//--> //--> //--> //-->
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:"Quantitative finance"
~isPartOf:"Review of derivatives research"
~isPartOf:"The European journal of finance"
~subject:"CAPM"
~subject:"Derivat"
~subject:"Volatilität"
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:"PRICING"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Derivat
Volatilität
Option pricing theory
496
Optionspreistheorie
496
Theorie
235
Theory
235
Volatility
235
Stochastic process
196
Stochastischer Prozess
196
Option trading
147
Optionsgeschäft
147
Derivative
125
Portfolio selection
103
Portfolio-Management
103
Capital income
90
Estimation
90
Kapitaleinkommen
90
Schätzung
89
Börsenkurs
76
Share price
76
Black-Scholes model
62
Black-Scholes-Modell
62
Hedging
59
Risiko
56
Risk
56
Option pricing
52
Yield curve
50
Zinsstruktur
50
Risikoprämie
46
Risk premium
46
Aktienmarkt
40
Stock market
40
Experiment
39
USA
38
United States
38
Credit risk
37
Kreditrisiko
37
Preismanagement
37
Pricing strategy
37
more ...
less ...
Online availability
All
Undetermined
290
Free
33
Type of publication
All
Article
504
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
509
Aufsatz in Zeitschrift
509
Conference paper
6
Konferenzbeitrag
6
Collection of articles of several authors
4
Sammelwerk
4
Aufsatzsammlung
1
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
509
Author
All
Yang, Chunpeng
10
Wang, Xingchun
7
Arouri, Mohamed
4
Gatheral, Jim
4
Radoičić, Radoš
4
Schoutens, Wim
4
Zaremba, Adam
4
Zhang, Rengui
4
Dunis, Christian
3
Escobar, Marcos
3
Felpel, Mike
3
Godin, Frédéric
3
Guesmi, Khaled
3
Guillaume, Florence
3
Hainaut, Donatien
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Jarrow, Robert A.
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
Kim, Young Shin
3
McWalter, Thomas A.
3
Nguyen, Duc Khuong
3
Ormos, Mihály
3
Pirjol, Dan
3
Ren, Yu
3
Romagnoli, Silvia
3
Ronn, Ehud I.
3
Rubio, Gonzalo
3
Satchell, Stephen
3
Siu, Tak Kuen
3
Song, Shiyu
3
Wang, Guanying
3
Wong, Hoi Ying
3
Yamazaki, Akira
3
Zhang, Wei
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
An, Yunbi
2
Ballotta, Laura
2
more ...
less ...
Institution
All
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
Published in...
All
Economic modelling
Quantitative finance
Review of derivatives research
The European journal of finance
NBER working paper series
411
Journal of banking & finance
375
Working paper / National Bureau of Economic Research, Inc.
353
Journal of financial economics
352
International journal of theoretical and applied finance
317
NBER Working Paper
292
The journal of finance : the journal of the American Finance Association
275
Finance research letters
243
The review of financial studies
238
Journal of economic dynamics & control
213
Journal of empirical finance
186
The journal of futures markets
185
Mathematical finance : an international journal of mathematics, statistics and financial theory
168
International review of financial analysis
164
Applied mathematical finance
153
Research paper series / Swiss Finance Institute
142
Journal of financial and quantitative analysis : JFQA
141
Management science : journal of the Institute for Operations Research and the Management Sciences
137
Finance and stochastics
134
The North American journal of economics and finance : a journal of financial economics studies
131
International review of economics & finance : IREF
129
Journal of econometrics
126
Economics letters
119
Applied economics
116
Pacific-Basin finance journal
116
Discussion paper / Centre for Economic Policy Research
114
Review of quantitative finance and accounting
113
European journal of operational research : EJOR
103
The journal of computational finance
103
Applied financial economics
97
Journal of international money and finance
93
Annals of finance
92
Journal of international financial markets, institutions & money
92
Working paper
91
Energy economics
89
Journal of mathematical finance
89
more ...
less ...
Source
All
ECONIS (ZBW)
509
Showing
1
-
10
of
509
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The return on everything and the business cycle in production economies
Fehrle, Daniel
;
Heiberger, Christopher
- In:
Economic modelling
136
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014549145
Saved in:
2
A default contagion model for
pricing
defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
Saved in:
3
Does model complexity improve
pricing
accuracy? : the case of CoCos
Koziol, Christian
;
Weitz, Sebastian Georg
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012659679
Saved in:
4
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:
5
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
6
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:
7
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
Saved in:
8
An adaptive model for security prices driven by latent values : parameter estimation and option
pricing
effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
9
Hedging quantitative easing
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
;
Burg, …
- In:
The European journal of finance
30
(
2024
)
3
,
pp. 323-338
Persistent link: https://www.econbiz.de/10014547880
Saved in:
10
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->