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Search: subject_exact:"Optionspreismodell"
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Option pricing theory
44
Optionspreistheorie
44
Volatility
16
Volatilität
16
Derivat
14
Derivative
14
Option trading
12
Optionsgeschäft
12
Credit risk
9
Kreditrisiko
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Portfolio selection
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Portfolio-Management
8
Estimation
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Implied volatility
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Schätzung
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Stochastic process
6
Stochastischer Prozess
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Theorie
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Theory
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Swap
5
Credit derivative
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Hedging
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Index futures
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Index-Futures
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Insolvency
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Insolvenz
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Kreditderivat
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Option pricing
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Risikomanagement
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Risk management
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Black-Scholes model
3
Black-Scholes-Modell
3
Börsenkurs
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CAPM
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Financial analysis
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Finanzanalyse
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English
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Lai, Van Son
3
Xu, Yaofei
3
Yan, Cheng
3
Chateau, Jean-Pierre D.
2
Jin, Xing
2
Shi, Yukun
2
Stasinakis, Charalampos
2
Ahn, Jungkyu
1
Alsakka, Rasha
1
Ap Gwilym, Owain
1
Bastian-Pinto, Carlos de Lamare
1
Baídya, Tara Keshar Nanda
1
Białkowski, Je̜drzej
1
Bougias, Alexandros
1
Brandão, Luiz Eduardo Teixeira
1
Brunner, Bernhard
1
Byström, Hans N. E.
1
Chambers, Donald Robert
1
Chen, Ding
1
Chen, Jilong
1
Chen, Jiun-Lin
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Choi, Hyun-Woo
1
Dong, Bing
1
Dufresne, D.
1
Elder, Adam
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Episcopos, Athanasios
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Escobar, Marcos
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Ewald, Christian-Oliver
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Feng, Shu
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Friesen, Geoffrey C.
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Frijns, Bart
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Gregoriou, Andros
1
Guo, Biao
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1
He, Jie-Cao
1
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International review of financial analysis
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
110
Journal of mathematical finance
107
Computational economics
106
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
44
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1
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
2
Options illiquidity in an over-the-counter market
Ahn, Jungkyu
- In:
International review of financial analysis
94
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014544018
Saved in:
3
Analysis about the black-scholes asset price under the regime-switching framework
Tian, Ping
;
Zhou, Hang
;
Zhou, Duotai
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471870
Saved in:
4
Jump-diffusion volatility models for variance swaps : an empirical performance analysis
Jin, Xing
;
Hong, Yi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014457699
Saved in:
5
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
6
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
7
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
8
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
9
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
10
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
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