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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~subject:"Option pricing theory"
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Search: subject:"Capital-Asset-Pricing-Modell"
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Option pricing theory
CAPM
175
Theorie
118
Theory
118
Portfolio selection
34
Portfolio-Management
34
Risikoprämie
34
Risk premium
34
Börsenkurs
27
Capital income
27
Kapitaleinkommen
27
Share price
27
Asset pricing
22
Volatility
20
Volatilität
20
Stochastic process
18
Stochastischer Prozess
18
Erwartungsbildung
15
Expectation formation
15
Risiko
15
Risk
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Anlageverhalten
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Behavioural finance
14
Estimation
13
Optionspreistheorie
13
Rational expectations
13
Rationale Erwartung
13
Risikoaversion
13
Risk aversion
13
Schätzung
13
Learning process
11
Lernprozess
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Yield curve
10
Zinsstruktur
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Allgemeines Gleichgewicht
9
Begrenzte Rationalität
9
Bounded rationality
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General equilibrium
9
Equity premium puzzle
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Equity-Premium-Puzzle
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English
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Branger, Nicole
2
Blenman, Lloyd P.
1
Chauveau, Thierry
1
Chen, Nan
1
Consiglio, Andrea
1
De Groot, Oliver
1
Dillschneider, Yannick
1
Foldes, Lucien Paul
1
Gollier, Christian
1
Guo, Ivan
1
Guégan, Dominique
1
Ielpo, Florian
1
Lalaharison, Hanjarivo
1
Liu, Yanchu
1
Mahayni, Antje
1
Maurer, Raimond
1
Muroi, Yoshifumi
1
Rodrigues, Paulo Jorge Maurício
1
Schlag, Christian
1
Subbotin, Alexander
1
Suda, Shintaro
1
Wan, Xiangwei
1
Yang, Nian
1
Zenios, Stauros Andrea
1
Zhu, Song-Ping
1
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Journal of economic dynamics & control
International journal of theoretical and applied finance
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Finance and stochastics
18
Journal of mathematical finance
16
Applied mathematical finance
14
Quantitative finance
14
NBER working paper series
13
Journal of banking & finance
12
Journal of financial economics
11
The journal of finance : the journal of the American Finance Association
11
Annals of finance
10
Finance research letters
10
International journal of financial engineering
10
Research paper series / Swiss Finance Institute
10
The European journal of finance
10
Review of derivatives research
9
Working paper / National Bureau of Economic Research, Inc.
9
Risks : open access journal
8
Asia-Pacific financial markets
7
Mathematics and financial economics
7
NBER Working Paper
7
Review of quantitative finance and accounting
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
European journal of operational research : EJOR
6
Journal of risk and financial management : JRFM
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Staff working paper / Bank of Canada
6
The journal of futures markets
6
Applied economics
5
Discussion paper / B
5
Economics letters
5
Insurance / Mathematics & economics
5
SFB 649 discussion paper
5
Chapman & Hall/CRC financial mathematics series
4
Computational economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
Functional Ross recovery : theoretical results and empirical tests
Dillschneider, Yannick
;
Maurer, Raimond
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012313623
Saved in:
2
Stochastic volatility implies fourth-degree risk dominance : applications to asset pricing
Gollier, Christian
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
Saved in:
3
Level and slope of volatility smiles in long-run risk models
Branger, Nicole
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
Saved in:
4
Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011973933
Saved in:
5
Equal risk pricing under convex trading constraints
Guo, Ivan
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 136-151
Persistent link: https://www.econbiz.de/10011817212
Saved in:
6
Approximate arbitrage-free option pricing under the SABR model
Yang, Nian
;
Chen, Nan
;
Liu, Yanchu
;
Wan, Xiangwei
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
Saved in:
7
Solving asset pricing models with stochastic volatility
De Groot, Oliver
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 308-321
Persistent link: https://www.econbiz.de/10011474217
Saved in:
8
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
9
Robustness of stable volatility strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
Saved in:
10
Option pricing with discrete time jump processes
Guégan, Dominique
;
Ielpo, Florian
;
Lalaharison, Hanjarivo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2417-2445
Persistent link: https://www.econbiz.de/10010348134
Saved in:
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