//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"European option"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Estimation
Stochastischer Prozess
Option trading
30
Optionsgeschäft
30
Option pricing theory
25
Optionspreistheorie
25
Volatility
14
Volatilität
14
Stochastic process
12
Derivat
11
Derivative
11
Options
6
Black-Scholes model
5
Black-Scholes-Modell
5
Statistical distribution
5
Statistische Verteilung
5
Theorie
5
Theory
5
Option pricing
4
Schätzung
4
Implied volatility
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Portfolio selection
3
Portfolio-Management
3
Schätztheorie
3
Stochastic volatility
3
ARCH model
2
ARCH-Modell
2
Bank interest margin
2
Bias
2
Börsenkurs
2
China
2
Credit risk
2
Experiment
2
Fast Fourier transform
2
Futures exchange
2
Insolvency
2
Insolvenz
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
13
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
14
Author
All
McAleer, Michael
3
Todorov, Viktor
3
Chang, Chia-Lin
2
Andersen, Torben
1
Asai, Manabu
1
Bondarenko, Oleg
1
Chen, Rongda
1
Chen, Shu-chuan
1
Chen, Song Xi
1
Lieberman, Offer
1
Lin, Chung-gee
1
Liu, Yi-fang
1
Park, Yang-Ho
1
Phillips, Peter C. B.
1
Tauchen, George Eugene
1
Xiao, Wei-Lin
1
Xiu, Dacheng
1
Xu, Hai-chuan
1
Xu, Zheng
1
Yang, Wei-ning
1
Yu, Lean
1
Zhang, Li-Hua
1
Zhang, Wei
1
Zhang, Wei-guo
1
Zhang, Yang
1
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
The journal of futures markets
32
International journal of theoretical and applied finance
30
Quantitative finance
27
The journal of computational finance
19
Applied mathematical finance
16
Finance research letters
16
Journal of banking & finance
16
Journal of economic dynamics & control
13
Finance and stochastics
12
Review of derivatives research
12
Journal of financial economics
11
Journal of mathematical finance
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Computational economics
10
International journal of financial engineering
10
International review of economics & finance : IREF
10
The North American journal of economics and finance : a journal of financial economics studies
10
Annals of finance
9
European journal of operational research : EJOR
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Applied economics
7
Risks : open access journal
7
The European journal of finance
7
Asia-Pacific financial markets
6
Insurance / Mathematics & economics
6
Journal of risk and financial management : JRFM
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Operations research
6
Research paper series / Swiss Finance Institute
6
International review of financial analysis
5
Journal of financial markets
5
Operations research letters
5
Applied economics letters
4
Applied financial economics
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Review of quantitative finance and accounting
4
SFB 649 Discussion Paper
4
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
4
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
Saved in:
5
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
6
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
7
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
8
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
9
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
10
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->