns
Kadan, Ohad
;
Tang, Xiaoxiao
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1565-1617
Persistent link: https://www.econbiz.de/10012198410
Saved in:
2
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
3
Deflation risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
;
Lustig, Hanno
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2719-2760
Persistent link: https://www.econbiz.de/10011755601
Saved in:
4
Efficient valuation of equity-indexed annuities under Lévy processes using Fourier cosine series
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
;
Yan, Mike
- In:
The journal of computational finance
21
(
2017/2018
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011848304
Saved in:
5
Determinants of trader profits in commodity futures markets
Dewaly, Michaël
;
Ederington, Louis H.
;
Fernando, Chitru S.
- In:
The review of financial studies
26
(
2013
)
10
,
pp. 2648-283
Persistent link: https://www.econbiz.de/10010207243
Saved in:
6
Capturing option anomalies with a variance-dependent pricing Kernel
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 1962-2006
Persistent link: https://www.econbiz.de/10010207293
Saved in:
7
Pricing high-dimensional Bermudan options using variance-reduced Monte Carlo methods
Hepperger, Peter
- In:
The journal of computational finance
16
(
2012/13
)
3
,
pp. 99-126
Persistent link: https://www.econbiz.de/10009740106
Saved in:
8
Comparison of two methods for superreplication
Ekström, Erik
;
Tysk, Johan
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10009561234
Saved in:
9
Special issue: Quantitative methods in financial and insurance mathematics ; Pt. 2
2012
Persistent link: https://www.econbiz.de/10009631870
Saved in:
10
Special issue: Quantitative methods in financial and insurance mathematics ; Pt. 1
2011
Persistent link: https://www.econbiz.de/10009575511
Saved in:
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