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~isPartOf:"Betriebswirtschaftliche Studien"
~isPartOf:"Journal of financial economics"
~subject:"Share price"
~subject:"Stochastischer Prozess"
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Search: subject:"Optionspreistheorie"
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Share price
Stochastischer Prozess
Option pricing theory
81
Optionspreistheorie
81
Theorie
29
Theory
29
Volatility
26
Volatilität
26
Option trading
21
Optionsgeschäft
21
Capital income
17
Kapitaleinkommen
17
Stochastic process
15
Estimation
14
Schätzung
14
USA
14
United States
14
Aktienoption
13
Stock option
13
Risikoprämie
12
Risk premium
12
CAPM
11
Führungskräfte
9
Managers
9
Derivat
8
Derivative
8
Yield curve
8
Zinsstruktur
8
Black-Scholes-Modell
6
Börsenkurs
6
Index futures
6
Index-Futures
6
Anlageverhalten
5
Behavioural finance
5
Leistungsentgelt
5
Option pricing
5
Performance pay
5
Portfolio selection
5
Portfolio-Management
5
Stochastic volatility
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English
17
German
2
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Ornthanalai, Chayawat
3
Carr, Peter
2
Christoffersen, Peter F.
2
Fusari, Nicola
2
Jacobs, Kris
2
Muravyev, Dmitriy
2
Wallmeier, Martin
2
Wu, Liuren
2
Andersen, Torben
1
Bandi, F. M.
1
Bates, David S.
1
Broussard, John Paul
1
Chen, Ding
1
Chernov, Mikhail
1
Corsi, Fulvio
1
Durham, Garland
1
Filipović, Damir
1
Geske, Robert Leonard
1
Geweke, John
1
Ghosh, Pulak
1
Ghysels, Eric
1
Gourier, Elise
1
Härkönen, Hannu J.
1
La Vecchia, Davide
1
Leippold, Markus
1
Mancini, Loriano
1
Mencía, Javier
1
Newton, David P.
1
Ni, Xuechuan Charles
1
Pearson, Neil D.
1
Renò, Roberto
1
Sentana, Enrique
1
Strømberg, Jacob
1
Subrahmanyam, Avanidhar
1
Todorov, Viktor
1
Zhou, Yi
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Betriebswirtschaftliche Studien
Journal of financial economics
International journal of theoretical and applied finance
210
Quantitative finance
106
The journal of computational finance
88
Applied mathematical finance
86
Finance and stochastics
80
Insurance / Mathematics & economics
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
64
European journal of operational research : EJOR
58
International journal of financial engineering
58
The journal of futures markets
51
Journal of mathematical finance
50
Computational economics
48
Finance research letters
45
Risks : open access journal
43
Review of derivatives research
42
Journal of banking & finance
40
Journal of economic dynamics & control
39
The North American journal of economics and finance : a journal of financial economics studies
34
Research paper series / Swiss Finance Institute
33
Journal of econometrics
29
Annals of finance
27
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
Asia-Pacific financial markets
22
Journal of risk and financial management : JRFM
21
Mathematical finance : an international journal of mathematics, statistics and financial economics
21
The European journal of finance
21
Economic modelling
19
Energy economics
19
Mathematics and financial economics
17
Operations research letters
17
Review of quantitative finance and accounting
17
SFB 649 discussion paper
16
Applied economics
15
Mathematics of operations research
15
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Swiss Finance Institute Research Paper
14
Discussion paper / B
12
Mathematical methods of operations research
12
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ECONIS (ZBW)
19
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1
Why do option returns change sign from day to night?
Muravyev, Dmitriy
;
Ni, Xuechuan Charles
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012545424
Saved in:
2
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
Saved in:
3
Price and volatility co-jumps
Bandi, F. M.
;
Renò, Roberto
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
Saved in:
4
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
5
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
6
A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland
;
Geweke, John
;
Ghosh, Pulak
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 210-214
Persistent link: https://www.econbiz.de/10011327221
Saved in:
7
Advancing the universality of quadrature methods to any underlying process for option pricing
Chen, Ding
;
Härkönen, Hannu J.
;
Newton, David P.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 600-612
Persistent link: https://www.econbiz.de/10010532686
Saved in:
8
Lévy jump risk : evidence from options and returns
Ornthanalai, Chayawat
- In:
Journal of financial economics
112
(
2014
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10010375952
Saved in:
9
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
10
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
Saved in:
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