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~isPartOf:"Journal of economic dynamics & control"
~subject:"Optionsgeschäft"
~type:"article"
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Search: subject:"Volatilität"
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Optionsgeschäft
Volatility
147
Volatilität
147
Theorie
70
Theory
70
Stochastic process
46
Stochastischer Prozess
46
Option pricing theory
35
Optionspreistheorie
35
Estimation
30
Schätzung
30
Börsenkurs
24
Share price
24
Business cycle
22
Konjunktur
22
Stochastic volatility
22
CAPM
20
Capital income
18
Kapitaleinkommen
18
Portfolio selection
18
Portfolio-Management
18
Time series analysis
17
Zeitreihenanalyse
17
Forecasting model
15
Prognoseverfahren
15
Schock
15
Shock
15
Geldpolitik
13
Monetary policy
13
Risk
13
ARCH model
12
ARCH-Modell
12
Risiko
12
Aktienmarkt
11
Option trading
11
Stock market
11
Risikoprämie
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Risk premium
10
VAR model
10
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English
11
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Cui, Zhenyu
2
Li, Chenxu
2
Bernales, Alejandro
1
Cai, Ning
1
Chen, Louisa
1
He, Xin-Jiang
1
Jondeau, Eric
1
Kim, Bara
1
Kim, Jeongsim
1
Kim, Jerim
1
Kirkby, J. Lars
1
Ma, Jingtang
1
Nguyen, Duy
1
Quaye, Enoch Nii Boi
1
Rockinger, Michael
1
Schlögl, Erik
1
Shi, Chao
1
Tunaru, Radu
1
Valenzuela, Marcela
1
Wan, Xiangwei
1
Yang, Nian
1
Yang, Wensheng
1
Ye, Yongxin
1
Yoo, Hyun Joo
1
Zhu, Song-Ping
1
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Journal of economic dynamics & control
The journal of futures markets
68
Journal of banking & finance
42
International journal of theoretical and applied finance
34
Applied mathematical finance
24
Review of derivatives research
24
Quantitative finance
22
Finance research letters
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
International review of financial analysis
15
Journal of financial markets
15
International journal of financial engineering
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
The journal of computational finance
13
Applied economics
12
International review of economics & finance : IREF
12
Journal of financial economics
12
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometrics
10
Applied financial economics
9
Computational economics
9
European journal of operational research : EJOR
9
Review of quantitative finance and accounting
9
Applied economics letters
7
Journal of financial and quantitative analysis : JFQA
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Annals of finance
6
Asia-Pacific journal of financial studies
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Finance and stochastics
6
Journal of international financial markets, institutions & money
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Energy economics
5
Financial innovation : FIN
5
Finanzmarkt und Portfolio-Management
5
International journal of economics and finance
5
Journal of empirical finance
5
Journal of mathematical finance
5
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ECONIS (ZBW)
11
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1
The stock implied volatility and the implied dividend volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
Saved in:
2
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
3
Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
Saved in:
4
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
5
Pricing and exercising American options : an asymptotic expansion approach
Li, Chenxu
;
Ye, Yongxin
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012312643
Saved in:
6
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars
;
Nguyen, Duy
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
Saved in:
7
Learning and forecasts about option returns through the volatility risk premium
Bernales, Alejandro
;
Chen, Louisa
;
Valenzuela, Marcela
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011915574
Saved in:
8
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:
9
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
10
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
Saved in:
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