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~isPartOf:"Economic modelling"
~isPartOf:"International review of financial analysis"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject:"PRICING"
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Volatilität
Option pricing theory
370
Optionspreistheorie
370
CAPM
356
Theorie
231
Theory
231
Volatility
218
Stochastic process
164
Stochastischer Prozess
164
Capital income
153
Kapitaleinkommen
153
Portfolio selection
141
Portfolio-Management
141
Börsenkurs
140
Share price
140
Estimation
134
Schätzung
132
Option trading
98
Optionsgeschäft
98
Derivat
96
Derivative
96
Risikoprämie
74
Risk premium
74
Risk
69
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68
Aktienmarkt
65
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65
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58
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55
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China
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Prognoseverfahren
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Black-Scholes model
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Black-Scholes-Modell
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218
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English
218
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Gatheral, Jim
4
Radoičić, Radoš
4
Xu, Yaofei
4
Felpel, Mike
3
Hainaut, Donatien
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Shi, Yukun
3
Yan, Cheng
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bayer, Christian
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Coakley, Jerry
2
De Marco, Stefano
2
Dunis, Christian
2
Fabozzi, Frank J.
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guo, Biao
2
Guyon, Julien
2
He, Xin-Jiang
2
Kim, Young Shin
2
Liu, Xiaoquan
2
Ma, Jingtang
2
Mandal, Anandadeep
2
Martini, Claude
2
Muguruza, Aitor
2
Poshakwale, Sunil S.
2
Rosenbaum, Mathieu
2
Schoutens, Wim
2
Siu, Tak Kuen
2
Song, Shiyu
2
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Published in...
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Economic modelling
International review of financial analysis
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
175
Journal of banking & finance
112
The journal of futures markets
91
Applied mathematical finance
83
Finance research letters
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of econometrics
65
The journal of computational finance
64
Review of derivatives research
55
The North American journal of economics and finance : a journal of financial economics studies
53
International journal of financial engineering
49
International review of economics & finance : IREF
49
Journal of economic dynamics & control
48
European journal of operational research : EJOR
47
Finance and stochastics
47
Energy economics
45
Journal of empirical finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Computational economics
40
Journal of mathematical finance
37
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Annals of finance
33
Applied economics
31
Review of quantitative finance and accounting
30
The journal of finance : the journal of the American Finance Association
30
The review of financial studies
29
Risks : open access journal
28
Insurance / Mathematics & economics
27
Journal of risk and financial management : JRFM
26
Applied financial economics
23
Journal of financial markets
23
Journal of financial and quantitative analysis : JFQA
22
Asia-Pacific financial markets
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
20
Economics letters
19
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ECONIS (ZBW)
218
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1
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10
of
218
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date (oldest first)
1
Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market
Xu, Ke
;
Chen, Yu-Lun
;
Yang, J. Jimmy
- In:
International review of financial analysis
90
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014470359
Saved in:
2
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
3
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
4
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
5
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
6
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
Saved in:
7
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
8
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
9
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
10
The
pricing
of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
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