//--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~person:"Kostakis, Alexandros"
~person:"Zhu, Song-Ping"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Option pricing theory
5
Optionspreistheorie
5
Volatility
4
Risiko
3
Risk
3
Börsenkurs
2
CAPM
2
Großbritannien
2
Option trading
2
Optionsgeschäft
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
United Kingdom
2
Aktienoption
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bourse
1
Brexit referendum
1
Börse
1
Derivat
1
Derivative
1
Derivative pricing
1
Discrete barrier options
1
Downside risk
1
EU countries
1
EU-Staaten
1
Empirical studies
1
Equal risk price
1
European option
1
Fourier-cosine series
1
Implied volatility curve
1
London
1
Lévy processes
1
Markov chain
1
Markov-Kette
1
Option-Implied information
1
Option-implied information
1
Perturbation method
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
4
Language
All
English
4
Author
All
Kostakis, Alexandros
Zhu, Song-Ping
Branger, Nicole
5
Leippold, Markus
4
Lin, Yueh-neng
4
Chang, Chien-hung
3
Cui, Zhenyu
3
Grasselli, Martino
3
Alexander, Carol
2
Andreou, Panayiotis C.
2
Bernales, Alejandro
2
Cai, Ning
2
Cheng, Jun
2
Chevapatrakul, Thanaset
2
Duan, Jin-Chuan
2
Ederington, Louis H.
2
Elliott, Robert J.
2
Gkionis, Konstantinos
2
Gnoatto, Alessandro
2
Guan, Wei
2
Ibraimi, Meriton
2
Kagkadis, Anastasios
2
Kearney, Fearghal
2
Kim, Bara
2
Kim, Jerim
2
Li, Chenxu
2
Lian, Guanghua
2
Mele, Antonio
2
Muck, Matthias
2
Obayashi, Yoshiki
2
Philip, Dennis
2
Prokopczuk, Marcel
2
Shalen, Catherine T.
2
Skiadopoulos, George
2
Stentoft, Lars
2
Vetzal, Kenneth R.
2
Violante, Francesco
2
Wan, Xiangwei
2
Yang, Nian
2
Zhang, Jin E.
2
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of economic dynamics & control
International journal of theoretical and applied finance
1
Journal of risk and financial management : JRFM
1
Quantitative finance
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Detecting political event risk in the option market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
Saved in:
2
Positive stock information in out-of-the-money option prices
Gkionis, Konstantinos
;
Kostakis, Alexandros
; …
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012821608
Saved in:
3
Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes
Lian, Guanghua
;
Zhu, Song-Ping
;
Elliott, Robert J.
; …
- In:
Journal of banking & finance
75
(
2017
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011742159
Saved in:
4
An analytical approximation formula for European option
pricing
under a new stochastic volatility model with regime-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->